Lesson 3: Likelihood for POMPs: theory and practice
Aaron A. King, Edward L. Ionides, Jesse Wheeler
| Lecture notes | |
| Lecture slides | |
| Recording (2020,2021) | Video (112 min) |
| Quiz | |
| R script for the lesson | R |
| Supplement: Deterministic latent process models and their role in benchmarking POMP models | HTML |
| Supplement: Monte Carlo Methods | |
| 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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