MBI Videos

Inference for dynamical systems: a Bayesian perspective

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    Oksana Chkrebtii

    An important test of a mathematical model is how well it describes a given phenomenon, which is often observed only indirectly and with error.  This talk will provide an introduction to the statistical problem of inference for nonlinear dynamical systems. We will take a Bayesian perspective, constructing hierarchical models that incorporate prior knowledge and impose required constraints on model components.

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