We are borrowing material from a short course on Simulation-Based Inference for Epidemiological Dynamics (SBIED). This short course uses the same notation as STATS 531 and shares an emphasis on likelihood methods for inference. Indeed, SBIED can be viewed as a sub-course within STATS 531. Although SBIED focuses on epidemiological examples, you can check from previous final projects for 2016, 2018, 2020, 2021, 2022, 2024, and 2025 that the ideas extend readily to a variety of other situations. Later, we will also consider models for financial markets, another major area of application for nonlinear time series techniques.
| | | | |:—|:—|:—| | Slides | | pdf | | Notes | | pdf | | Recording, Part 1 | Time series analysis and mechanistic models in ecology and epidemiology | (20 mins) | | Recording, Part 2 | Introduction to POMP models | (22 mins) | | Recording, Part 3 | The pomp R package for POMP models | (7 mins) | ———————-
Back to course homepage
Acknowledgements
Source code for these notes