Author: Bradley Efron
Publisher: Cambridge University Press
ISBN: 1108805434
Category : Mathematics
Languages : en
Pages : 264
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.
Exponential Families Exact Theory
Author: Ole E. Barndorff-Nielsen
Publisher:
ISBN:
Category : Convex domains
Languages : en
Pages : 248
Book Description
Publisher:
ISBN:
Category : Convex domains
Languages : en
Pages : 248
Book Description
Exponential Families in Theory and Practice
Author: Bradley Efron
Publisher: Cambridge University Press
ISBN: 1108488900
Category : Computers
Languages : en
Pages : 263
Book Description
This accessible course on a central player in modern statistical practice connects models with methodology, without need for advanced math.
Publisher: Cambridge University Press
ISBN: 1108488900
Category : Computers
Languages : en
Pages : 263
Book Description
This accessible course on a central player in modern statistical practice connects models with methodology, without need for advanced math.
Graphical Models, Exponential Families, and Variational Inference
Author: Martin J. Wainwright
Publisher: Now Publishers Inc
ISBN: 1601981848
Category : Computers
Languages : en
Pages : 324
Book Description
The core of this paper is a general set of variational principles for the problems of computing marginal probabilities and modes, applicable to multivariate statistical models in the exponential family.
Publisher: Now Publishers Inc
ISBN: 1601981848
Category : Computers
Languages : en
Pages : 324
Book Description
The core of this paper is a general set of variational principles for the problems of computing marginal probabilities and modes, applicable to multivariate statistical models in the exponential family.
Fundamentals of Statistical Exponential Families
Author: Lawrence D. Brown
Publisher: IMS
ISBN: 9780940600102
Category : Business & Economics
Languages : en
Pages : 302
Book Description
Publisher: IMS
ISBN: 9780940600102
Category : Business & Economics
Languages : en
Pages : 302
Book Description
Statistical Modelling by Exponential Families
Author: Rolf Sundberg
Publisher: Cambridge University Press
ISBN: 1108476597
Category : Business & Economics
Languages : en
Pages : 297
Book Description
A readable, digestible introduction to essential theory and wealth of applications, with a vast set of examples and numerous exercises.
Publisher: Cambridge University Press
ISBN: 1108476597
Category : Business & Economics
Languages : en
Pages : 297
Book Description
A readable, digestible introduction to essential theory and wealth of applications, with a vast set of examples and numerous exercises.
Introduction to the Theory of Regular Exponential Families
Author: Søren Johansen
Publisher:
ISBN:
Category : Distribution (Probability theory)
Languages : en
Pages : 116
Book Description
Publisher:
ISBN:
Category : Distribution (Probability theory)
Languages : en
Pages : 116
Book Description
Information and Exponential Families
Author: O. Barndorff-Nielsen
Publisher: John Wiley & Sons
ISBN: 1118857372
Category : Mathematics
Languages : en
Pages : 248
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.
Publisher: John Wiley & Sons
ISBN: 1118857372
Category : Mathematics
Languages : en
Pages : 248
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.
Parametric Statistical Theory
Author: Johann Pfanzagl
Publisher: Walter de Gruyter
ISBN: 3110889765
Category : Mathematics
Languages : en
Pages : 389
Book Description
Publisher: Walter de Gruyter
ISBN: 3110889765
Category : Mathematics
Languages : en
Pages : 389
Book Description
Geometric Structures of Statistical Physics, Information Geometry, and Learning
Author: Frédéric Barbaresco
Publisher: Springer Nature
ISBN: 3030779572
Category : Mathematics
Languages : en
Pages : 466
Book Description
Machine learning and artificial intelligence increasingly use methodological tools rooted in statistical physics. Conversely, limitations and pitfalls encountered in AI question the very foundations of statistical physics. This interplay between AI and statistical physics has been attested since the birth of AI, and principles underpinning statistical physics can shed new light on the conceptual basis of AI. During the last fifty years, statistical physics has been investigated through new geometric structures allowing covariant formalization of the thermodynamics. Inference methods in machine learning have begun to adapt these new geometric structures to process data in more abstract representation spaces. This volume collects selected contributions on the interplay of statistical physics and artificial intelligence. The aim is to provide a constructive dialogue around a common foundation to allow the establishment of new principles and laws governing these two disciplines in a unified manner. The contributions were presented at the workshop on the Joint Structures and Common Foundation of Statistical Physics, Information Geometry and Inference for Learning which was held in Les Houches in July 2020. The various theoretical approaches are discussed in the context of potential applications in cognitive systems, machine learning, signal processing.
