The Bayesian Choice: Springer Texts in Statistics
Autor Christian Roberten Limba Engleză Paperback – 27 aug 2007
Destinată cercetătorilor și studenților la nivel de masterat sau doctorat în statistică, această lucrare de referință semnată de Christian Robert oferă o fundamentare riguroasă a teoriei deciziei și a metodelor computaționale moderne. Considerăm că forța acestui volum rezidă în echilibrul dintre rigoarea matematică a fundamentelor și aplicabilitatea practică a simulărilor numerice. Ediția a doua, publicată în seria Springer Texts in Statistics, aduce revizuiri importante și un capitol esențial dedicat selecției modelelor (model choice), reflectând evoluțiile din domeniu.
Structura volumului urmărește o progresie logică: începe cu bazele teoriei deciziei și trecerea de la informația a priori la distribuții, continuă cu estimarea Bayesiană și regiunile de confidență, culminând cu tehnici avansate precum metodele Monte Carlo. Găsim în această ediție și analize detaliate despre admisibilitate, invarianță și extensiile ierarhice. Ca alternativă la An Introduction to Bayesian Analysis de Jayanta K. Ghosh pentru cursurile de statistică avansată, The Bayesian Choice are avantajul unei acoperiri mult mai extinse a fundamentelor teoretice ale deciziei și a criteriilor de selecție a modelelor, fiind mai degrabă un tratat comprehensiv decât o simplă introducere. Stilul de scriere este fluid, integrând exerciții care extrag esența cercetărilor altor autori, facilitând astfel tranziția de la teorie la cercetarea independentă.
Din seria Springer Texts in Statistics
- 13%
Preț: 517.14 lei - 15%
Preț: 723.78 lei -
Preț: 648.77 lei - 20%
Preț: 750.78 lei - 17%
Preț: 539.32 lei - 18%
Preț: 751.75 lei - 15%
Preț: 647.71 lei - 18%
Preț: 859.05 lei - 18%
Preț: 864.31 lei - 15%
Preț: 656.52 lei - 15%
Preț: 675.40 lei -
Preț: 388.11 lei - 15%
Preț: 572.89 lei -
Preț: 392.57 lei -
Preț: 388.78 lei - 18%
Preț: 777.22 lei - 18%
Preț: 783.76 lei -
Preț: 422.77 lei -
Preț: 404.14 lei - 18%
Preț: 881.30 lei -
Preț: 384.63 lei - 15%
Preț: 672.22 lei - 18%
Preț: 821.12 lei - 18%
Preț: 1080.22 lei - 18%
Preț: 817.59 lei -
Preț: 379.71 lei - 18%
Preț: 968.95 lei - 15%
Preț: 588.86 lei - 19%
Preț: 587.26 lei - 23%
Preț: 796.87 lei - 18%
Preț: 736.24 lei - 15%
Preț: 514.45 lei - 15%
Preț: 629.48 lei - 5%
Preț: 634.04 lei -
Preț: 381.55 lei - 15%
Preț: 686.20 lei -
Preț: 480.66 lei - 18%
Preț: 917.30 lei - 19%
Preț: 677.94 lei -
Preț: 389.85 lei
Preț: 582.11 lei
Preț vechi: 684.84 lei
-15%
Puncte Express: 873
Carte tipărită la comandă
Livrare economică 25 mai-08 iunie
Specificații
ISBN-13: 9780387715988
ISBN-10: 0387715983
Pagini: 632
Ilustrații: XXIV, 606 p.
Dimensiuni: 156 x 235 x 34 mm
Greutate: 0.95 kg
Ediția:2nd edition 2001. 2nd printing 2007
Editura: Springer
Colecția Springer Texts in Statistics
Seria Springer Texts in Statistics
Locul publicării:New York, NY, United States
ISBN-10: 0387715983
Pagini: 632
Ilustrații: XXIV, 606 p.
