Geometrical Foundations of Asymptotic Inference

Geometrical Foundations of Asymptotic Inference PDF Author: Robert E. Kass
Publisher: Wiley-Interscience
ISBN:
Category : Mathematics
Languages : en
Pages : 384

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Book Description
Differential geometry provides an aesthetically appealing and often revealing view of statistical inference. Beginning with an elementary treatment of one-parameter statistical models and ending with an overview of recent developments, this is the first book to provide an introduction to the subject that is largely accessible to readers not already familiar with differential geometry. It also gives a streamlined entry into the field to readers with richer mathematical backgrounds. Much space is devoted to curved exponential families, which are of interest not only because they may be studied geometrically but also because they are analytically convenient, so that results may be derived rigorously. In addition, several appendices provide useful mathematical material on basic concepts in differential geometry. Topics covered include the following: Basic properties of curved exponential families Elements of second-order, asymptotic theory The Fisher-Efron-Amari theory of information loss and recovery Jeffreys-Rao information-metric Riemannian geometry Curvature measures of nonlinearity Geometrically motivated diagnostics for exponential family regression Geometrical theory of divergence functions A classification of and introduction to additional work in the field

Geometrical Foundations of Asymptotic Inference

Geometrical Foundations of Asymptotic Inference PDF Author: Robert E. Kass
Publisher: Wiley-Interscience
ISBN:
Category : Mathematics
Languages : en
Pages : 384

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Book Description
Differential geometry provides an aesthetically appealing and often revealing view of statistical inference. Beginning with an elementary treatment of one-parameter statistical models and ending with an overview of recent developments, this is the first book to provide an introduction to the subject that is largely accessible to readers not already familiar with differential geometry. It also gives a streamlined entry into the field to readers with richer mathematical backgrounds. Much space is devoted to curved exponential families, which are of interest not only because they may be studied geometrically but also because they are analytically convenient, so that results may be derived rigorously. In addition, several appendices provide useful mathematical material on basic concepts in differential geometry. Topics covered include the following: Basic properties of curved exponential families Elements of second-order, asymptotic theory The Fisher-Efron-Amari theory of information loss and recovery Jeffreys-Rao information-metric Riemannian geometry Curvature measures of nonlinearity Geometrically motivated diagnostics for exponential family regression Geometrical theory of divergence functions A classification of and introduction to additional work in the field

Geometrical Foundations of Asymptotic Inference

Geometrical Foundations of Asymptotic Inference PDF Author: Robert E. Kass
Publisher: John Wiley & Sons
ISBN: 1118165977
Category : Mathematics
Languages : en
Pages : 376

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Book Description
Differential geometry provides an aesthetically appealing and oftenrevealing view of statistical inference. Beginning with anelementary treatment of one-parameter statistical models and endingwith an overview of recent developments, this is the first book toprovide an introduction to the subject that is largely accessibleto readers not already familiar with differential geometry. It alsogives a streamlined entry into the field to readers with richermathematical backgrounds. Much space is devoted to curvedexponential families, which are of interest not only because theymay be studied geometrically but also because they are analyticallyconvenient, so that results may be derived rigorously. In addition,several appendices provide useful mathematical material on basicconcepts in differential geometry. Topics covered include thefollowing: * Basic properties of curved exponential families * Elements of second-order, asymptotic theory * The Fisher-Efron-Amari theory of information loss and recovery * Jeffreys-Rao information-metric Riemannian geometry * Curvature measures of nonlinearity * Geometrically motivated diagnostics for exponential familyregression * Geometrical theory of divergence functions * A classification of and introduction to additional work in thefield

The Geometry of Asymptotic Inference

The Geometry of Asymptotic Inference PDF Author: Robert E. Kass
Publisher:
ISBN:
Category :
Languages : en
Pages : 158

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Book Description


Invited Contribution to the Discussion of R.E. Kass: the Geometry of Asymptotic Inference

Invited Contribution to the Discussion of R.E. Kass: the Geometry of Asymptotic Inference PDF Author:
Publisher:
ISBN:
Category :
Languages : en
Pages :

