Author: Gauri Sankar Datta
Publisher: Springer Science & Business Media
ISBN: 146122036X
Category : Mathematics
Languages : en
Pages : 138
Book Description
This is the first book on the topic of probability matching priors. It targets researchers, Bayesian and frequentist; graduate students in Statistics.
Probability Matching Priors: Higher Order Asymptotics
Author: Gauri Sankar Datta
Publisher: Springer Science & Business Media
ISBN: 146122036X
Category : Mathematics
Languages : en
Pages : 138
Book Description
This is the first book on the topic of probability matching priors. It targets researchers, Bayesian and frequentist; graduate students in Statistics.
Publisher: Springer Science & Business Media
ISBN: 146122036X
Category : Mathematics
Languages : en
Pages : 138
Book Description
This is the first book on the topic of probability matching priors. It targets researchers, Bayesian and frequentist; graduate students in Statistics.
Higher Order Asymptotics
Author: J. K. Ghosh
Publisher: IMS
ISBN: 9780940600317
Category : Mathematics
Languages : en
Pages : 126
Book Description
Publisher: IMS
ISBN: 9780940600317
Category : Mathematics
Languages : en
Pages : 126
Book Description
Bayesian Thinking, Modeling and Computation
Author:
Publisher: Elsevier
ISBN: 0080461174
Category : Mathematics
Languages : en
Pages : 1062
Book Description
This volume describes how to develop Bayesian thinking, modelling and computation both from philosophical, methodological and application point of view. It further describes parametric and nonparametric Bayesian methods for modelling and how to use modern computational methods to summarize inferences using simulation. The book covers wide range of topics including objective and subjective Bayesian inferences with a variety of applications in modelling categorical, survival, spatial, spatiotemporal, Epidemiological, software reliability, small area and micro array data. The book concludes with a chapter on how to teach Bayesian thoughts to nonstatisticians. Critical thinking on causal effects Objective Bayesian philosophy Nonparametric Bayesian methodology Simulation based computing techniques Bioinformatics and Biostatistics
Publisher: Elsevier
ISBN: 0080461174
Category : Mathematics
Languages : en
Pages : 1062
Book Description
This volume describes how to develop Bayesian thinking, modelling and computation both from philosophical, methodological and application point of view. It further describes parametric and nonparametric Bayesian methods for modelling and how to use modern computational methods to summarize inferences using simulation. The book covers wide range of topics including objective and subjective Bayesian inferences with a variety of applications in modelling categorical, survival, spatial, spatiotemporal, Epidemiological, software reliability, small area and micro array data. The book concludes with a chapter on how to teach Bayesian thoughts to nonstatisticians. Critical thinking on causal effects Objective Bayesian philosophy Nonparametric Bayesian methodology Simulation based computing techniques Bioinformatics and Biostatistics
An Introduction to Bayesian Analysis
Author: Jayanta K. Ghosh
Publisher: Springer Science & Business Media
ISBN: 0387354336
Category : Mathematics
Languages : en
Pages : 356
Book Description
This is a graduate-level textbook on Bayesian analysis blending modern Bayesian theory, methods, and applications. Starting from basic statistics, undergraduate calculus and linear algebra, ideas of both subjective and objective Bayesian analysis are developed to a level where real-life data can be analyzed using the current techniques of statistical computing. Advances in both low-dimensional and high-dimensional problems are covered, as well as important topics such as empirical Bayes and hierarchical Bayes methods and Markov chain Monte Carlo (MCMC) techniques. Many topics are at the cutting edge of statistical research. Solutions to common inference problems appear throughout the text along with discussion of what prior to choose. There is a discussion of elicitation of a subjective prior as well as the motivation, applicability, and limitations of objective priors. By way of important applications the book presents microarrays, nonparametric regression via wavelets as well as DMA mixtures of normals, and spatial analysis with illustrations using simulated and real data. Theoretical topics at the cutting edge include high-dimensional model selection and Intrinsic Bayes Factors, which the authors have successfully applied to geological mapping. The style is informal but clear. Asymptotics is used to supplement simulation or understand some aspects of the posterior.
