Advanced Computational Methods in Stats#
This is a companion webpage to the LTCC course in Advanced Computational Methods in Statistics for the academic year 2024-2025. This lecture is delivered by O. Deniz Akyildiz at London Course Taught Centre (LTCC).
Main resources for this year will be the slides and notebooks that I will upload here.
See this page for the resources from my undergraduate course, which is largely relevant. See Bayesian filtering summer course for some extra material on Bayesian filtering.
Slides#
Slides can be found below. I will try to upload them before the lecture.
Please download the slides and open it with Adobe Acrobat if you want to see the animations (activates when you click). They won’t run on your browser.
Lecture 1 (07/10/2024): Introduction to Monte Carlo, Rejection Sampling, Importance Sampling [PDF]
Lecture 2 (14/10/2024): Markov chain Monte Carlo [PDF]
Lecture 3 (21/10/2024): Langevin Monte Carlo, Energy Based Models, Score Based Generative Models [PDF]
Lecture 4 (28/10/2024): Stochastic filtering, particle filters [PDF]
Lecture 5 (04/11/2024): Parameter Estimation in State-Space Models: Maximum Likelihood and Bayesian approaches [PDF]