Author: Morris L. Eaton
Publisher: IMS
ISBN: 9780940600157
Category : Group theory
Languages : en
Pages : 148
Book Description
Group Invariance Applications in Statistics
Author: Morris L. Eaton
Publisher: IMS
ISBN: 9780940600157
Category : Group theory
Languages : en
Pages : 148
Book Description
Publisher: IMS
ISBN: 9780940600157
Category : Group theory
Languages : en
Pages : 148
Book Description
Invariant Measures on Groups and Their Use in Statistics
Author: Robert A. Wijsman
Publisher: IMS
ISBN: 9780940600195
Category : Mathematics
Languages : en
Pages : 264
Book Description
Publisher: IMS
ISBN: 9780940600195
Category : Mathematics
Languages : en
Pages : 264
Book Description
Group Invariance in Statistical Inference
Author: Narayan C. Giri
Publisher: World Scientific
ISBN: 9789810218751
Category : Mathematics
Languages : en
Pages : 188
Book Description
In applied and pure sciences, the structural properties of groups are increasingly utilised to find better solutions in statistical sciences. Modern computers make statistical methods with large numbers of variables feasible. Invariance is a mathematical term for symmetry, and many statistical problems exhibit such properties. In statistical analysis with large numbers of variables, the invariance approach is becoming increasingly popular and useful because of its ability and usefulness in deriving better statistical procedures.In this book, Multivariate Statistical Inference is presented through Invariance.
Publisher: World Scientific
ISBN: 9789810218751
Category : Mathematics
Languages : en
Pages : 188
Book Description
In applied and pure sciences, the structural properties of groups are increasingly utilised to find better solutions in statistical sciences. Modern computers make statistical methods with large numbers of variables feasible. Invariance is a mathematical term for symmetry, and many statistical problems exhibit such properties. In statistical analysis with large numbers of variables, the invariance approach is becoming increasingly popular and useful because of its ability and usefulness in deriving better statistical procedures.In this book, Multivariate Statistical Inference is presented through Invariance.
Applications of group invariance in statistics
Author: Stina West Andersen
Publisher:
ISBN:
Category :
Languages : da
Pages : 77
Book Description
Publisher:
ISBN:
Category :
Languages : da
Pages : 77
Book Description
An Application of the Invariance Principle to the Student Hypothesis
Author: Paul L. Meyer
Publisher:
ISBN:
Category : Invariants
Languages : en
Pages : 80
Book Description
Publisher:
ISBN:
Category : Invariants
Languages : en
Pages : 80
Book Description
Invariant Measures on Groups and Their Use in Statistics
Author: Robert A. Wijsman
Publisher:
ISBN:
Category : Distribution (Probability theory)
Languages : en
Pages : 238
Book Description
This e-book is the product of Project Euclid and its mission to advance scholarly communication in the field of theoretical and applied mathematics and statistics. Project Euclid was developed and deployed by the Cornell University Library and is jointly managed by Cornell and the Duke University Press.
Publisher:
ISBN:
Category : Distribution (Probability theory)
Languages : en
Pages : 238
Book Description
This e-book is the product of Project Euclid and its mission to advance scholarly communication in the field of theoretical and applied mathematics and statistics. Project Euclid was developed and deployed by the Cornell University Library and is jointly managed by Cornell and the Duke University Press.
Statistical Applications of Jordan Algebras
Author: James D. Malley
Publisher: Springer Science & Business Media
ISBN: 1461226783
Category : Mathematics
Languages : en
Pages : 110
Book Description
This monograph brings together my work in mathematical statistics as I have viewed it through the lens of Jordan algebras. Three technical domains are to be seen: applications to random quadratic forms (sums of squares), the investigation of algebraic simplifications of maxi mum likelihood estimation of patterned covariance matrices, and a more wide open mathematical exploration of the algebraic arena from which I have drawn the results used in the statistical problems just mentioned. Chapters 1, 2, and 4 present the statistical outcomes I have developed using the algebraic results that appear, for the most part, in Chapter 3. As a less daunting, yet quite efficient, point of entry into this material, one avoiding most of the abstract algebraic issues, the reader may use the first half of Chapter 4. Here I present a streamlined, but still fully rigorous, definition of a Jordan algebra (as it is used in that chapter) and its essential properties. These facts are then immediately applied to simplifying the M:-step of the EM algorithm for multivariate normal covariance matrix estimation, in the presence of linear constraints, and data missing completely at random. The results presented essentially resolve a practical statistical quest begun by Rubin and Szatrowski [1982], and continued, sometimes implicitly, by many others. After this, one could then return to Chapters 1 and 2 to see how I have attempted to generalize the work of Cochran, Rao, Mitra, and others, on important and useful properties of sums of squares.
