PCA & multivariate signal processing, applied to neural data (Udemy.com)
Learn and apply cutting-edge data analysis techniques for "big neurodata" (theory and MATLAB/Python code)
Created by: Mike X Cohen
Last updated August 2026
What you will learn
- Understand advanced linear algebra methods
- Includes a 3+ hour "crash course" on linear algebra
- Apply advanced linear algebra methods in MATLAB and Python
- Simulate multivariate data for testing analysis methods
- Analyzing multivariate time series datasets
- Appreciate the challenges neuroscientists are struggling with!
- Learn about modern neuroscience data analysis
How it compares
Against the other 127 rated Udemy courses in Math on CourseDuck:
- Rating4.8 out of 5higher than 78% of them
- Reviews562#43 of 128 by number of reviews
- Length17.6 hourslonger than 70% of them
- Last updatedAugust 2026more recently than 80% of them
Course Description
What is this course all about?
Neuroscience (brain science) is changing -- new brain-imaging technologies are allowing increasingly huge data sets, but analyzing the resulting Big Data is one of the biggest struggles in modern neuroscience (if don't believe me, ask a neuroscientist!).
The increases in the number of simultaneously recorded data channels allows new discoveries about spatiotemporal structure in the brain, but also presents new challenges for data analyses. Because data are stored in matrices, algorithms developed in linear algebra are extremely useful.
The purpose of this course is to teach you some matrix-based data analysis methods in neural time series data, with a focus on multivariate dimensionality reduction and source-separation methods. This includes covariance matrices, principal components analysis (PCA), generalized eigendecomposition (even better than PCA!), and independent components analysis (ICA). The course is mathematically rigorous but is approachable to individuals with no formal mathematics background. The course comes with MATLAB and Python code (note that the videos show the MATLAB code and the Python code is a close match).
You should take this course if you are a...
neuroscience researcher who is looking for ways to analyze your multivariate data.
student who wants to be competitive for a neuroscience PhD or postdoc position.
non-neuroscientist who is interested in learning more about the big questions in modern brain science.
independent learner who wants to advance your linear algebra knowledge.
mathematician, engineer, or physicist who is curious about applied matrix decompositions in neuroscience.
person who wants to learn more about principal components analysis (PCA) and/or independent components analysis (ICA)
intrigued by the image that starts off the Course Preview and want to know what it means! (The answers are in this course!)
Unsure if this course is right for you?
I worked hard to make this course accessible to anyone with at least minimal linear algebra and programming background. But this course is not right for everyone. Check out the preview videos and feel free to contact me if you have any questions.
I look forward to seeing you in the course!
Instructor Details
- 4.8 Rating
562 Reviews
Mike X Cohen
I am a full-time educator and writer, and former professor of neuroscience. I "retired" from that position so I could focus my time and energy creating high-quality educational material just for you.
I have 20 years of experience teaching programming, data analysis, signal processing, statistics, linear algebra, and experiment design. I've taught undergraduate students, PhD candidates, postdoctoral researchers, and full professors. I have taught in "traditional" university courses, special week-long intensive courses, and Nobel prize-winning research labs. I have >100 hours of online lectures on neuroscience data analysis that you can find on my website and youtube channel. And I've written several technical books about these topics with a few more on the way.
I'm not trying to show off -- I'm trying to convince you that you've come to the right place to maximize your learning from an instructor who has spent two decades refining and perfecting his teaching style.
Over 350,000 students have watched over 50,000,000 minutes of my courses. Come find out why!
I have several free courses that you can enroll in. Try them out! You got nothing to lose ;)
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By popular request, here are suggested course progressions for various educational goals:
MATLAB programming: Get Started with MATLAB; Master MATLAB; Image Processing
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Reviews
By Orith Loeb on 10/4/2025
Superb! - this excellent course delivers fascinating and highly relevant content in a complex, cutting-edge field. It's advanced, intellectually stimulating, and presented professionally with clear structure. Mike excels at explaining sophisticated concepts like PCA and GED within the context of neuroscience applications, making challenging material both accessible and engaging. Highly recommended for anyone interested in neuroscience or computational modeling in brain research.
