Modern data often comprises of the collection of multiple characteristics for each individual observation, to provide a holistic perspective of the properties of each datum. Due to the high dimensionality of such data, the task of modelling and drawing inferences from such data requires specialized methodology. These methods are grouped together under the umbrella of multivariate analysis. We shall describe some fundamental problems that are considered in multivariate analysis and provide some examples regarding the appearance of these problems in scientific investigations. A concise collection of tools from multivariate analysis will be introduced and their applications will be demonstrated.
Intellectual Climate Fund and School of Life Sciences