Dimensiuni: 156 x 235 x 34 mm
Greutate: 0.95 kg
Ediția:2nd edition 2001. 2nd printing 2007
Editura: Springer
Colecția Springer Texts in Statistics
Seria Springer Texts in Statistics
Locul publicării:New York, NY, United States
V-ar putea interesa
-
Dependability for Systems with a Partitioned State SpaceAttila CsenkiPreț: 370.36 lei -
-18%Preț: 714.13 lei870.89 lei -
-18%Preț: 710.11 lei865.99 lei -
Introducing Monte Carlo Methods with RChristian Robert-15%Preț: 456.88 lei537.50 lei -
Monte Carlo Statistical MethodsChristian Robert-18%Preț: 821.12 lei1001.38 lei -
-18%Preț: 1538.45 lei1876.16 lei -
Topics from Australian Conferences on Teaching StatisticsHelen Macgillivray-15%Preț: 629.91 lei741.07 lei -
Classical and Spatial Stochastic Processes: With Applications to BiologyRinaldo B. SchinaziPreț: 468.38 lei -
Janus-Faced ProbabilityPaolo RocchiPreț: 373.03 lei -
-5%Preț: 722.09 lei760.09 lei -
-18%Preț: 927.73 lei1131.38 lei -
Fourier Analysis and Stochastic ProcessesPierre BrémaudPreț: 259.66 lei -
Stochastic Geometry, Spatial Statistics and Random FieldsVolker Schmidt-15%Preț: 563.99 lei663.52 lei -
Introductory Statistical Inference with the Likelihood FunctionCharles A. Rohde-5%Preț: 363.16 lei382.27 lei -
Preț: 374.86 lei -
Mathematical Theory of Nonequilibrium Steady StatesDa-Quan JiangPreț: 372.72 lei -
The Generic Chaining: Upper and Lower Bounds of Stochastic ProcessesMichel Talagrand-15%Preț: 619.29 lei728.58 lei -
Integer Programming and Combinatorial OptimizationKaren AardalPreț: 384.62 lei -
Stochastic Algorithms: Foundations and ApplicationsKathleen SteinhöfelPreț: 371.18 lei -
Sums and Gaussian VectorsVadim YurinskyPreț: 400.49 lei -
Probabilities on the Heisenberg Group: Limit Theorems and Brownian MotionDaniel NeuenschwanderPreț: 264.14 lei -
Markov Set-ChainsDarald J. HartfielPreț: 264.04 lei -
-15%Preț: 629.35 lei740.40 lei -
Algorithmes pour l'inférence statistique dans les modèles RCA et GARCHMohammed Benmoumen-19%Preț: 426.57 lei526.63 lei -
Preț: 381.19 lei -
Stochastic Differential Equations on ManifoldsFabrice BlachePreț: 446.26 lei
Public țintă
ResearchDe ce să citești această carte
Recomandăm această carte cercetătorilor care au nevoie de o bază teoretică solidă în inferența Bayesiană și teoria deciziei. Cititorul câștigă o înțelegere profundă a fundamentelor matematice, completată de tehnici moderne de calcul Bayesian. Este un instrument esențial pentru cei care doresc să stăpânească metodele Monte Carlo și criteriile de selecție a modelelor într-un cadru statistic formal.
Cuprins
Decision-Theoretic Foundations.- From Prior Information to Prior Distributions.- Bayesian Point Estimation.- Tests and Confidence Regions.- Bayesian Calculations.- Model Choice.- Admissibility and Complete Classes.- Invariance, Haar Measures, and Equivariant Estimators.- Hierarchical and Empirical Bayes Extensions.- A Defense of the Bayesian Choice.
Recenzii
From the reviews of the second edition:
SHORT BOOK REVIEWS
"The text reads fluently and beautifully throughout, with light, good-humoured touches that warm the reader without being intrusive. There are many examples and exercises, some of which draw out the essence of work of other authors. Each chapter ends with a "Notes" section containing further brief descriptions of research papers. A reference section lists about eight hundred and sixty references. Each chapter begins with a quotation from "The Wheel of Time" a sequence of books by Robert Jordan. Only a few displays and equations have numbers attached. This is an extremely fine, exceptional text of the highest quality."
ISI Short Book Reviews, April 2002
JOURNAL OF MATHEMATICAL PSYCHOLOGY
"This book is an excellent introduction to Bayesian statistics and decision making. The author does an outstanding job in explicating the Bayesian research program and in discussing how Bayesian statistics differs form fiducial inference and from the Newman-Pearson likelihood approach…The book would be well suited for a graduate-level course in a mathematical statistics department. There are numerous examples and exercises to enhance a deeper understanding of the material. The writing is authoritative, comprehensive, and scholarly."
"This book is a publication in the well-known Springer Series in statistics published in 2001. It is a textbook that presents an introduction to Bayesian statistics and decision theory for graduate level course … . The textbook contains a wealth of references to the literature; therefore it can also be recommended as an important reference book for statistical researchers. … for those who want to make a Bayesian choice, I recommend that you make your choice by getting hold of Robert’s book, The Bayesian Choice." (Jan du Plessis, Newsletter of the South African Statistical Association, June, 2003)
"This is the second edition of theauthor’s graduate level textbook ‘The Bayesian choice: a decision-theoretic motivation.’ … The present book is a revised edition. It includes important advances that have taken place since then. Different from the previous edition is the decreased emphasis on decision-theoretic principles. Nevertheless, the connection between Bayesian Statistics and Decision Theory is developed. Moreover, the author emphasizes the increasing importance of computational techniques." (Krzysztof Piasecki, Zentralblatt MATH, Vol. 980, 2002)
SHORT BOOK REVIEWS
"The text reads fluently and beautifully throughout, with light, good-humoured touches that warm the reader without being intrusive. There are many examples and exercises, some of which draw out the essence of work of other authors. Each chapter ends with a "Notes" section containing further brief descriptions of research papers. A reference section lists about eight hundred and sixty references. Each chapter begins with a quotation from "The Wheel of Time" a sequence of books by Robert Jordan. Only a few displays and equations have numbers attached. This is an extremely fine, exceptional text of the highest quality."
