Bayesian Field Theory

Bayesian Field Theory PDF Author: Jörg C. Lemm
Publisher: JHU Press
ISBN: 9780801872204
Category : Science
Languages : en
Pages : 442

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Book Description
Ask a traditional mathematician the likely outcome of a coin-toss, and he will reply that no evidence exists on which to base such a prediction. Ask a Bayesian, and he will examine the coin, conclude that it was probably not tampered with, and predict five hundred heads in a thousand tosses; a subsequent experiment would then be used to refine this prediction. The Bayesian approach, in other words, permits the use of prior knowledge when testing a hypothesis. Long the province of mathematicians and statisticians, Bayesian methods are applied in this ground-breaking book to problems in cutting-edge physics. Joerg Lemm offers practical examples of Bayesian analysis for the physicist working in such areas as neural networks, artificial intelligence, and inverse problems in quantum theory. The book also includes nonparametric density estimation problems, including, as special cases, nonparametric regression and pattern recognition. Thought-provoking and sure to be controversial, Bayesian Field Theory will be of interest to physicists as well as to other specialists in the rapidly growing number of fields that make use of Bayesian methods. -- Achim Weiguny, Institut fuer Theoretische Physik

Bayesian Field Theory

Bayesian Field Theory PDF Author: Jörg C. Lemm
Publisher: JHU Press
ISBN: 9780801872204
Category : Science
Languages : en
Pages : 442

Get Book Here

Book Description
Ask a traditional mathematician the likely outcome of a coin-toss, and he will reply that no evidence exists on which to base such a prediction. Ask a Bayesian, and he will examine the coin, conclude that it was probably not tampered with, and predict five hundred heads in a thousand tosses; a subsequent experiment would then be used to refine this prediction. The Bayesian approach, in other words, permits the use of prior knowledge when testing a hypothesis. Long the province of mathematicians and statisticians, Bayesian methods are applied in this ground-breaking book to problems in cutting-edge physics. Joerg Lemm offers practical examples of Bayesian analysis for the physicist working in such areas as neural networks, artificial intelligence, and inverse problems in quantum theory. The book also includes nonparametric density estimation problems, including, as special cases, nonparametric regression and pattern recognition. Thought-provoking and sure to be controversial, Bayesian Field Theory will be of interest to physicists as well as to other specialists in the rapidly growing number of fields that make use of Bayesian methods. -- Achim Weiguny, Institut fuer Theoretische Physik

Bayes Theory

Bayes Theory PDF Author: J. A. Hartigan
Publisher: Springer Science & Business Media
ISBN: 1461382424
Category : Mathematics
Languages : en
Pages : 154

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Book Description
This book is based on lectures given at Yale in 1971-1981 to students prepared with a course in measure-theoretic probability. It contains one technical innovation-probability distributions in which the total probability is infinite. Such improper distributions arise embarras singly frequently in Bayes theory, especially in establishing correspondences between Bayesian and Fisherian techniques. Infinite probabilities create interesting complications in defining conditional probability and limit concepts. The main results are theoretical, probabilistic conclusions derived from probabilistic assumptions. A useful theory requires rules for constructing and interpreting probabilities. Probabilities are computed from similarities, using a formalization of the idea that the future will probably be like the past. Probabilities are objectively derived from similarities, but similarities are sUbjective judgments of individuals. Of course the theorems remain true in any interpretation of probability that satisfies the formal axioms. My colleague David Potlard helped a lot, especially with Chapter 13. Dan Barry read proof. vii Contents CHAPTER 1 Theories of Probability 1. 0. Introduction 1 1. 1. Logical Theories: Laplace 1 1. 2. Logical Theories: Keynes and Jeffreys 2 1. 3. Empirical Theories: Von Mises 3 1. 4. Empirical Theories: Kolmogorov 5 1. 5. Empirical Theories: Falsifiable Models 5 1. 6. Subjective Theories: De Finetti 6 7 1. 7. Subjective Theories: Good 8 1. 8. All the Probabilities 10 1. 9. Infinite Axioms 11 1. 10. Probability and Similarity 1. 11. References 13 CHAPTER 2 Axioms 14 2. 0. Notation 14 2. 1. Probability Axioms 14 2. 2.

