Statistics and Numerical Methods

AbstractThe chapter gives an outline of some statistical and numerical methods that will be applied in later chapters. The first section deals with the minimization of functions. Several gradient-based methods and a popular non-gradient method are discussed. The following section discusses statistical models and the estimation of model parameters. The basics of linear and nonlinear regression models and state space models are presented, including least-squares estimation and the (extended) Kalman filter. The final section gives a brief overview of clustering and different types of clustering algorithms.