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Invited contribution to the discussion of R.E. Kass: "The geometry of asymptotic inference"

Invited contribution to the discussion of R.E. Kass: Author: O. E. Barndorff-Nielsen
Publisher:
ISBN:
Category :
Languages : da
Pages : 20

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Book Description


Invited Contribution to the Discussion of R.E. Kass

Invited Contribution to the Discussion of R.E. Kass PDF Author: Ole Eiler Barndorff-Nielsen
Publisher:
ISBN:
Category :
Languages : en
Pages : 20

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Book Description


Asymptotic Theory Of Quantum Statistical Inference: Selected Papers

Asymptotic Theory Of Quantum Statistical Inference: Selected Papers PDF Author: Masahito Hayashi
Publisher: World Scientific
ISBN: 981448198X
Category : Science
Languages : en
Pages : 553

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Book Description
Quantum statistical inference, a research field with deep roots in the foundations of both quantum physics and mathematical statistics, has made remarkable progress since 1990. In particular, its asymptotic theory has been developed during this period. However, there has hitherto been no book covering this remarkable progress after 1990; the famous textbooks by Holevo and Helstrom deal only with research results in the earlier stage (1960s-1970s).This book presents the important and recent results of quantum statistical inference. It focuses on the asymptotic theory, which is one of the central issues of mathematical statistics and had not been investigated in quantum statistical inference until the early 1980s. It contains outstanding papers after Holevo's textbook, some of which are of great importance but are not available now.The reader is expected to have only elementary mathematical knowledge, and therefore much of the content will be accessible to graduate students as well as research workers in related fields. Introductions to quantum statistical inference have been specially written for the book. Asymptotic Theory of Quantum Statistical Inference: Selected Papers will give the reader a new insight into physics and statistical inference.

Research Reports

Research Reports PDF Author:
Publisher:
ISBN:
Category :
Languages : en
Pages :

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Book Description


Differential-Geometrical Methods in Statistics

Differential-Geometrical Methods in Statistics PDF Author: Shun-ichi Amari
Publisher: Springer Science & Business Media
ISBN: 1461250560
Category : Mathematics
Languages : en
Pages : 302

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Book Description
From the reviews: "In this Lecture Note volume the author describes his differential-geometric approach to parametrical statistical problems summarizing the results he had published in a series of papers in the last five years. The author provides a geometric framework for a special class of test and estimation procedures for curved exponential families. ... ... The material and ideas presented in this volume are important and it is recommended to everybody interested in the connection between statistics and geometry ..." #Metrika#1 "More than hundred references are given showing the growing interest in differential geometry with respect to statistics. The book can only strongly be recommended to a geodesist since it offers many new insights into statistics on a familiar ground." #Manuscripta Geodaetica#2

Inference and Asymptotics

Inference and Asymptotics PDF Author: O. E. Barndorff-Nielsen
Publisher: Springer
ISBN: 9781489932112
Category : Mathematics
Languages : en
Pages : 360

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Book Description
Our book Asymptotic Techniquesfor Use in Statistics was originally planned as an account of asymptotic statistical theory, but by the time we had completed the mathematical preliminaries it seemed best to publish these separately. The present book, although largely self-contained, takes up the original theme and gives a systematic account of some recent developments in asymptotic parametric inference from a likelihood-based perspective. Chapters 1-4 are relatively elementary and provide first a review of key concepts such as likelihood, sufficiency, conditionality, ancillarity, exponential families and transformation models. Then first-order asymptotic theory is set out, followed by a discussion of the need for higher-order theory. This is then developed in some generality in Chapters 5-8. A final chapter deals briefly with some more specialized issues. The discussion emphasizes concepts and techniques rather than precise mathematical verifications with full attention to regularity conditions and, especially in the less technical chapters, draws quite heavily on illustrative examples. Each chapter ends with outline further results and exercises and with bibliographic notes. Many parts of the field discussed in this book are undergoing rapid further development, and in those parts the book therefore in some respects has more the flavour of a progress report than an exposition of a largely completed theory.