## Multivariate statistical methods and data mining in HEP
## CERN Academic Training Lectures |

Glen Cowan, Physics Department, Royal Holloway, University of London, e-mail: g.cowan@rhul.ac.uk

**Course description:**
The lectures will cover multivariate statistical methods and their
applications in High Energy Physics. The methods will be viewed in
the framework of a statistical test, as used e.g. to discriminate
between signal and background events. Topics will include an
introduction to the relevant statistical formalism, linear test
variables, neural networks, probability density estimation (PDE)
methods, kernel-based PDE, decision trees and support vector machines.
The methods will be evaluated with respect to criteria relevant to
HEP analyses such as statistical power, ease of computation and
sensitivity to systematic effects. Simple computer examples that can
be extended to more complex analyses will be presented.

The lectures will be in the CERN main auditorium from Monday 16 June to Thursday 19 June, 2008 at 11:00.

**Lecture Notes** in pdf format (preliminary -- subject to
minor changes):

The code used to make some of the simple examples with the TMVA package can be found here.

Glen Cowan