Exponential Families and Conditioning

Exponential Families and Conditioning PDF Author: Ole E. Barndorff-Nielsen
Publisher:
ISBN:
Category : Distribution (Probability theory)
Languages : en
Pages : 268

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Exponential Families and Conditioning

Exponential Families and Conditioning PDF Author: Ole E. Barndorff-Nielsen
Publisher:
ISBN:
Category : Distribution (Probability theory)
Languages : en
Pages : 268

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Book Description


Information and Exponential Families

Information and Exponential Families PDF Author: O. Barndorff-Nielsen
Publisher: John Wiley & Sons
ISBN: 1118857372
Category : Mathematics
Languages : en
Pages : 248

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Book Description
First published by Wiley in 1978, this book is being re-issued with a new Preface by the author. The roots of the book lie in the writings of RA Fisher both as concerns results and the general stance to statistical science, and this stance was the determining factor in the author's selection of topics. His treatise brings together results on aspects of statistical information, notably concerning likelihood functions, plausibility functions, ancillarity, and sufficiency, and on exponential families of probability distributions.

Fundamentals of Statistical Exponential Families

Fundamentals of Statistical Exponential Families PDF Author: Lawrence D. Brown
Publisher: IMS
ISBN: 9780940600102
Category : Business & Economics
Languages : en
Pages : 302

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Stochastic Geometry

Stochastic Geometry PDF Author: Wilfrid S. Kendall
Publisher: Routledge
ISBN: 1351413724
Category : Mathematics
Languages : en
Pages : 419

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Book Description
Stochastic geometry involves the study of random geometric structures, and blends geometric, probabilistic, and statistical methods to provide powerful techniques for modeling and analysis. Recent developments in computational statistical analysis, particularly Markov chain Monte Carlo, have enormously extended the range of feasible applications. Stochastic Geometry: Likelihood and Computation provides a coordinated collection of chapters on important aspects of the rapidly developing field of stochastic geometry, including: o a "crash-course" introduction to key stochastic geometry themes o considerations of geometric sampling bias issues o tesselations o shape o random sets o image analysis o spectacular advances in likelihood-based inference now available to stochastic geometry through the techniques of Markov chain Monte Carlo

Exponential Families in Theory and Practice

Exponential Families in Theory and Practice PDF Author: Bradley Efron
Publisher: Cambridge University Press
ISBN: 1108805434
Category : Mathematics
Languages : en
Pages : 264

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Book Description
During the past half-century, exponential families have attained a position at the center of parametric statistical inference. Theoretical advances have been matched, and more than matched, in the world of applications, where logistic regression by itself has become the go-to methodology in medical statistics, computer-based prediction algorithms, and the social sciences. This book is based on a one-semester graduate course for first year Ph.D. and advanced master's students. After presenting the basic structure of univariate and multivariate exponential families, their application to generalized linear models including logistic and Poisson regression is described in detail, emphasizing geometrical ideas, computational practice, and the analogy with ordinary linear regression. Connections are made with a variety of current statistical methodologies: missing data, survival analysis and proportional hazards, false discovery rates, bootstrapping, and empirical Bayes analysis. The book connects exponential family theory with its applications in a way that doesn't require advanced mathematical preparation.

Saddlepoint Approximations with Applications

Saddlepoint Approximations with Applications PDF Author: Ronald W. Butler
Publisher: Cambridge University Press
ISBN: 1139466518
Category : Mathematics
Languages : en
Pages : 548

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Book Description
Modern statistical methods use complex, sophisticated models that can lead to intractable computations. Saddlepoint approximations can be the answer. Written from the user's point of view, this book explains in clear language how such approximate probability computations are made, taking readers from the very beginnings to current applications. The core material is presented in chapters 1-6 at an elementary mathematical level. Chapters 7-9 then give a highly readable account of higher-order asymptotic inference. Later chapters address areas where saddlepoint methods have had substantial impact: multivariate testing, stochastic systems and applied probability, bootstrap implementation in the transform domain, and Bayesian computation and inference. No previous background in the area is required. Data examples from real applications demonstrate the practical value of the methods. Ideal for graduate students and researchers in statistics, biostatistics, electrical engineering, econometrics, and applied mathematics, this is both an entry-level text and a valuable reference.

Progress in Information Geometry

Progress in Information Geometry PDF Author: Frank Nielsen
Publisher: Springer Nature
ISBN: 3030654591
Category : Science
Languages : en
Pages : 274

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Book Description
This book focuses on information-geometric manifolds of structured data and models and related applied mathematics. It features new and fruitful interactions between several branches of science: Advanced Signal/Image/Video Processing, Complex Data Modeling and Analysis, Statistics on Manifolds, Topology/Machine/Deep Learning and Artificial Intelligence. The selection of applications makes the book a substantial information source, not only for academic scientist but it is also highly relevant for industry. The book project was initiated following discussions at the international conference GSI’2019 – Geometric Science of Information that was held at ENAC, Toulouse (France).

Mathematical Statistics

Mathematical Statistics PDF Author: George R. Terrell
Publisher: Springer Science & Business Media
ISBN: 0387227695
Category : Mathematics
Languages : en
Pages : 467

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Book Description
This textbook introduces the mathematical concepts and methods that underlie statistics. The course is unified, in the sense that no prior knowledge of probability theory is assumed, being developed as needed. The book is committed to both a high level of mathematical seriousness and to an intimate connection with application. In its teaching style, the book is * mathematically complete * concrete * constructive * active. The text is aimed at the upper undergraduate or the beginning Masters program level. It assumes the usual two-year college mathematics sequence, including an introduction to multiple integrals, matrix algebra, and infinite series.

Probability With a View Towards Statistics

Probability With a View Towards Statistics PDF Author: J. Hoffman-Jorgensen
Publisher: CRC Press
ISBN: 9780412052316
Category : Mathematics
Languages : en
Pages : 554

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Book Description
Volume II of this two-volume text and reference work concentrates on the applications of probability theory to statistics, e.g., the art of calculating densities of complicated transformations of random vectors, exponential models, consistency of maximum estimators, and asymptotic normality of maximum estimators. It also discusses topics of a pure probabilistic nature, such as stochastic processes, regular conditional probabilities, strong Markov chains, random walks, and optimal stopping strategies in random games. Unusual topics include the transformation theory of densities using Hausdorff measures, the consistency theory using the upper definition function, and the asymptotic normality of maximum estimators using twice stochastic differentiability. With an emphasis on applications to statistics, this is a continuation of the first volume, though it may be used independently of that book. Assuming a knowledge of linear algebra and analysis, as well as a course in modern probability, Volume II looks at statistics from a probabilistic point of view, touching only slightly on the practical computation aspects.

Saddlepoint Approximations

Saddlepoint Approximations PDF Author: Jens Ledet Jensen
Publisher: Oxford University Press
ISBN: 9780198522959
Category : Mathematics
Languages : en
Pages : 348

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Book Description
This book explains the ideas behind the saddlepoint approximations as well as giving a detailed mathematical description of the subject and many worked out examples.