Publisher: Springer Science & Business Media
ISBN: 0387354336
Category : Mathematics
Languages : en
Pages : 356
Book Description
This is a graduate-level textbook on Bayesian analysis blending modern Bayesian theory, methods, and applications. Starting from basic statistics, undergraduate calculus and linear algebra, ideas of both subjective and objective Bayesian analysis are developed to a level where real-life data can be analyzed using the current techniques of statistical computing. Advances in both low-dimensional and high-dimensional problems are covered, as well as important topics such as empirical Bayes and hierarchical Bayes methods and Markov chain Monte Carlo (MCMC) techniques. Many topics are at the cutting edge of statistical research. Solutions to common inference problems appear throughout the text along with discussion of what prior to choose. There is a discussion of elicitation of a subjective prior as well as the motivation, applicability, and limitations of objective priors. By way of important applications the book presents microarrays, nonparametric regression via wavelets as well as DMA mixtures of normals, and spatial analysis with illustrations using simulated and real data. Theoretical topics at the cutting edge include high-dimensional model selection and Intrinsic Bayes Factors, which the authors have successfully applied to geological mapping. The style is informal but clear. Asymptotics is used to supplement simulation or understand some aspects of the posterior.
Frontiers of Statistical Decision Making and Bayesian Analysis
Author: Ming-Hui Chen
Publisher: Springer Science & Business Media
ISBN: 1441969446
Category : Mathematics
Languages : en
Pages : 631
Book Description
Research in Bayesian analysis and statistical decision theory is rapidly expanding and diversifying, making it increasingly more difficult for any single researcher to stay up to date on all current research frontiers. This book provides a review of current research challenges and opportunities. While the book can not exhaustively cover all current research areas, it does include some exemplary discussion of most research frontiers. Topics include objective Bayesian inference, shrinkage estimation and other decision based estimation, model selection and testing, nonparametric Bayes, the interface of Bayesian and frequentist inference, data mining and machine learning, methods for categorical and spatio-temporal data analysis and posterior simulation methods. Several major application areas are covered: computer models, Bayesian clinical trial design, epidemiology, phylogenetics, bioinformatics, climate modeling and applications in political science, finance and marketing. As a review of current research in Bayesian analysis the book presents a balance between theory and applications. The lack of a clear demarcation between theoretical and applied research is a reflection of the highly interdisciplinary and often applied nature of research in Bayesian statistics. The book is intended as an update for researchers in Bayesian statistics, including non-statisticians who make use of Bayesian inference to address substantive research questions in other fields. It would also be useful for graduate students and research scholars in statistics or biostatistics who wish to acquaint themselves with current research frontiers.
Publisher: Springer Science & Business Media
ISBN: 1441969446
Category : Mathematics
Languages : en
Pages : 631
Book Description
Research in Bayesian analysis and statistical decision theory is rapidly expanding and diversifying, making it increasingly more difficult for any single researcher to stay up to date on all current research frontiers. This book provides a review of current research challenges and opportunities. While the book can not exhaustively cover all current research areas, it does include some exemplary discussion of most research frontiers. Topics include objective Bayesian inference, shrinkage estimation and other decision based estimation, model selection and testing, nonparametric Bayes, the interface of Bayesian and frequentist inference, data mining and machine learning, methods for categorical and spatio-temporal data analysis and posterior simulation methods. Several major application areas are covered: computer models, Bayesian clinical trial design, epidemiology, phylogenetics, bioinformatics, climate modeling and applications in political science, finance and marketing. As a review of current research in Bayesian analysis the book presents a balance between theory and applications. The lack of a clear demarcation between theoretical and applied research is a reflection of the highly interdisciplinary and often applied nature of research in Bayesian statistics. The book is intended as an update for researchers in Bayesian statistics, including non-statisticians who make use of Bayesian inference to address substantive research questions in other fields. It would also be useful for graduate students and research scholars in statistics or biostatistics who wish to acquaint themselves with current research frontiers.