By Fabio Strappazzon on 6/8/2024
High quality contents, Mike puts lots of effort into the realization of his courses and you can see it (he also answers to your questions rather quickly in the Q&A section). I strongly suggest to do this course if you already have some Linear Algebra foundations (e.g. knowledge of dot product, matrix multiplication, matrix rank, matrix inverse, eigendecomposition). If you are not confident with Linear Algebra he has another great course on Udemy (also strongly recommended) and this can be a perfect segue. In this course he will teach you the basic mechanisms underlying some of the most relevant dimensionality reduction and source separation methods from different perspectives: from math to code. I personally gained a lot from this course and I will definitely incorporate this acquired knowledge into my own research.
By Eric Kappel on 3/6/2021
I am not a Neuroscientist but a Mechanical Engineer. Yet over 90% of the course-content is relevant to what I do and helps me to improve my data-analyses skills. It is presented in a way that allows good understanding of the complex material. The teacher presents it in a way that makes it look simple, but the attention he payed to course details (speech, graphs, sheets, color, programming, assignments, support, to name a few ...) makes the course enjoyable AND educational. He is an exceptionally good teacher and so it this course! Take it! You'll enjoy it!
By Kasra Sammak on 2/3/2021
Excellent course! Mike X Cohen is a wonderful professor and he is very present. He tends to respond rather quickly with well thought out responses, and you can tell he clearly is excited about the material. Generalized Eigendecomposition was the crescendo of this course and I enjoyed the build up to it. This course gave me the tools to understand many scientific articles I was reading and having trouble with dealing with EEG classification as well as work on my projects and have a foundational basis on which to experiment with different preprocessing and modeling techniques and pipelines. I would recommend this course to anyone trying to understand Eigendecomposition as it relates to Signal Processing. I'm super excited to finish the other Mike X Cohen courses dealing with Signal Processing and am grateful to have someone teaching these concepts in an orderly clear and stepwise fashion.
By Abdelrahman Rayan on 1/11/2021
My opinion is not based only on this course but on all the other courses that I attended. Mike is really doing a great job of simplifying the concepts, great examples, and hands-on experience with MATLAB exercises. As a neuroscientist, I benefited a lot from taking his courses. I learned valuable information as a scientist and learned how to simplify specific signal processing concepts for other students. Thank you, Mike, really great job! I am glad to recommend this course to other students.
By Marcelo on 7/27/2020
The course is organized, and dives in some elements quite well. Yet I would have expected a slightly deeper analysis and mathematical development for ICA methods. The course only aboards the JADE approach and not even mention FastICA.
By Anonymized User on 5/1/2020
The course is wonderfully explained and the teacher has a thorough knowledge of the matter. Just to say something I miss little bit, it is that I'd preferred to have not only Matlab source code, but also some math/theory notes (even limited, perhaps just the slides) on the topic of discussion. And a plus it would be notes on recommended bibliography, any references for further study (books if any, apart from scientific papers).
By Rab Nawaz on 12/18/2019
To enhance my understanding from sensor space to source space inspired me to opt for this course. After making this course halfway, I can simply say "WOW". The reason for this "WOW" is that I learn more than what I expected. The importance of PCA and GED, It's real look and visualization in the source separation impressed me. I hope to learn more in the next half of this course. Great job by Dr. Mike, I am really thankful for his contribution to making these scientific/mathematical terms/concepts/procedures visible for the early career researcher like me.
By Talha Anwar on 6/13/2019
Prof. Mike X Cohen courses are the best coursed available online. The way he explained the concept, not only about neuro science but also math behind it is amazing. The code he provide is so neat and clean that any one can easily replicate it. I do work in python instead of matlab. The way he teach intuition about each step is so compelling that i convert the most of matlab code to python, though i am a beginner. I would request him to create more course, taking a case study and include machine learning chapter in it. One suggesstion i would like to give him, please increase font size of matlab code, as i find difficult to read it .
By Zsolt Turi on 10/29/2018
About the instructor: He did a great job, he definitely has extensive experience in teaching so you can learn very effectively from the course. What I *really* appreciated was that he answers all the questions and he provides very useful answers to those questions: He tries to understand where the confusion lies and explains it to you. Maybe I was just lucky but I actually get an answer back from him within an hour at the weekend. About the course: The entire course is very well organized, each individual lesson is well-structured. Each lesson starts with an introduction about the current learning goals, how to approach the problem and the he uses a bunch of different visualization techniques to explain you the topic. If you are a neuroscientist, you will have enough knowledge, skills, code and theoretical understanding by the end of the course to start with your own data analysis. Having a psychology background is also fine, although I took his linear algebra course before this one.
Quality Score
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Overall Score : 96 / 100












