Advanced methods in statistical data analysis

Parameter estimation and Monte Carlo methods

22 Oct 2009, 11:00

1h 30m

Aud A (Blegdamsvej) mornings - Canteen (Rockefeller) afternoons. Friday Rockecfeller (auditorium + canteen) all day

Speaker

Prof. Andrew Liddle (Sussex University)

Description

Techniques for estimation of model parameters, likelihood analysis, Monte Carlo sampling methods, Metropolis-Hastings algorithm, machine learning.

Presentation materials

Slides

liddlelecture3.pdf