Lecture Video (112 min)
Lecture slides PDF
Lecture notes PDF
Quiz PDF
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
Another worked solution to Exercise 3.3 HTML


Back to course homepage
Acknowledgements
Source code for these notes