MA8702 --- 2018
Tenative syllabus (will be completed along the way)
- Week 4: Project on GPs!
- Week 6: Project on INLA!
- Week 7(12 feb): Template model builder and automatic differentiation. Prepare as follows: TMB start guide
- Week 7(13 feb): Template model builder. Link to paper: TMB paper
- Week 8: Ensemble Kalman filter & related filters. Link to paper: http://www.jonathanrstroud.com/papers/enkf-tutorial.pdf
- Week 9: Properties of the ensemble Kalman filter. Link to paper: http://onlinelibrary.wiley.com/doi/10.1111/sjos.12039/full
- Week 10: Exact recursions for Hidden Markov models
- Week 11: NO LECTURE 13 MARCH.
- Week 12: Project on Hidden Markov models!
- Week 13: NO LECTURES IN EASTER BREAK.
- Week 14: Recursive calculations on graphs.
- Week 15: Recursive optimization. Link to papers: https://link.springer.com/chapter/10.1007/978-3-540-74048-3_4 (Chapter 4.1-2 in Muller), https://www.sciencedirect.com/science/article/pii/S0377221713003834 (Martinelli et al.)
- Week 16: Dimension reduction. Link to papers:https://www.tandfonline.com/doi/abs/10.1198/106186008X318440 (MDS), https://onlinelibrary.wiley.com/doi/abs/10.1002/wics.51 (PLS)