Advancements in Bayesian Methods and Implementations
Author:
Publisher: Academic Press
ISBN: 0323952690
Category : Mathematics
Languages : en
Pages : 322
Book Description
Advancements in Bayesian Methods and Implementation, Volume 47 in the Handbook of Statistics series, highlights new advances in the field, with this new volume presenting interesting chapters on a variety of timely topics, including Fisher Information, Cramer-Rao and Bayesian Paradigm, Compound beta binomial distribution functions, MCMC for GLMMS, Signal Processing and Bayesian, Mathematical theory of Bayesian statistics where all models are wrong, Machine Learning and Bayesian, Non-parametric Bayes, Bayesian testing, and Data Analysis with humans, Variational inference or Functional horseshoe, Generalized Bayes. - Provides the authority and expertise of leading contributors from an international board of authors - Presents the latest release in the Handbook of Statistics series - Updated release includes the latest information on Advancements in Bayesian Methods and Implementation
Publisher: Academic Press
ISBN: 0323952690
Category : Mathematics
Languages : en
Pages : 322
Book Description
Advancements in Bayesian Methods and Implementation, Volume 47 in the Handbook of Statistics series, highlights new advances in the field, with this new volume presenting interesting chapters on a variety of timely topics, including Fisher Information, Cramer-Rao and Bayesian Paradigm, Compound beta binomial distribution functions, MCMC for GLMMS, Signal Processing and Bayesian, Mathematical theory of Bayesian statistics where all models are wrong, Machine Learning and Bayesian, Non-parametric Bayes, Bayesian testing, and Data Analysis with humans, Variational inference or Functional horseshoe, Generalized Bayes. - Provides the authority and expertise of leading contributors from an international board of authors - Presents the latest release in the Handbook of Statistics series - Updated release includes the latest information on Advancements in Bayesian Methods and Implementation
Objective Bayesian Inference
Author: James O Berger
Publisher: World Scientific
ISBN: 981128492X
Category : Mathematics
Languages : en
Pages : 381
Book Description
Bayesian analysis is today understood to be an extremely powerful method of statistical analysis, as well an approach to statistics that is particularly transparent and intuitive. It is thus being extensively and increasingly utilized in virtually every area of science and society that involves analysis of data.A widespread misconception is that Bayesian analysis is a more subjective theory of statistical inference than what is now called classical statistics. This is true neither historically nor in practice. Indeed, objective Bayesian analysis dominated the statistical landscape from roughly 1780 to 1930, long before 'classical' statistics or subjective Bayesian analysis were developed. It has been a subject of intense interest to a multitude of statisticians, mathematicians, philosophers, and scientists. The book, while primarily focusing on the latest and most prominent objective Bayesian methodology, does present much of this fascinating history.The book is written for four different audiences. First, it provides an introduction to objective Bayesian inference for non-statisticians; no previous exposure to Bayesian analysis is needed. Second, the book provides an overview of the development and current state of objective Bayesian analysis and its relationship to other statistical approaches, for those with interest in the philosophy of learning from data. Third, the book presents a careful development of the particular objective Bayesian approach that we recommend, the reference prior approach. Finally, the book presents as much practical objective Bayesian methodology as possible for statisticians and scientists primarily interested in practical applications.
Publisher: World Scientific
ISBN: 981128492X
Category : Mathematics
Languages : en
Pages : 381
Book Description
Bayesian analysis is today understood to be an extremely powerful method of statistical analysis, as well an approach to statistics that is particularly transparent and intuitive. It is thus being extensively and increasingly utilized in virtually every area of science and society that involves analysis of data.A widespread misconception is that Bayesian analysis is a more subjective theory of statistical inference than what is now called classical statistics. This is true neither historically nor in practice. Indeed, objective Bayesian analysis dominated the statistical landscape from roughly 1780 to 1930, long before 'classical' statistics or subjective Bayesian analysis were developed. It has been a subject of intense interest to a multitude of statisticians, mathematicians, philosophers, and scientists. The book, while primarily focusing on the latest and most prominent objective Bayesian methodology, does present much of this fascinating history.The book is written for four different audiences. First, it provides an introduction to objective Bayesian inference for non-statisticians; no previous exposure to Bayesian analysis is needed. Second, the book provides an overview of the development and current state of objective Bayesian analysis and its relationship to other statistical approaches, for those with interest in the philosophy of learning from data. Third, the book presents a careful development of the particular objective Bayesian approach that we recommend, the reference prior approach. Finally, the book presents as much practical objective Bayesian methodology as possible for statisticians and scientists primarily interested in practical applications.
