Author: Maria Carla Galavotti
Publisher: Stanford Univ Center for the Study
ISBN: 9781575863221
Category : Science
Languages : en
Pages : 275
Book Description
A collection of articles originally presented at two conferences, the first at Ventura Hall, Stanford, in April 1998; and the second at the University of Bologna in September 1999.
Stochastic Causality
Author: Maria Carla Galavotti
Publisher: Stanford Univ Center for the Study
ISBN: 9781575863221
Category : Science
Languages : en
Pages : 275
Book Description
A collection of articles originally presented at two conferences, the first at Ventura Hall, Stanford, in April 1998; and the second at the University of Bologna in September 1999.
Publisher: Stanford Univ Center for the Study
ISBN: 9781575863221
Category : Science
Languages : en
Pages : 275
Book Description
A collection of articles originally presented at two conferences, the first at Ventura Hall, Stanford, in April 1998; and the second at the University of Bologna in September 1999.
Nonlinear and Stochastic Climate Dynamics
Author: Christian L. E. Franzke
Publisher: Cambridge University Press
ISBN: 1316883213
Category : Science
Languages : en
Pages : 612
Book Description
It is now widely recognized that the climate system is governed by nonlinear, multi-scale processes, whereby memory effects and stochastic forcing by fast processes, such as weather and convective systems, can induce regime behavior. Motivated by present difficulties in understanding the climate system and to aid the improvement of numerical weather and climate models, this book gathers contributions from mathematics, physics and climate science to highlight the latest developments and current research questions in nonlinear and stochastic climate dynamics. Leading researchers discuss some of the most challenging and exciting areas of research in the mathematical geosciences, such as the theory of tipping points and of extreme events including spatial extremes, climate networks, data assimilation and dynamical systems. This book provides graduate students and researchers with a broad overview of the physical climate system and introduces powerful data analysis and modeling methods for climate scientists and applied mathematicians.
Publisher: Cambridge University Press
ISBN: 1316883213
Category : Science
Languages : en
Pages : 612
Book Description
It is now widely recognized that the climate system is governed by nonlinear, multi-scale processes, whereby memory effects and stochastic forcing by fast processes, such as weather and convective systems, can induce regime behavior. Motivated by present difficulties in understanding the climate system and to aid the improvement of numerical weather and climate models, this book gathers contributions from mathematics, physics and climate science to highlight the latest developments and current research questions in nonlinear and stochastic climate dynamics. Leading researchers discuss some of the most challenging and exciting areas of research in the mathematical geosciences, such as the theory of tipping points and of extreme events including spatial extremes, climate networks, data assimilation and dynamical systems. This book provides graduate students and researchers with a broad overview of the physical climate system and introduces powerful data analysis and modeling methods for climate scientists and applied mathematicians.
Causality
Author: Judea Pearl
Publisher: Cambridge University Press
ISBN: 052189560X
Category : Computers
Languages : en
Pages : 487
Book Description
Causality offers the first comprehensive coverage of causal analysis in many sciences, including recent advances using graphical methods. Pearl presents a unified account of the probabilistic, manipulative, counterfactual and structural approaches to causation, and devises simple mathematical tools for analyzing the relationships between causal connections, statistical associations, actions and observations. The book will open the way for including causal analysis in the standard curriculum of statistics, artificial intelligence ...
Publisher: Cambridge University Press
ISBN: 052189560X
Category : Computers
Languages : en
Pages : 487
Book Description
Causality offers the first comprehensive coverage of causal analysis in many sciences, including recent advances using graphical methods. Pearl presents a unified account of the probabilistic, manipulative, counterfactual and structural approaches to causation, and devises simple mathematical tools for analyzing the relationships between causal connections, statistical associations, actions and observations. The book will open the way for including causal analysis in the standard curriculum of statistics, artificial intelligence ...
