In the course we will ¡­

In the course we will use both some theory about Markov Chains (STK1130) and Bayesian methods (STK4020). We do however not require any of these courses and the main theory that we will need will be introduced through the course. For those wanting a quick introduction to Markov chains, Wikipedia is a possible source. For those wanting a quick introduction to Bayesian methods, see section sec 1.3 in the textbook or Glark and Gelfand, mainly 1.2 and 1.3 but 1.4 may also be of interest.