Spatially-varying stochastic differential equations, with application to the biological sciences

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In this four-day workshop, participants will learn about the use of SDEs to model physical phenomena in the biological sciences. Students will learn how to define and manipulate SDEs, and will understand the difficulties in performing statistical inference on the parameters of SDEs using data. They will relate the modeling of SDEs to the theory of spatial and temporal data analysis, and will carry out a small group project to discover and investigate how to model data from various disciplines within the biological sciences.

Students should come to the workshop with two years of graduate experience in Statistics or equivalent. They should be comfortable with statistical models and theory, likelihood inference, and have some exposure to Monte Carlo techniques. Students should have taken a course in linear models, and have knowledge of the statistical software package called R (http://www.r-project.org). Some exposure to time series analysis and spatial statistics is helpful, but not essential. Students should bring a laptop to the workshop, preloaded with R. Online material (including videos and exercises) useful for this course will be made available at least a week before the workshop begins.

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