Stochastic Analysis
Author: Shigeo Kusuoka
Publisher: Springer Nature
ISBN: 9811588643
Category : Mathematics
Languages : en
Pages : 225
Book Description
This book is intended for university seniors and graduate students majoring in probability theory or mathematical finance. In the first chapter, results in probability theory are reviewed. Then, it follows a discussion of discrete-time martingales, continuous time square integrable martingales (particularly, continuous martingales of continuous paths), stochastic integrations with respect to continuous local martingales, and stochastic differential equations driven by Brownian motions. In the final chapter, applications to mathematical finance are given. The preliminary knowledge needed by the reader is linear algebra and measure theory. Rigorous proofs are provided for theorems, propositions, and lemmas. In this book, the definition of conditional expectations is slightly different than what is usually found in other textbooks. For the Doob–Meyer decomposition theorem, only square integrable submartingales are considered, and only elementary facts of the square integrable functions are used in the proof. In stochastic differential equations, the Euler–Maruyama approximation is used mainly to prove the uniqueness of martingale problems and the smoothness of solutions of stochastic differential equations.
Publisher: Springer Nature
ISBN: 9811588643
Category : Mathematics
Languages : en
Pages : 225
Book Description
This book is intended for university seniors and graduate students majoring in probability theory or mathematical finance. In the first chapter, results in probability theory are reviewed. Then, it follows a discussion of discrete-time martingales, continuous time square integrable martingales (particularly, continuous martingales of continuous paths), stochastic integrations with respect to continuous local martingales, and stochastic differential equations driven by Brownian motions. In the final chapter, applications to mathematical finance are given. The preliminary knowledge needed by the reader is linear algebra and measure theory. Rigorous proofs are provided for theorems, propositions, and lemmas. In this book, the definition of conditional expectations is slightly different than what is usually found in other textbooks. For the Doob–Meyer decomposition theorem, only square integrable submartingales are considered, and only elementary facts of the square integrable functions are used in the proof. In stochastic differential equations, the Euler–Maruyama approximation is used mainly to prove the uniqueness of martingale problems and the smoothness of solutions of stochastic differential equations.
Simulation and Inference for Stochastic Processes with YUIMA
Author: Stefano M. Iacus
Publisher: Springer
ISBN: 3319555693
Category : Computers
Languages : en
Pages : 277
Book Description
The YUIMA package is the first comprehensive R framework based on S4 classes and methods which allows for the simulation of stochastic differential equations driven by Wiener process, Lévy processes or fractional Brownian motion, as well as CARMA, COGARCH, and Point processes. The package performs various central statistical analyses such as quasi maximum likelihood estimation, adaptive Bayes estimation, structural change point analysis, hypotheses testing, asynchronous covariance estimation, lead-lag estimation, LASSO model selection, and so on. YUIMA also supports stochastic numerical analysis by fast computation of the expected value of functionals of stochastic processes through automatic asymptotic expansion by means of the Malliavin calculus. All models can be multidimensional, multiparametric or non parametric.The book explains briefly the underlying theory for simulation and inference of several classes of stochastic processes and then presents both simulation experiments and applications to real data. Although these processes have been originally proposed in physics and more recently in finance, they are becoming popular also in biology due to the fact the time course experimental data are now available. The YUIMA package, available on CRAN, can be freely downloaded and this companion book will make the user able to start his or her analysis from the first page.
Publisher: Springer
ISBN: 3319555693
Category : Computers
Languages : en
Pages : 277
Book Description
The YUIMA package is the first comprehensive R framework based on S4 classes and methods which allows for the simulation of stochastic differential equations driven by Wiener process, Lévy processes or fractional Brownian motion, as well as CARMA, COGARCH, and Point processes. The package performs various central statistical analyses such as quasi maximum likelihood estimation, adaptive Bayes estimation, structural change point analysis, hypotheses testing, asynchronous covariance estimation, lead-lag estimation, LASSO model selection, and so on. YUIMA also supports stochastic numerical analysis by fast computation of the expected value of functionals of stochastic processes through automatic asymptotic expansion by means of the Malliavin calculus. All models can be multidimensional, multiparametric or non parametric.The book explains briefly the underlying theory for simulation and inference of several classes of stochastic processes and then presents both simulation experiments and applications to real data. Although these processes have been originally proposed in physics and more recently in finance, they are becoming popular also in biology due to the fact the time course experimental data are now available. The YUIMA package, available on CRAN, can be freely downloaded and this companion book will make the user able to start his or her analysis from the first page.