Advanced Mean Field Methods

Advanced Mean Field Methods PDF Author: Manfred Opper
Publisher: MIT Press
ISBN: 9780262150545
Category : Computers
Languages : en
Pages : 300

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Book Description
This book covers the theoretical foundations of advanced mean field methods, explores the relation between the different approaches, examines the quality of the approximation obtained, and demonstrates their application to various areas of probabilistic modeling. A major problem in modern probabilistic modeling is the huge computational complexity involved in typical calculations with multivariate probability distributions when the number of random variables is large. Because exact computations are infeasible in such cases and Monte Carlo sampling techniques may reach their limits, there is a need for methods that allow for efficient approximate computations. One of the simplest approximations is based on the mean field method, which has a long history in statistical physics. The method is widely used, particularly in the growing field of graphical models. Researchers from disciplines such as statistical physics, computer science, and mathematical statistics are studying ways to improve this and related methods and are exploring novel application areas. Leading approaches include the variational approach, which goes beyond factorizable distributions to achieve systematic improvements; the TAP (Thouless-Anderson-Palmer) approach, which incorporates correlations by including effective reaction terms in the mean field theory; and the more general methods of graphical models. Bringing together ideas and techniques from these diverse disciplines, this book covers the theoretical foundations of advanced mean field methods, explores the relation between the different approaches, examines the quality of the approximation obtained, and demonstrates their application to various areas of probabilistic modeling.

The Theory That Would Not Die

The Theory That Would Not Die PDF Author: Sharon Bertsch McGrayne
Publisher: Yale University Press
ISBN: 0300175094
Category : Mathematics
Languages : en
Pages : 336

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Book Description
"This account of how a once reviled theory, Baye’s rule, came to underpin modern life is both approachable and engrossing" (Sunday Times). A New York Times Book Review Editors’ Choice Bayes' rule appears to be a straightforward, one-line theorem: by updating our initial beliefs with objective new information, we get a new and improved belief. To its adherents, it is an elegant statement about learning from experience. To its opponents, it is subjectivity run amok. In the first-ever account of Bayes' rule for general readers, Sharon Bertsch McGrayne explores this controversial theorem and the generations-long human drama surrounding it. McGrayne traces the rule’s discovery by an 18th century amateur mathematician through its development by French scientist Pierre Simon Laplace. She reveals why respected statisticians rendered it professionally taboo for 150 years—while practitioners relied on it to solve crises involving great uncertainty and scanty information, such as Alan Turing's work breaking Germany's Enigma code during World War II. McGrayne also explains how the advent of computer technology in the 1980s proved to be a game-changer. Today, Bayes' rule is used everywhere from DNA de-coding to Homeland Security. Drawing on primary source material and interviews with statisticians and other scientists, The Theory That Would Not Die is the riveting account of how a seemingly simple theorem ignited one of the greatest controversies of all time.

Bayesian Theory and Applications

Bayesian Theory and Applications PDF Author: Paul Damien
Publisher: Oxford University Press
ISBN: 0199695601
Category : Mathematics
Languages : en
Pages : 717

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Book Description
This volume guides the reader along a statistical journey that begins with the basic structure of Bayesian theory, and then provides details on most of the past and present advances in this field.

Bayesian Probability Theory

Bayesian Probability Theory PDF Author: Wolfgang von der Linden
Publisher: Cambridge University Press
ISBN: 1107035902
Category : Mathematics
Languages : en
Pages : 653

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Book Description
Covering all aspects of probability theory, statistics and data analysis from a Bayesian perspective for graduate students and researchers.

Bayesian Methods in Cosmology

Bayesian Methods in Cosmology PDF Author: Michael P. Hobson
Publisher: Cambridge University Press
ISBN: 0521887941
Category : Mathematics
Languages : en
Pages : 317

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Book Description
Comprehensive introduction to Bayesian methods in cosmological studies, for graduate students and researchers in cosmology, astrophysics and applied statistics.

