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Author: Gerda Claeskens
Publisher:
ISBN: 9780521852258
Category : Mathematics
Languages : en
Pages : 312
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Book Description
First book to synthesize the research and practice from the active field of model selection.
Author: Gerda Claeskens
Publisher:
ISBN: 9780521852258
Category : Mathematics
Languages : en
Pages : 312
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Book Description
First book to synthesize the research and practice from the active field of model selection.
Author: Göran Kauermann
Publisher: Springer Nature
ISBN: 3030698270
Category : Mathematics
Languages : en
Pages : 361
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Book Description
This textbook provides a comprehensive introduction to statistical principles, concepts and methods that are essential in modern statistics and data science. The topics covered include likelihood-based inference, Bayesian statistics, regression, statistical tests and the quantification of uncertainty. Moreover, the book addresses statistical ideas that are useful in modern data analytics, including bootstrapping, modeling of multivariate distributions, missing data analysis, causality as well as principles of experimental design. The textbook includes sufficient material for a two-semester course and is intended for master’s students in data science, statistics and computer science with a rudimentary grasp of probability theory. It will also be useful for data science practitioners who want to strengthen their statistics skills.
Author: Gerda Claeskens
Publisher: Cambridge University Press
ISBN: 1139471805
Category : Mathematics
Languages : en
Pages : 312
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Book Description
Given a data set, you can fit thousands of models at the push of a button, but how do you choose the best? With so many candidate models, overfitting is a real danger. Is the monkey who typed Hamlet actually a good writer? Choosing a model is central to all statistical work with data. We have seen rapid advances in model fitting and in the theoretical understanding of model selection, yet this book is the first to synthesize research and practice from this active field. Model choice criteria are explained, discussed and compared, including the AIC, BIC, DIC and FIC. The uncertainties involved with model selection are tackled, with discussions of frequentist and Bayesian methods; model averaging schemes are presented. Real-data examples are complemented by derivations providing deeper insight into the methodology, and instructive exercises build familiarity with the methods. The companion website features Data sets and R code.
Author: Kenneth P. Burnham
Publisher: Springer Science & Business Media
ISBN: 0387224564
Category : Mathematics
Languages : en
Pages : 512
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Book Description
A unique and comprehensive text on the philosophy of model-based data analysis and strategy for the analysis of empirical data. The book introduces information theoretic approaches and focuses critical attention on a priori modeling and the selection of a good approximating model that best represents the inference supported by the data. It contains several new approaches to estimating model selection uncertainty and incorporating selection uncertainty into estimates of precision. An array of examples is given to illustrate various technical issues. The text has been written for biologists and statisticians using models for making inferences from empirical data.
Author: Allan D. R. McQuarrie
Publisher: World Scientific
ISBN: 9812385452
Category : Mathematics
Languages : en
Pages : 479
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Book Description
This important book describes procedures for selecting a model from a large set of competing statistical models. It includes model selection techniques for univariate and multivariate regression models, univariate and multivariate autoregressive models, nonparametric (including wavelets) and semiparametric regression models, and quasi-likelihood and robust regression models. Information-based model selection criteria are discussed, and small sample and asymptotic properties are presented. The book also provides examples and large scale simulation studies comparing the performances of information-based model selection criteria, bootstrapping, and cross-validation selection methods over a wide range of models.
Author: National Research Council
Publisher: National Academies Press
ISBN: 0309110009
Category : Political Science
Languages : en
Pages : 286
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Book Description
Many regulations issued by the U.S. Environmental Protection Agency (EPA) are based on the results of computer models. Models help EPA explain environmental phenomena in settings where direct observations are limited or unavailable, and anticipate the effects of agency policies on the environment, human health and the economy. Given the critical role played by models, the EPA asked the National Research Council to assess scientific issues related to the agency's selection and use of models in its decisions. The book recommends a series of guidelines and principles for improving agency models and decision-making processes. The centerpiece of the book's recommended vision is a life-cycle approach to model evaluation which includes peer review, corroboration of results, and other activities. This will enhance the agency's ability to respond to requirements from a 2001 law on information quality and improve policy development and implementation.
