SUBJECT
Title
Random field analysis
Type of instruction
lecture + practical
Level
master
Faculty
Part of degree program
Credits
2+1
Recommended in
Semester 4
Typically offered in
Spring semester
Course description
Nonparametric estimation of probability distributions. Nonparametric estimation of trends. Principal component analysis and factor analysis. Independent component analysis. Nonlinear principal component analysis. Canonical correlation analysis. Concept of random fields. Traditional interpolation techniques. Interpolation with krigings. Multivariate AR models.
Readings
Parts of problem books, scientific papers
- I.T. Jolliffe, 2013: Principal Component Analysis. Springer, 271 pp.
- Bruce Thompson, 1984: Canonical correlation analysis: uses and interpretation, Volume 47. Sage Publications, 71 pp.
- Michael L. Stein, 1999: Interpolation of Spatial Data: Some Theory for Kriging. Springer. 247 pp.