SPECIAL TOPICS-TIME SERIES AND DYNAMIC SYSTEM
LAST FOUR WEEKS-
This course will cover inference in time series and dynamical systems. From the time series perspective standard Bayesian methods for filtering, forecasting, and model identification will be covered. From the dynamical systems perspective the basics of ergodic theory will be introduced. The last part of the course will cover how to prove notions of convergence for the Bayesian procedures using tools from ergodic theory.