Author: Keith J. Beven
Publisher: John Wiley & Sons
ISBN: 047071459X
Category : Technology & Engineering
Languages : en
Pages : 489
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Book Description
Rainfall-Runoff Modelling: The Primer, Second Edition is the follow-up of this popular and authoritative text, first published in 2001. The book provides both a primer for the novice and detailed descriptions of techniques for more advanced practitioners, covering rainfall-runoff models and their practical applications. This new edition extends these aims to include additional chapters dealing with prediction in ungauged basins, predicting residence time distributions, predicting the impacts of change and the next generation of hydrological models. Giving a comprehensive summary of available techniques based on established practices and recent research the book offers a thorough and accessible overview of the area. Rainfall-Runoff Modelling: The Primer Second Edition focuses on predicting hydrographs using models based on data and on representations of hydrological process. Dealing with the history of the development of rainfall-runoff models, uncertainty in mode predictions, good and bad practice and ending with a look at how to predict future catchment hydrological responses this book provides an essential underpinning of rainfall-runoff modelling topics. Fully revised and updated version of this highly popular text Suitable for both novices in the area and for more advanced users and developers Written by a leading expert in the field Guide to internet sources for rainfall-runoff modelling software
Author: David Fletcher
Publisher: Springer
ISBN: 3662585413
Category : Mathematics
Languages : en
Pages : 112
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Book Description
This book provides a concise and accessible overview of model averaging, with a focus on applications. Model averaging is a common means of allowing for model uncertainty when analysing data, and has been used in a wide range of application areas, such as ecology, econometrics, meteorology and pharmacology. The book presents an overview of the methods developed in this area, illustrating many of them with examples from the life sciences involving real-world data. It also includes an extensive list of references and suggestions for further research. Further, it clearly demonstrates the links between the methods developed in statistics, econometrics and machine learning, as well as the connection between the Bayesian and frequentist approaches to model averaging. The book appeals to statisticians and scientists interested in what methods are available, how they differ and what is known about their properties. It is assumed that readers are familiar with the basic concepts of statistical theory and modelling, including probability, likelihood and generalized linear models.
Author: Andrew Gelman
Publisher: CRC Press
ISBN: 1439840954
Category : Mathematics
Languages : en
Pages : 677
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Book Description
Now in its third edition, this classic book is widely considered the leading text on Bayesian methods, lauded for its accessible, practical approach to analyzing data and solving research problems. Bayesian Data Analysis, Third Edition continues to take an applied approach to analysis using up-to-date Bayesian methods. The authors—all leaders in the statistics community—introduce basic concepts from a data-analytic perspective before presenting advanced methods. Throughout the text, numerous worked examples drawn from real applications and research emphasize the use of Bayesian inference in practice. New to the Third Edition Four new chapters on nonparametric modeling Coverage of weakly informative priors and boundary-avoiding priors Updated discussion of cross-validation and predictive information criteria Improved convergence monitoring and effective sample size calculations for iterative simulation Presentations of Hamiltonian Monte Carlo, variational Bayes, and expectation propagation New and revised software code The book can be used in three different ways. For undergraduate students, it introduces Bayesian inference starting from first principles. For graduate students, the text presents effective current approaches to Bayesian modeling and computation in statistics and related fields. For researchers, it provides an assortment of Bayesian methods in applied statistics. Additional materials, including data sets used in the examples, solutions to selected exercises, and software instructions, are available on the book’s web page.
Author: W.R. Gilks
Publisher: CRC Press
ISBN: 1482214970
Category : Mathematics
Languages : en
Pages : 505
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Book Description
In a family study of breast cancer, epidemiologists in Southern California increase the power for detecting a gene-environment interaction. In Gambia, a study helps a vaccination program reduce the incidence of Hepatitis B carriage. Archaeologists in Austria place a Bronze Age site in its true temporal location on the calendar scale. And in France,
