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 Theory and Applications

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

Get Book Here

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 Statistics

Bayesian Statistics PDF Author: S. James Press
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 264

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Book Description
An introduction to Bayesian statistics, with emphasis on interpretation of theory, and application of Bayesian ideas to practical problems. First part covers basic issues and principles, such as subjective probability, Bayesian inference and decision making, the likelihood principle, predictivism, and numerical methods of approximating posterior distributions, and includes a listing of Bayesian computer programs. Second part is devoted to models and applications, including univariate and multivariate regression models, the general linear model, Bayesian classification and discrimination, and a case study of how disputed authorship of some of the Federalist Papers was resolved via Bayesian analysis. Includes biographical material on Thomas Bayes, and a reproduction of Bayes's original essay. Contains exercises.

Bayesian Item Response Modeling

Bayesian Item Response Modeling PDF Author: Jean-Paul Fox
Publisher: Springer Science & Business Media
ISBN: 1441907424
Category : Social Science
Languages : en
Pages : 323

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Book Description
The modeling of item response data is governed by item response theory, also referred to as modern test theory. The eld of inquiry of item response theory has become very large and shows the enormous progress that has been made. The mainstream literature is focused on frequentist statistical methods for - timating model parameters and evaluating model t. However, the Bayesian methodology has shown great potential, particularly for making further - provements in the statistical modeling process. The Bayesian approach has two important features that make it attractive for modeling item response data. First, it enables the possibility of incorpor- ing nondata information beyond the observed responses into the analysis. The Bayesian methodology is also very clear about how additional information can be used. Second, the Bayesian approach comes with powerful simulation-based estimation methods. These methods make it possible to handle all kinds of priors and data-generating models. One of my motives for writing this book is to give an introduction to the Bayesian methodology for modeling and analyzing item response data. A Bayesian counterpart is presented to the many popular item response theory books (e.g., Baker and Kim 2004; De Boeck and Wilson, 2004; Hambleton and Swaminathan, 1985; van der Linden and Hambleton, 1997) that are mainly or completely focused on frequentist methods. The usefulness of the Bayesian methodology is illustrated by discussing and applying a range of Bayesian item response models.

Bayesian Approach to Global Optimization

Bayesian Approach to Global Optimization PDF Author: Jonas Mockus
Publisher: Springer Science & Business Media
ISBN: 9400909098
Category : Computers
Languages : en
Pages : 267

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Book Description
·Et moi ... si j'avait su comment en revcnir. One service mathematics has rendered the je o'y semis point alle.' human race. It has put common sense back Jules Verne where it beloogs. on the topmost shelf next to the dusty canister labelled 'discarded non The series is divergent; therefore we may be sense', able to do something with it. Eric T. BclI O. Heaviside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non linearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics ... '; 'One service logic has rendered com puter science .. .'; 'One service category theory has rendered mathematics .. .'. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series.

Subjective and Objective Bayesian Statistics

Subjective and Objective Bayesian Statistics PDF Author: S. James Press
Publisher: John Wiley & Sons
ISBN: 0470317949
Category : Mathematics
Languages : de
Pages : 591

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Book Description
Ein Wiley-Klassiker über Bayes-Statistik, jetzt in durchgesehener und erweiterter Neuauflage! - Werk spiegelt die stürmische Entwicklung dieses Gebietes innerhalb der letzten Jahre wider - vollständige Darstellung der theoretischen Grundlagen - jetzt ergänzt durch unzählige Anwendungsbeispiele - die wichtigsten modernen Methoden (u. a. hierarchische Modellierung, linear-dynamische Modellierung, Metaanalyse, MCMC-Simulationen) - einzigartige Diskussion der Finetti-Transformierten und anderer Themen, über die man ansonsten nur spärliche Informationen findet - Lösungen zu den Übungsaufgaben sind enthalten

Financial Risk Management with Bayesian Estimation of GARCH Models

Financial Risk Management with Bayesian Estimation of GARCH Models PDF Author: David Ardia
Publisher: Springer Science & Business Media
ISBN: 3540786570
Category : Business & Economics
Languages : en
Pages : 206

