These are the lecture notes for MATH20802, a course in Multivariate Statistics and Machine Learning for third year mathematics students at the Department of Mathematics of the University of Manchester.

The course text was written by Korbinian Strimmer from 2018–2022. This version is from 5 May 2022.

The notes will be updated from time to time. To view the current version visit the online MATH38161 lecture notes.

You may also download the MATH38161 lecture notes as PDF. For a paper copy it is recommended to print two pages per sheet.