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Notes
- Review of probability concepts (updated 10/2/08)
- Monte Carlo methods (incomplete, updated 9/2/08)
- Review of linear least squares
- Nonlinear filtering (updated 12/2/08); notes from Arnaud Doucet (UBC), guest lecturer on Oct. 28 Introduction to Sequential Monte Carlo methods
- Computing gradients and Jacobians
- Nonlinear least squares
- Optimization without derivatives
- Ensemble Kalman filtering
- Examples
- Slides for 11/18/08 presentation on Circle of Willis presentation
- link to corresponding paper; Multiscale Model. Simul., 7 (2008), pp.888-909.
Homework
- Exercises 1.5 and 1.6 of the probability review by 8/28.
- Exercises 1.11, 2.1, 2.2 and 2.5 by 9/2.