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Book Description
This book presents in detail methodologies for the Bayesian estimation of sing- regime and regime-switching GARCH models. These models are widespread and essential tools in n ancial econometrics and have, until recently, mainly been estimated using the classical Maximum Likelihood technique. As this study aims to demonstrate, the Bayesian approach o ers an attractive alternative which enables small sample results, robust estimation, model discrimination and probabilistic statements on nonlinear functions of the model parameters. The author is indebted to numerous individuals for help in the preparation of this study. Primarily, I owe a great debt to Prof. Dr. Philippe J. Deschamps who inspired me to study Bayesian econometrics, suggested the subject, guided me under his supervision and encouraged my research. I would also like to thank Prof. Dr. Martin Wallmeier and my colleagues of the Department of Quantitative Economics, in particular Michael Beer, Roberto Cerratti and Gilles Kaltenrieder, for their useful comments and discussions. I am very indebted to my friends Carlos Ord as Criado, Julien A. Straubhaar, J er ^ ome Ph. A. Taillard and Mathieu Vuilleumier, for their support in the elds of economics, mathematics and statistics. Thanks also to my friend Kevin Barnes who helped with my English in this work. Finally, I am greatly indebted to my parents and grandparents for their support and encouragement while I was struggling with the writing of this thesis.

Bayesian Networks in R

Bayesian Networks in R PDF Author: Radhakrishnan Nagarajan
Publisher: Springer Science & Business Media
ISBN: 1461464463
Category : Computers
Languages : en
Pages : 168

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Book Description
Bayesian Networks in R with Applications in Systems Biology is unique as it introduces the reader to the essential concepts in Bayesian network modeling and inference in conjunction with examples in the open-source statistical environment R. The level of sophistication is also gradually increased across the chapters with exercises and solutions for enhanced understanding for hands-on experimentation of the theory and concepts. The application focuses on systems biology with emphasis on modeling pathways and signaling mechanisms from high-throughput molecular data. Bayesian networks have proven to be especially useful abstractions in this regard. Their usefulness is especially exemplified by their ability to discover new associations in addition to validating known ones across the molecules of interest. It is also expected that the prevalence of publicly available high-throughput biological data sets may encourage the audience to explore investigating novel paradigms using the approaches presented in the book.

Bayesian Core: A Practical Approach to Computational Bayesian Statistics

Bayesian Core: A Practical Approach to Computational Bayesian Statistics PDF Author: Jean-Michel Marin
Publisher: Springer Science & Business Media
ISBN: 0387389792
Category : Computers
Languages : en
Pages : 265

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Book Description
This Bayesian modeling book provides the perfect entry for gaining a practical understanding of Bayesian methodology. It focuses on standard statistical models and is backed up by discussed real datasets available from the book website.

Bayesian Statistics from Methods to Models and Applications

Bayesian Statistics from Methods to Models and Applications PDF Author: Sylvia Frühwirth-Schnatter
Publisher: Springer
ISBN: 3319162381
Category : Mathematics
Languages : en
Pages : 175

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Book Description
The Second Bayesian Young Statisticians Meeting (BAYSM 2014) and the research presented here facilitate connections among researchers using Bayesian Statistics by providing a forum for the development and exchange of ideas. WU Vienna University of Business and Economics hosted BAYSM 2014 from September 18th to the 19th. The guidance of renowned plenary lecturers and senior discussants is a critical part of the meeting and this volume, which follows publication of contributions from BAYSM 2013. The meeting's scientific program reflected the variety of fields in which Bayesian methods are currently employed or could be introduced in the future. Three brilliant keynote lectures by Chris Holmes (University of Oxford), Christian Robert (Université Paris-Dauphine), and Mike West (Duke University), were complemented by 24 plenary talks covering the major topics Dynamic Models, Applications, Bayesian Nonparametrics, Biostatistics, Bayesian Methods in Economics, and Models and Methods, as well as a lively poster session with 30 contributions. Selected contributions have been drawn from the conference for this book. All contributions in this volume are peer-reviewed and share original research in Bayesian computation, application, and theory.