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 |

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