Variational Bayesian Learning Theory

Variational Bayesian Learning Theory PDF Author: Shinichi Nakajima
Publisher: Cambridge University Press
ISBN: 1107076153
Category : Computers
Languages : en
Pages : 561

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Book Description
This introduction to the theory of variational Bayesian learning summarizes recent developments and suggests practical applications.

Introduction to Bayesian Statistics

Introduction to Bayesian Statistics PDF Author: William M. Bolstad
Publisher: John Wiley & Sons
ISBN: 1118593227
Category : Mathematics
Languages : en
Pages : 608

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Book Description
"...this edition is useful and effective in teaching Bayesian inference at both elementary and intermediate levels. It is a well-written book on elementary Bayesian inference, and the material is easily accessible. It is both concise and timely, and provides a good collection of overviews and reviews of important tools used in Bayesian statistical methods." There is a strong upsurge in the use of Bayesian methods in applied statistical analysis, yet most introductory statistics texts only present frequentist methods. Bayesian statistics has many important advantages that students should learn about if they are going into fields where statistics will be used. In this third Edition, four newly-added chapters address topics that reflect the rapid advances in the field of Bayesian statistics. The authors continue to provide a Bayesian treatment of introductory statistical topics, such as scientific data gathering, discrete random variables, robust Bayesian methods, and Bayesian approaches to inference for discrete random variables, binomial proportions, Poisson, and normal means, and simple linear regression. In addition, more advanced topics in the field are presented in four new chapters: Bayesian inference for a normal with unknown mean and variance; Bayesian inference for a Multivariate Normal mean vector; Bayesian inference for the Multiple Linear Regression Model; and Computational Bayesian Statistics including Markov Chain Monte Carlo. The inclusion of these topics will facilitate readers' ability to advance from a minimal understanding of Statistics to the ability to tackle topics in more applied, advanced level books. Minitab macros and R functions are available on the book's related website to assist with chapter exercises. Introduction to Bayesian Statistics, Third Edition also features: Topics including the Joint Likelihood function and inference using independent Jeffreys priors and join conjugate prior The cutting-edge topic of computational Bayesian Statistics in a new chapter, with a unique focus on Markov Chain Monte Carlo methods Exercises throughout the book that have been updated to reflect new applications and the latest software applications Detailed appendices that guide readers through the use of R and Minitab software for Bayesian analysis and Monte Carlo simulations, with all related macros available on the book's website Introduction to Bayesian Statistics, Third Edition is a textbook for upper-undergraduate or first-year graduate level courses on introductory statistics course with a Bayesian emphasis. It can also be used as a reference work for statisticians who require a working knowledge of Bayesian statistics.

Non-Bayesian Decision Theory

Non-Bayesian Decision Theory PDF Author: Martin Peterson
Publisher: Springer Science & Business Media
ISBN: 1402086997
Category : Science
Languages : en
Pages : 176

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Book Description
For quite some time, philosophers, economists, and statisticians have endorsed a view on rational choice known as Bayesianism. The work on this book has grown out of a feeling that the Bayesian view has come to dominate the academic com- nitytosuchanextentthatalternative,non-Bayesianpositionsareseldomextensively researched. Needless to say, I think this is a pity. Non-Bayesian positions deserve to be examined with much greater care, and the present work is an attempt to defend what I believe to be a coherent and reasonably detailed non-Bayesian account of decision theory. The main thesis I defend can be summarised as follows. Rational agents m- imise subjective expected utility, but contrary to what is claimed by Bayesians, ut- ity and subjective probability should not be de?ned in terms of preferences over uncertain prospects. On the contrary, rational decision makers need only consider preferences over certain outcomes. It will be shown that utility and probability fu- tions derived in a non-Bayesian manner can be used for generating preferences over uncertain prospects, that support the principle of maximising subjective expected utility. To some extent, this non-Bayesian view gives an account of what modern - cision theory could have been like, had decision theorists not entered the Bayesian path discovered by Ramsey, de Finetti, Savage, and others. I will not discuss all previous non-Bayesian positions presented in the literature.