Likelihood-based inference for POMP models

Author

Qianying (Ruby) Lin, Spencer J. Fox, Zian (Larry) Zhuang

   
Lecture slides PDF
Reference Recording (2020,2021) Video (112 min)
Quiz PDF
Data for the lesson data
R script for the Measles SIR model R
R script for the lesson R
Supplement: Deterministic latent process models and their role in benchmarking POMP models HTML
Supplement: Monte Carlo Methods PDF
Supplement: Likelihood by direct simulation: Consett measles example HTML
Supplement: Standard errors via the observed Fisher information HTML
Supplement: Bootstrap methods HTML
Supplement: Direct maximization of the particle filter likelihood HTML
Worked solution to Exercise 3.1 HTML
Worked solution to Exercise 3.2 HTML
Worked solution to Exercise 3.3 HTML

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