531w26

Modeling and Analysis of Time Series Data (STATS 531)

Chapter 14. Likelihood for POMP models: Theory and practice

This chapter has some duplication with the background on likelihood-based inference (Chapter 5) and the background on POMP models (Chapter 11). These are fundamental topics, worth seeing again, but we will go over that fairly quickly to focus on the new material.

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Annotated slides pdf
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Recording, Summer 2021, Part 1 (23 mins)
Recording, Summer 2021, Part 2 (27 mins)
Recording, Summer 2021, Part 3 (12 mins)
Recording, Summer 2021, Part 4 (31 mins)
Recording, Summer 2021, Part 5 (17 mins)

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