Statistics Methods for Big Data

Master, Université Nazi Boni, 2021

This course introduces students to different methods for analysing high-dimensional data. I was in charge of the cours and pratical work. We studied :

  • Introduction
    • Problems of classical statistical methods
    • Methods of high-dimensional analysis
    • Big Data: high dimensional data
  • Descriptive methods
    • Dimension reduction
    • Factor analysis (pca, mca, afdm)
    • Clustering
  • Predictive methods
    • High dimensional regression
    • Classification methods
  • Modern high-dimensional statistical tools
    • Spark and Hadoop
    • Spark in R or Python
  • Practical work