Lecture notes PDF
Lecture slides PDF
Recording (2020,2021) Video (112 min)
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

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