Sumários

Maximum Likelihood and Bayesian Inference

13 Novembro 2024, 09:30 • André Maria da Silva Dias Moitinho de Almeida

Computational exercises on maximum likelihood and Bayesian inference

Optimisation - I

13 Novembro 2024, 08:30 • André Maria da Silva Dias Moitinho de Almeida

  • Goal: minimum/maximum search of cost function, likelihood, posterior, etc
  • Approaches
    • Brute force (and the curse of dimensionality)
    • Gradient descent 

Bayesian Inference - II

12 Novembro 2024, 14:00 • André Maria da Silva Dias Moitinho de Almeida

  • Maximum Likelihood Estimation (MLE)
    • Detailed cases of Gaussian Homoscedastic and Heteroscedastic errors

  • Bayesian addressing of Malmquist, Eddington and Lutz-Kelker biases

Validation - II

6 Novembro 2024, 09:30 • André Maria da Silva Dias Moitinho de Almeida

Computational exercises on bootstrap and jacknife validation.

Bayesian Inference - I

6 Novembro 2024, 08:30 • André Maria da Silva Dias Moitinho de Almeida

  • Statistical Inference: Frequentist and Bayesian views
  • Bayes theorem revisited: Likelihood, prior, posterior, evidence
  • Some properties: 
    • inclusion of prior knowledge
    • Updating the posterior with new knowledge
    • Error propagation for free