Handbook of Bayesian, Fiducial, and Frequentist Inference
Author: James Berger
Publisher: CRC Press
ISBN: 1003837697
Category : Mathematics
Languages : en
Pages : 564
Book Description
The emergence of data science, in recent decades, has magnified the need for efficient methodology for analyzing data and highlighted the importance of statistical inference. Despite the tremendous progress that has been made, statistical science is still a young discipline and continues to have several different and competing paths in its approaches and its foundations. While the emergence of competing approaches is a natural progression of any scientific discipline, differences in the foundations of statistical inference can sometimes lead to different interpretations and conclusions from the same dataset. The increased interest in the foundations of statistical inference has led to many publications, and recent vibrant research activities in statistics, applied mathematics, philosophy and other fields of science reflect the importance of this development. The BFF approaches not only bridge foundations and scientific learning, but also facilitate objective and replicable scientific research, and provide scalable computing methodologies for the analysis of big data. Most of the published work typically focusses on a single topic or theme, and the body of work is scattered in different journals. This handbook provides a comprehensive introduction and broad overview of the key developments in the BFF schools of inference. It is intended for researchers and students who wish for an overview of foundations of inference from the BFF perspective and provides a general reference for BFF inference. Key Features: Provides a comprehensive introduction to the key developments in the BFF schools of inference Gives an overview of modern inferential methods, allowing scientists in other fields to expand their knowledge Is accessible for readers with different perspectives and backgrounds
Publisher: CRC Press
ISBN: 1003837697
Category : Mathematics
Languages : en
Pages : 564
Book Description
The emergence of data science, in recent decades, has magnified the need for efficient methodology for analyzing data and highlighted the importance of statistical inference. Despite the tremendous progress that has been made, statistical science is still a young discipline and continues to have several different and competing paths in its approaches and its foundations. While the emergence of competing approaches is a natural progression of any scientific discipline, differences in the foundations of statistical inference can sometimes lead to different interpretations and conclusions from the same dataset. The increased interest in the foundations of statistical inference has led to many publications, and recent vibrant research activities in statistics, applied mathematics, philosophy and other fields of science reflect the importance of this development. The BFF approaches not only bridge foundations and scientific learning, but also facilitate objective and replicable scientific research, and provide scalable computing methodologies for the analysis of big data. Most of the published work typically focusses on a single topic or theme, and the body of work is scattered in different journals. This handbook provides a comprehensive introduction and broad overview of the key developments in the BFF schools of inference. It is intended for researchers and students who wish for an overview of foundations of inference from the BFF perspective and provides a general reference for BFF inference. Key Features: Provides a comprehensive introduction to the key developments in the BFF schools of inference Gives an overview of modern inferential methods, allowing scientists in other fields to expand their knowledge Is accessible for readers with different perspectives and backgrounds
Bayesian Statistics 9
Author: José M. Bernardo
Publisher: Oxford University Press
ISBN: 0199694583
Category : Mathematics
Languages : en
Pages : 717
Book Description
Bayesian statistics is a dynamic and fast-growing area of statistical research and the Valencia International Meetings provide the main forum for discussion. These resulting proceedings form an up-to-date collection of research.
Publisher: Oxford University Press
ISBN: 0199694583
Category : Mathematics
Languages : en
Pages : 717
Book Description
Bayesian statistics is a dynamic and fast-growing area of statistical research and the Valencia International Meetings provide the main forum for discussion. These resulting proceedings form an up-to-date collection of research.
Dependence in Probability and Statistics
Author: Paul Doukhan
Publisher: Springer Science & Business Media
ISBN: 3642141048
Category : Mathematics
Languages : en
Pages : 222
Book Description
This account of recent works on weakly dependent, long memory and multifractal processes introduces new dependence measures for studying complex stochastic systems and includes other topics such as the dependence structure of max-stable processes.
Publisher: Springer Science & Business Media
ISBN: 3642141048
Category : Mathematics
Languages : en
Pages : 222
Book Description
This account of recent works on weakly dependent, long memory and multifractal processes introduces new dependence measures for studying complex stochastic systems and includes other topics such as the dependence structure of max-stable processes.