Parameter estimation and all that - Part II
Parameter estimation and all that - Part II
- Event time: 11:30am until 12:30pm
- Event date: 18th April 2018
- Speaker: Dr Bartlomiej Waclaw (School of Physics & Astronomy, University of Edinburgh)
- Location: Room 6201, James Clerk Maxwell Building (JCMB) James Clerk Maxwell Building Peter Guthrie Tait Road Edinburgh EH9 3FD GB
Event details
Least-squares method, maximum likelihood, Bayesian approach - everyone has heard about at least one of these methods. But do people understand how these approaches are related, what assumptions they make, and when to use each of them? In this talk I am going to discuss the basics of these methods and explain how they work using some simple examples. Since data analysis is the bread-and-butter of a physicist, this talk may be of interest to theorists, computer modellers and experimentalists alike.
This 2nd part of the talk will include:
- - a brief reminder how Approximate Bayesian Computation (ABC) works
- - error bars: confidence ellipse/intervals from MLM
- - Bayesian inference: credible intervals
- - fundamentals of hypothesis testing, p-value
and if time permits, Monte Carlo methods in data analysis
- - resampling methods: bootstrap, jacknife
- - Monte Carlo method of error propagation
- - Monte Carlo Markov Chain ABC
- - Monte Carlo hypothesis testing
About Statistical Physics and Complexity Group meetings
This is a weekly series of webinars on theoretical aspects of Condensed Matter, Biological, and Statistical Physics. It is open to anyone interested in research in these areas..
Find out more about Statistical Physics and Complexity Group meetings.