Welcome to STK4051

The course will start Thursday 24 at 10.15

In the first lecture we will go through several examples, illustrating different numerical problems that can occur in statistics.

Some of the topics in chapter 1 of the textbook will be covered, but most of this is supposed known in advance. Bayesian theory and Markov chains will be briefly discussed.

After that we will start on chapter 2: Optimization. Most of the univariate methods will also be assumed known and will only be briefly discussed. We will use some more time on the multivariate methods.