Causality in the Sciences
Author: Phyllis McKay Illari
Publisher: Oxford University Press
ISBN: 0199574138
Category : Mathematics
Languages : en
Pages : 953
Book Description
Why do ideas of how mechanisms relate to causality and probability differ so much across the sciences? Can progress in understanding the tools of causal inference in some sciences lead to progress in others? This book tackles these questions and others concerning the use of causality in the sciences.
Publisher: Oxford University Press
ISBN: 0199574138
Category : Mathematics
Languages : en
Pages : 953
Book Description
Why do ideas of how mechanisms relate to causality and probability differ so much across the sciences? Can progress in understanding the tools of causal inference in some sciences lead to progress in others? This book tackles these questions and others concerning the use of causality in the sciences.
Causality
Author: Phyllis Illari
Publisher: OUP Oxford
ISBN: 0191639680
Category : Mathematics
Languages : en
Pages : 493
Book Description
Head hits cause brain damage - but not always. Should we ban sport to protect athletes? Exposure to electromagnetic fields is strongly associated with cancer development - does that mean exposure causes cancer? Should we encourage old fashioned communication instead of mobile phones to reduce cancer rates? According to popular wisdom, the Mediterranean diet keeps you healthy. Is this belief scientifically sound? Should public health bodies encourage consumption of fresh fruit and vegetables? Severe financial constraints on research and public policy, media pressure, and public anxiety make such questions of immense current concern not just to philosophers but to scientists, governments, public bodies, and the general public. In the last decade there has been an explosion of theorizing about causality in philosophy, and also in the sciences. This literature is both fascinating and important, but it is involved and highly technical. This makes it inaccessible to many who would like to use it, philosophers and scientists alike. This book is an introduction to philosophy of causality - one that is highly accessible: to scientists unacquainted with philosophy, to philosophers unacquainted with science, and to anyone else lost in the labyrinth of philosophical theories of causality. It presents key philosophical accounts, concepts and methods, using examples from the sciences to show how to apply philosophical debates to scientific problems.
Publisher: OUP Oxford
ISBN: 0191639680
Category : Mathematics
Languages : en
Pages : 493
Book Description
Head hits cause brain damage - but not always. Should we ban sport to protect athletes? Exposure to electromagnetic fields is strongly associated with cancer development - does that mean exposure causes cancer? Should we encourage old fashioned communication instead of mobile phones to reduce cancer rates? According to popular wisdom, the Mediterranean diet keeps you healthy. Is this belief scientifically sound? Should public health bodies encourage consumption of fresh fruit and vegetables? Severe financial constraints on research and public policy, media pressure, and public anxiety make such questions of immense current concern not just to philosophers but to scientists, governments, public bodies, and the general public. In the last decade there has been an explosion of theorizing about causality in philosophy, and also in the sciences. This literature is both fascinating and important, but it is involved and highly technical. This makes it inaccessible to many who would like to use it, philosophers and scientists alike. This book is an introduction to philosophy of causality - one that is highly accessible: to scientists unacquainted with philosophy, to philosophers unacquainted with science, and to anyone else lost in the labyrinth of philosophical theories of causality. It presents key philosophical accounts, concepts and methods, using examples from the sciences to show how to apply philosophical debates to scientific problems.
