We continue using material from the short course Simulation-Based Inference for Epidemiological Dynamics (SBIED). STATS 531 Chapter 15 is Chapter 4 of SBIED. The main topic is likelihood maximization via an iterated particle filter. This enables a range of tools of likelihood-based inference to be applied—maximum likelihood estimation, likelihood ratio tests, profile likelihood confidence intervals, and AIC for model selection. Methods are demonstrated on a model for measles, but these techniques apply to the wide range of POMP models for which particle filtering is applicable.
| Lecture material | Link |
|---|---|
| Slides | |
| Annotated slides | |
| Notes | |
| Recording, Summer 2021, Part 1 | (16 mins) |
| Recording, Summer 2021, Part 2 | (15 mins) |
| Recording, Summer 2021, Part 3 | (25 mins) |
| Recording, Summer 2021, Part 4 | (33 mins) |
| Recording, Summer 2021, Part 5 | (20 mins) |
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