Analytical Tools for Statistics and Data Science II

2 units

This is an 8 week short course. The course covers some topics of multivariate calculus that are particularly relevant for Statistics and Data Science. The focus is on the ideas, concepts, and computational implementation of the theory. Whenever possible, we will show the use of mathematical and statistical software (e.g., Matlab, Maple, and R) to obtain symbolic, exact, or approximate solutions of the mathematical tools developed in class. Topics include generalities on functions in several variables (graphs, level curves, limits, continuity), linear and quadratic functions in two variables, partial differentiation, multivariate Chain Rule, multivariate Taylor’s approximation, local and global extrema, Lagrange multipliers, multiple integration, change of variables formula (Jacobians), and polar, cylindrical, and spherical coordinates.