Learning Causality in a Complex World
Author: Tina A. Grotzer
Publisher: R&L Education
ISBN: 1610488652
Category : Education
Languages : en
Pages : 207
Book Description
What do children’s interactions on the playground have to do with foreign policy? How does science understanding in middle school relate to environmental disasters in third world countries? The causal patterns that we detect and how we act upon them pervade every aspect of our lives. These skills will only become more important in the future as our world becomes more global and more interconnected. Yet we aren’t very skilled at thinking about causality. Research shows that instead we rely on limiting default assumptions that can lead to poor choices in a complex world. What can we do about it? This book offers ways to become aware of these patterns and to reframe our thinking to become more effective learners and citizens of the world. Through examples and accessible explanations, it offers a causal curriculum to enable more effective learning so that we can put the power of better causal understanding to work for ourselves and the next generation— for today and tomorrow.
Publisher: R&L Education
ISBN: 1610488652
Category : Education
Languages : en
Pages : 207
Book Description
What do children’s interactions on the playground have to do with foreign policy? How does science understanding in middle school relate to environmental disasters in third world countries? The causal patterns that we detect and how we act upon them pervade every aspect of our lives. These skills will only become more important in the future as our world becomes more global and more interconnected. Yet we aren’t very skilled at thinking about causality. Research shows that instead we rely on limiting default assumptions that can lead to poor choices in a complex world. What can we do about it? This book offers ways to become aware of these patterns and to reframe our thinking to become more effective learners and citizens of the world. Through examples and accessible explanations, it offers a causal curriculum to enable more effective learning so that we can put the power of better causal understanding to work for ourselves and the next generation— for today and tomorrow.
Causality, Probability, and Time
Author: Samantha Kleinberg
Publisher: Cambridge University Press
ISBN: 1107026482
Category : Computers
Languages : en
Pages : 269
Book Description
Presents a new approach to causal inference and explanation, addressing both the timing and complexity of relationships.
Publisher: Cambridge University Press
ISBN: 1107026482
Category : Computers
Languages : en
Pages : 269
Book Description
Presents a new approach to causal inference and explanation, addressing both the timing and complexity of relationships.
Survival and Event History Analysis
Author: Odd Aalen
Publisher: Springer Science & Business Media
ISBN: 038768560X
Category : Mathematics
Languages : en
Pages : 550
Book Description
The aim of this book is to bridge the gap between standard textbook models and a range of models where the dynamic structure of the data manifests itself fully. The common denominator of such models is stochastic processes. The authors show how counting processes, martingales, and stochastic integrals fit very nicely with censored data. Beginning with standard analyses such as Kaplan-Meier plots and Cox regression, the presentation progresses to the additive hazard model and recurrent event data. Stochastic processes are also used as natural models for individual frailty; they allow sensible interpretations of a number of surprising artifacts seen in population data. The stochastic process framework is naturally connected to causality. The authors show how dynamic path analyses can incorporate many modern causality ideas in a framework that takes the time aspect seriously. To make the material accessible to the reader, a large number of practical examples, mainly from medicine, are developed in detail. Stochastic processes are introduced in an intuitive and non-technical manner. The book is aimed at investigators who use event history methods and want a better understanding of the statistical concepts. It is suitable as a textbook for graduate courses in statistics and biostatistics.
Publisher: Springer Science & Business Media
ISBN: 038768560X
Category : Mathematics
Languages : en
Pages : 550
Book Description
The aim of this book is to bridge the gap between standard textbook models and a range of models where the dynamic structure of the data manifests itself fully. The common denominator of such models is stochastic processes. The authors show how counting processes, martingales, and stochastic integrals fit very nicely with censored data. Beginning with standard analyses such as Kaplan-Meier plots and Cox regression, the presentation progresses to the additive hazard model and recurrent event data. Stochastic processes are also used as natural models for individual frailty; they allow sensible interpretations of a number of surprising artifacts seen in population data. The stochastic process framework is naturally connected to causality. The authors show how dynamic path analyses can incorporate many modern causality ideas in a framework that takes the time aspect seriously. To make the material accessible to the reader, a large number of practical examples, mainly from medicine, are developed in detail. Stochastic processes are introduced in an intuitive and non-technical manner. The book is aimed at investigators who use event history methods and want a better understanding of the statistical concepts. It is suitable as a textbook for graduate courses in statistics and biostatistics.