probability that I will flip tails, given that I am flipping an ecologist's quarter (p(tail=0.6))? • 2) What is the likelihood that I am flipping an ecologist's quarter, given the flip(s) that I have observed? Px |=0.6 L=0.6| x

@1.2 flips an ecologist's quarter n times, and plots the likelihood function. • Vary the number of flips (n), re-run, and see what happens. • Vary the true θ parameter and see what happens. • Show your neighbour your likelihood plot and see if they can guess θ. How about n?

product of the individual likelihoods of each observation. • The likelihood function carries all information contained in the data relevant to inference about parameters. • Likelihood is a REALATIVE measure, and gets smaller as more data is observed. • The 'best fitting' parameter value is the one that maximizes this function.

fitting model parameters to data. → “What are the parameter values which are most likely to have generated my data?” • For many models, the maximum likelihood value can not be found analytically. • In these cases, we use numerical optimization. >?optim

as n gets larger, the likelihood can become very small. • Instead of maximizing the likelihood function itself, we maximize the log likelihood. log ∏ x=∑ log x

function gradient NA NA $convergence [1] 0 $message NULL $hessian [,1] [1,] -40.00032 Best fit parameter value (aka the MLE) Log likelihood at the MLE If ($convergence == 0) user = :-)

can I determine the likelihood function for the way I think the world works (aka my model)? • A Model is just a mathematical representation of a process, often including both Deterministic and, Stochastic components. • The likelihood function comes straight from the specification of the model.

the model parameters. (@2.4) • Compute the approximate confidence interval and plot the likelihood surface (@2.5) • Plot the fitted model prediction and (stochastic) confidence intervals over the data. (@2.6)

would we know? • Since the model space is infinite, all we can do is propose a suite of models, and allow them to compete in the arena (octagon?) of data. Model 1 Model 2

with finding the best fitting parameter values, but what if we have competing models? • These competing models may not have the same number of parameters. LM |, x=?

parameters L=Maximum likelihood value • Better models have lower AIC values • Just like the likelihood itself, AIC is a RELATIVE measure. AIC=2k−2logL Hirotugo Akaike

candidate model • Step 2: Compute each model's difference, Δ i , from the 'best' model (lowest AIC value) • Step 3: Compute w i w i = exp−1/2 i ∑ m=1 M exp−1/2 m

alternative models. (@3.1) • Try to write down the mathematical formulation of each model. • Compute the AIC for each of the three competing models. (@3.2) • Compute the model weights for each of the three competing models. (@3.3) • Which is the best fitting model? • How will these values vary if we were to add more competing models to our set? • Plot the predictions of each model (@3.4)

the individual likelihoods of each observation. • Likelihood is a REALATIVE measure, and gets smaller as more data is observed. • The 'best fitting' parameter value is the one that maximizes the likelihood function (MLE). • Numerical optimization can be used to find the MLE. • Competing models can be compared using AIC, which is based on each model's MLE.