Publisher: Springer Science & Business Media
ISBN: 1461226783
Category : Mathematics
Languages : en
Pages : 110
Book Description
This monograph brings together my work in mathematical statistics as I have viewed it through the lens of Jordan algebras. Three technical domains are to be seen: applications to random quadratic forms (sums of squares), the investigation of algebraic simplifications of maxi mum likelihood estimation of patterned covariance matrices, and a more wide open mathematical exploration of the algebraic arena from which I have drawn the results used in the statistical problems just mentioned. Chapters 1, 2, and 4 present the statistical outcomes I have developed using the algebraic results that appear, for the most part, in Chapter 3. As a less daunting, yet quite efficient, point of entry into this material, one avoiding most of the abstract algebraic issues, the reader may use the first half of Chapter 4. Here I present a streamlined, but still fully rigorous, definition of a Jordan algebra (as it is used in that chapter) and its essential properties. These facts are then immediately applied to simplifying the M:-step of the EM algorithm for multivariate normal covariance matrix estimation, in the presence of linear constraints, and data missing completely at random. The results presented essentially resolve a practical statistical quest begun by Rubin and Szatrowski [1982], and continued, sometimes implicitly, by many others. After this, one could then return to Chapters 1 and 2 to see how I have attempted to generalize the work of Cochran, Rao, Mitra, and others, on important and useful properties of sums of squares.
Stochastic Models, Information Theory, and Lie Groups, Volume 2
Author: Gregory S. Chirikjian
Publisher: Springer Science & Business Media
ISBN: 0817649441
Category : Mathematics
Languages : en
Pages : 461
Book Description
This unique two-volume set presents the subjects of stochastic processes, information theory, and Lie groups in a unified setting, thereby building bridges between fields that are rarely studied by the same people. Unlike the many excellent formal treatments available for each of these subjects individually, the emphasis in both of these volumes is on the use of stochastic, geometric, and group-theoretic concepts in the modeling of physical phenomena. Stochastic Models, Information Theory, and Lie Groups will be of interest to advanced undergraduate and graduate students, researchers, and practitioners working in applied mathematics, the physical sciences, and engineering. Extensive exercises, motivating examples, and real-world applications make the work suitable as a textbook for use in courses that emphasize applied stochastic processes or differential geometry.
Publisher: Springer Science & Business Media
ISBN: 0817649441
Category : Mathematics
Languages : en
Pages : 461
Book Description
This unique two-volume set presents the subjects of stochastic processes, information theory, and Lie groups in a unified setting, thereby building bridges between fields that are rarely studied by the same people. Unlike the many excellent formal treatments available for each of these subjects individually, the emphasis in both of these volumes is on the use of stochastic, geometric, and group-theoretic concepts in the modeling of physical phenomena. Stochastic Models, Information Theory, and Lie Groups will be of interest to advanced undergraduate and graduate students, researchers, and practitioners working in applied mathematics, the physical sciences, and engineering. Extensive exercises, motivating examples, and real-world applications make the work suitable as a textbook for use in courses that emphasize applied stochastic processes or differential geometry.
Multivariate Statistical Analysis
Author: Narayan C. Giri
Publisher: CRC Press
ISBN: 1482276372
Category : Mathematics
Languages : en
Pages : 583
Book Description
Significantly revised and expanded, Multivariate Statistical Analysis, Second Edition addresses several added topics related to the properties and characterization of symmetric distributions, elliptically symmetric multivariate distributions, singular symmetric distributions, estimation of covariance matrices, tests of mean against one-sided altern
Publisher: CRC Press
ISBN: 1482276372
Category : Mathematics
Languages : en
Pages : 583
Book Description
Significantly revised and expanded, Multivariate Statistical Analysis, Second Edition addresses several added topics related to the properties and characterization of symmetric distributions, elliptically symmetric multivariate distributions, singular symmetric distributions, estimation of covariance matrices, tests of mean against one-sided altern
Algebraic Methods in Statistics and Probability
Author: Marlos A. G. Viana
Publisher: American Mathematical Soc.
ISBN: 0821826875
Category : Mathematics
Languages : en
Pages : 354
Book Description
The 23 papers report recent developments in using the technique to help clarify the relationship between phenomena and data in a number of natural and social sciences. Among the topics are a coordinate-free approach to multivariate exponential families, some rank-based hypothesis tests for covariance structure and conditional independence, deconvolution density estimation on compact Lie groups, random walks on regular languages and algebraic systems of generating functions, and the extendibility of statistical models. There is no index. c. Book News Inc.
Publisher: American Mathematical Soc.
ISBN: 0821826875
Category : Mathematics
Languages : en
Pages : 354
Book Description
The 23 papers report recent developments in using the technique to help clarify the relationship between phenomena and data in a number of natural and social sciences. Among the topics are a coordinate-free approach to multivariate exponential families, some rank-based hypothesis tests for covariance structure and conditional independence, deconvolution density estimation on compact Lie groups, random walks on regular languages and algebraic systems of generating functions, and the extendibility of statistical models. There is no index. c. Book News Inc.