Collecting posts related to this course (36-3467/36-667).
- Fall 2018:
- Course Announcement
- Lecture 1: Introduction to the Course
- Lectures 2 and 3: Smoothing, Trends, Detrending
- Lecture 4: Principal Components Analysis I
- Lecture 5: Principal Components Analysis II
- Lecture 6: Optimal Linear Prediction
- Lecture 7: Linear Prediction for Time Series
- Lecture 8: Linear Prediction for Spatial and Spatio-Temporal Random Fields
- Lectures 9--13: Filtering, Fourier Analysis, African Population and Slavery, Linear Generative Models
- Lectures 14 and 15: Inference for Dependent Data
- Lecture 17: Simulation
- Lectures 18 and 19: Simulation for Inference
- Lecture 20: Markov Chains
- Lectures 21--24: Compartment Models, Optimal Prediction, Inference for Markov Models, Markov Random Fields, Hidden Markov Models
- Self-Evaluation and Lessons Learned
- Books to Read While the Algae Grow in Your Fur, December 2018
- Books to Read While the Algae Grow in Your Fur, January 2019
