Semester page for STK4051 - Spring 2023

• Schedule
• Syllabus/reading list in Leganto
• Examination: Time and place

Resources

• Matrix Cook Book
• Numerical optimization of likelihoods

• Bayesian modeling (intro)
• MCMC illustrations

extra

• slides 2021

• Exams of the past

Student representatives

• Contact information

Articles and notes for syllabus (some only STK9051)

• Chapters from the book
• Storvik (2020): The Stochastic gradient algorithm
• Storvik (2019): Sequential Monte Carlo for state space models

• Neal report MCMC
• Variational Inference
• More on ADMM (2.3 & 3)

Weekly exercises

• Weekly exercises