STAT 517 • Winter 2008

Stochastic Modeling

Main

Syllabus (revised 1/9/08)

Lectures

Readings

Homework

Programs

---

Course Readings
-Please be aware that "Lecture Notes" are a reference used throughout the entire course
and that not all letures will have additional reading assignments (see table on page 2
of syllabus for further detail)

1. January 8th, 2008


Introduction to the Stochastic Theory of Epidemics

• Readings: Germann (2006); Germann (2006) supporting info;
  Longini (2005); Longini (2005) supporting info


2. January 10th, 2008


Branching Processes
• Readings: Chiang textbook


3. January 15th, 2008


Epidemics as Branching Processes
• Readings: Handout- Branching Process Estimation Examples;
  Lecture Notes


4. January 17th, 2008


Gambler's Ruin, Gambling Systems, Discrete-time Martingales
• Readings: Chiang textbook;
  Handout- Record of 10,000 Tosses of An Ideal Coin;
  Handout- Brownian Motion Sample Path;
  Lecture Notes


5. January 22nd, 2008


Discrete State Space and Time Markov Processes,
Deterministic Dynamic Processes
• Readings: Chiang textbook


6. January 24th, 2008


Chain Binomial Models, Reed-Frost Model of Epidemics
• Readings: Longini (1980);
  Lecture Notes


7. January 29th, 2008


Inference on Markov Chains and Chain Binomial Models
• Readings: Longini (1988); Addy (1991);
  Lecture Notes


8. January 31st, 2008


Algebraic Treatment of Markov Chains
• Readings: Chiang textbook;
  Lecture Notes


9. February 5th, 2008


Continuoius-Time Markov Processes
• Readings: Chiang textbook;
  Lecture Notes


10. February 7th, 2008


Stages of Disease Process, HIV Progression
• Readings: Longini and Clark (1989); Longini et al (1991);
  Taylor et al (1994); Longini et al (1999);
  Chiang textbook;
  Ira Longini's notes on linear birth and death process;
  Lecture Notes


11. February 12th, 2008


Forward Kolmogorov Differential Equations
• Readings: Chiang textbook;
  Lecture Notes


12. February 14th, 2008


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

• Readings: Lecture Notes

February 19th, 2008


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


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


Stochastic Models for Graphs

• Reading: Hunter and Handcock (2004);
Optionally: Snijders (2005); Hanneke and Xing (2006);


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


Inference for Stochastic Epidemic Models --Efficacy Studies
• Reading: Yang et al (2006)


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


Inference for Stochastic Epidemic Models --Real-Time Estimation for Outbreaks
• Readings: Yang et al (2007a); Yang et al (2007b)


16. March 4th, 2008


Hidden Markov Processes
• Readings: Guihenneuc-Jouyaux (2000); Satten and Longini (1996);
  Lecture Notes


17. March 6th, 2008


Counting Processes

• Readings: Lecture Notes


18. March 11th, 2008


Inference Using Continuous-Time Martingales
• Readings: Longini, Halloran and Haber (1993); Sternberg and Satten (1999);
  Lecture Notes


19. March 13th, 2008: last class


Individual-Level Stochastic Simulation Models, Agent Based

• Readings:

March 17 - 21, 2008


Exam week

 

---

NOTICES:

 

–for student will be posted here