Parameter estimation and all that
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 is a weekly series of informal talks focussing on some theoretical aspect of Condensed Matter, Biological, and Statistical Physics..