Skip to content
Main menu hidden.

Multivariate Data Analysis

  • Number of credits 7.5 credits
  • Level Master’s level
  • Starting Autumn Term 2022

About the course

The course provides the basic theory and methods for multivariate data analysis and lays a solid foundation for learning more advanced methods and algorithms in the next step. It starts from multivariate Gaussian distribution (MGD) and its generalization, the Gaussian mixture model. The maximum likelihood estimation (MLE) and the EM algorithm are discussed. Based on MGD, statistical inference approaches (Hotelling's T square test, multivariate analysis of variance, MANOVA), classification methods (Linear discriminant analysis and logistic regression), and clustering analysis methods are covered. Furthermore, based on the projection ideas, different eigen-decomposition based methods for dimensionality reduction, such as principal component analysis (PCA), factor analysis (FA), canonical correlation analysis (CCA), and partial least squares (PLS) are introduced. Models for regression analysis with colinear explanatory variables such as principal component regression (PCR) and PLS regression are also included.

Application and eligibility

Multivariate Data Analysis, 7.5 credits

Det finns inga tidigare terminer för kursen Autumn Term 2022 Det finns inga senare terminer för kursen

The information below is only for exchange students


29 August 2022


31 October 2022

Study location




Type of studies

Daytime, 50%

Required Knowledge

The course requires 90 ECTS including courses in Mathematical Statistics, minimum 12 ECTS, or courses in Statistics, minimum 75 ECTS and in both cases a course in Basic Calculus, 7,5 ECTC and a course in Linear algebra, 7,5 ECTS, or equivalent. Proficiency in English and Swedish equivalent to the level required for basic eligibility for higher studies.


Students applying for courses within a double degree exchange agreement, within the departments own agreements will be given first priority. Then will - in turn - candidates within the departments own agreements, faculty agreements, central exchange agreements and other departmental agreements be selected.

Application code



This application round is only intended for nominated exchange students. Information about deadlines can be found in the e-mail instruction that nominated students receive. The application period is closed.

Contact us

Please be aware that the University is a public authority and that what you write here can be included in an official document. Therefore, be careful if you are writing about sensitive or personal matters in this contact form. If you have such an enquiry, please call us instead. All data will be treated in accordance with the General Data Protection Regulation.

Contactperson for the course is:
Study counselor Lars-Daniel Öhman