Parameter estimation and all that - part III

Statistical Physics and Complexity Group meeting

Parameter estimation and all that - part III

  • Event time: All day
  • Event date: 25th April 2018
  • Speaker: (School of Physics & Astronomy, University of Edinburgh)

Event details

The 3rd part will be broadly about Monte Carlo methods in statistics:

  •  Bayesian inference: Monte Carlo Metropolis-Hastings Approximate Bayesian Computation (ABC)
  •  fundamentals of hypothesis testing, p-value
  •  Monte Carlo hypothesis testing
  •  Bayesian model comparison using ABC
     
  • resampling methods: bootstrap, jacknife
  • Monte Carlo method of error propagation