STAT 517 • Winter 2008

Stochastic Modeling

Main

Syllabus (revised 1/9/08)

Lectures

Readings

Homework

Programs

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Course Lectures

1. January 8th, 2008


Introduction to the Stochastic Theory of Epidemics
• Lecture 1


2. January 10th, 2008


Branching Processes


3. January 15th, 2008


Epidemics as Branching Processes


4. January 17th, 2008


Gambler's Ruin, Gambling Systems,
Discrete-time Martingales


5. January 22nd, 2008


Discrete State Space and Time Markov Processes,
Deterministic Dynamic Processes


6. January 24th, 2008


Chain Binomial Models, Reed-Frost Model of Epidemics


7. January 29th, 2008


Inference on Markov Chains and Chain Binomial Models
• Lecture 7a
• Lecture 7b


8. January 31st, 2008


Algebraic Treatment of Markov Chains
• Lecture 8


9. February 5th, 2008


Continuoius-Time Markov Processes


10. February 7th, 2008


Stages of Disease Process, HIV Progression
• Lecture 10a
• Lecture 10b


11. February 12th, 2008


Forward Kolmogorov Differential Equations


12. February 14th, 2008


Embedded Process and Semi-Markov Process,
Inference on Continuous-TimeMarkov Processes

February 19th, 2008


Mid-term exam, open book (material from January 8-31 covered, see Readings)


13. February 21st, 2008 -Guest Lecturer: Pavel Krivitsky


Stochastic Models for Graphs



14. February 26th, 2008 -Guest Lecturer: Dr. Yang Yang


Inference for Stochastic Epidemic Models --Efficacy Studies
• Lecture 14


15. February 28th, 2008 -Guest Lecturer: Dr. Yang Yang


Inference for Stochastic Epidemic Models --Real-Time Estimation for Outbreaks
• Lecture 15


16. March 4th, 2008


Hidden Markov Processes
• Lecture 16


17. March 6th, 2008


Counting Processes


18. March 11th, 2008


Inference Using Continuous-Time Martingales
• Lecture 18


19. March 13th, 2008: last class


Individual-Level Stochastic Simulation Models, Agent Based

March 17 - 21, 2008


Exam week

 

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NOTICES:

 

-for student will be posted here