Publisher: Springer Nature
ISBN: 3030779572
Category : Mathematics
Languages : en
Pages : 466
Book Description
Machine learning and artificial intelligence increasingly use methodological tools rooted in statistical physics. Conversely, limitations and pitfalls encountered in AI question the very foundations of statistical physics. This interplay between AI and statistical physics has been attested since the birth of AI, and principles underpinning statistical physics can shed new light on the conceptual basis of AI. During the last fifty years, statistical physics has been investigated through new geometric structures allowing covariant formalization of the thermodynamics. Inference methods in machine learning have begun to adapt these new geometric structures to process data in more abstract representation spaces. This volume collects selected contributions on the interplay of statistical physics and artificial intelligence. The aim is to provide a constructive dialogue around a common foundation to allow the establishment of new principles and laws governing these two disciplines in a unified manner. The contributions were presented at the workshop on the Joint Structures and Common Foundation of Statistical Physics, Information Geometry and Inference for Learning which was held in Les Houches in July 2020. The various theoretical approaches are discussed in the context of potential applications in cognitive systems, machine learning, signal processing.
Asymptotic Methods in Statistical Decision Theory
Author: Lucien Le Cam
Publisher: Springer Science & Business Media
ISBN: 1461249465
Category : Mathematics
Languages : en
Pages : 767
Book Description
This book grew out of lectures delivered at the University of California, Berkeley, over many years. The subject is a part of asymptotics in statistics, organized around a few central ideas. The presentation proceeds from the general to the particular since this seemed the best way to emphasize the basic concepts. The reader is expected to have been exposed to statistical thinking and methodology, as expounded for instance in the book by H. Cramer [1946] or the more recent text by P. Bickel and K. Doksum [1977]. Another pos sibility, closer to the present in spirit, is Ferguson [1967]. Otherwise the reader is expected to possess some mathematical maturity, but not really a great deal of detailed mathematical knowledge. Very few mathematical objects are used; their assumed properties are simple; the results are almost always immediate consequences of the definitions. Some objects, such as vector lattices, may not have been included in the standard background of a student of statistics. For these we have provided a summary of relevant facts in the Appendix. The basic structures in the whole affair are systems that Blackwell called "experiments" and "transitions" between them. An "experiment" is a mathe matical abstraction intended to describe the basic features of an observational process if that process is contemplated in advance of its implementation. Typically, an experiment consists of a set E> of theories about what may happen in the observational process.
Publisher: Springer Science & Business Media
ISBN: 1461249465
Category : Mathematics
Languages : en
Pages : 767
Book Description
This book grew out of lectures delivered at the University of California, Berkeley, over many years. The subject is a part of asymptotics in statistics, organized around a few central ideas. The presentation proceeds from the general to the particular since this seemed the best way to emphasize the basic concepts. The reader is expected to have been exposed to statistical thinking and methodology, as expounded for instance in the book by H. Cramer [1946] or the more recent text by P. Bickel and K. Doksum [1977]. Another pos sibility, closer to the present in spirit, is Ferguson [1967]. Otherwise the reader is expected to possess some mathematical maturity, but not really a great deal of detailed mathematical knowledge. Very few mathematical objects are used; their assumed properties are simple; the results are almost always immediate consequences of the definitions. Some objects, such as vector lattices, may not have been included in the standard background of a student of statistics. For these we have provided a summary of relevant facts in the Appendix. The basic structures in the whole affair are systems that Blackwell called "experiments" and "transitions" between them. An "experiment" is a mathe matical abstraction intended to describe the basic features of an observational process if that process is contemplated in advance of its implementation. Typically, an experiment consists of a set E> of theories about what may happen in the observational process.