Lesson 3: Likelihood for POMPs: theory and practice
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 |
Licensed under the Creative Commons Attribution-NonCommercial license. Please share and remix noncommercially, mentioning its origin.