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Last updated:

September 19, 2022

Duration:

Unlimited Duration

FREE

This course includes:

Unlimited Duration

Badge on Completion

Certificate of completion

Unlimited Duration

Description

The ability to quantify the uncertainty in our models of nature is fundamental to many inference problems in Science and Engineering.

In this course, we study advanced methods to represent, sample, update and propagate uncertainty. This is a “hands on” course: Methodology will be coupled with applications. The course will include lectures, invited talks, discussions, reviews and projects and will meet once a week to discuss a method and its applications.

Course Curriculum

  • Quantifying Uncertainty Introduction Unlimited
  • In A Linear World Unlimited
  • Ensemble Filter Smoother Unlimited
  • Exponential Family Unlimited
  • Expectation Maximization and Model Selection Unlimited
  • Markov Chain Monte Carlo Unlimited
  • Hierarchical Bayesian Models Unlimited
  • Particle Filter Unlimited
  • Graphical Models Unlimited

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Massachusetts Institute of Technology