ISI Short Book Reviews, April 2002
JOURNAL OF MATHEMATICAL PSYCHOLOGY
"This book is an excellent introduction to Bayesian statistics and decision making. The author does an outstanding job in explicating the Bayesian research program and in discussing how Bayesian statistics differs form fiducial inference and from the Newman-Pearson likelihood approach…The book would be well suited for a graduate-level course in a mathematical statistics department. There are numerous examples and exercises to enhance a deeper understanding of the material. The writing is authoritative, comprehensive, and scholarly."
"This book is a publication in the well-known Springer Series in statistics published in 2001. It is a textbook that presents an introduction to Bayesian statistics and decision theory for graduate level course … . The textbook contains a wealth of references to the literature; therefore it can also be recommended as an important reference book for statistical researchers. … for those who want to make a Bayesian choice, I recommend that you make your choice by getting hold of Robert’s book, The Bayesian Choice." (Jan du Plessis, Newsletter of the South African Statistical Association, June, 2003)
"This is the second edition of theauthor’s graduate level textbook ‘The Bayesian choice: a decision-theoretic motivation.’ … The present book is a revised edition. It includes important advances that have taken place since then. Different from the previous edition is the decreased emphasis on decision-theoretic principles. Nevertheless, the connection between Bayesian Statistics and Decision Theory is developed. Moreover, the author emphasizes the increasing importance of computational techniques." (Krzysztof Piasecki, Zentralblatt MATH, Vol. 980, 2002)
Textul de pe ultima copertă
Winner of the 2004 DeGroot Prize
This paperback edition, a reprint of the 2001 edition, is a graduate-level textbook that introduces Bayesian statistics and decision theory. It covers both the basic ideas of statistical theory, and also some of the more modern and advanced topics of Bayesian statistics such as complete class theorems, the Stein effect, Bayesian model choice, hierarchical and empirical Bayes modeling, Monte Carlo integration including Gibbs sampling, and other MCMC techniques. It was awarded the 2004 DeGroot Prize by the International Society for Bayesian Analysis (ISBA) for setting "a new standard for modern textbooks dealing with Bayesian methods, especially those using MCMC techniques, and that it is a worthy successor to DeGroot's and Berger's earlier texts".
Christian P. Robert is Professor of Statistics in the Applied Mathematics
Department at the Université Paris Dauphine, and Head of the Statistics Laboratory at the Center for Research in Economics and Statistics (CREST) of the National Institute for Statistics and Economic Studies (INSEE) in Paris. In addition to many papers on Bayesian statistics, simulation methods, and decision theory, he has written four other books, including Monte Carlo Statistical Method (Springer 2004) with George Casella and Bayesian Core (Springer 2007) with Jean-Michel Marin. He has served or is serving as associate editor for the Annals of Statistics, Bayesian Analysis, the Journal of the American Statistical Association, Statistical Science, and Sankhya. and is editor of the Journal of the Royal Statistical Society (Series B) from 2006–2009. He is a fellow of the Institute of Mathematical Statistics, and received the 1995 Young Statistician Award of the Société de Statistique de Paris.
Review of the second edition:
"The text reads fluently and beautifully throughout, with light, good-humouredtouches that warm the reader without being intrusive. There are many examples and exercises, some of which draw out the essence of work of other authors. Only a few displays and equations have numbers attached. This is an extremely fine, exceptional text of the highest quality." (ISI Short Book Reviews)
This paperback edition, a reprint of the 2001 edition, is a graduate-level textbook that introduces Bayesian statistics and decision theory. It covers both the basic ideas of statistical theory, and also some of the more modern and advanced topics of Bayesian statistics such as complete class theorems, the Stein effect, Bayesian model choice, hierarchical and empirical Bayes modeling, Monte Carlo integration including Gibbs sampling, and other MCMC techniques. It was awarded the 2004 DeGroot Prize by the International Society for Bayesian Analysis (ISBA) for setting "a new standard for modern textbooks dealing with Bayesian methods, especially those using MCMC techniques, and that it is a worthy successor to DeGroot's and Berger's earlier texts".
Christian P. Robert is Professor of Statistics in the Applied Mathematics
Department at the Université Paris Dauphine, and Head of the Statistics Laboratory at the Center for Research in Economics and Statistics (CREST) of the National Institute for Statistics and Economic Studies (INSEE) in Paris. In addition to many papers on Bayesian statistics, simulation methods, and decision theory, he has written four other books, including Monte Carlo Statistical Method (Springer 2004) with George Casella and Bayesian Core (Springer 2007) with Jean-Michel Marin. He has served or is serving as associate editor for the Annals of Statistics, Bayesian Analysis, the Journal of the American Statistical Association, Statistical Science, and Sankhya. and is editor of the Journal of the Royal Statistical Society (Series B) from 2006–2009. He is a fellow of the Institute of Mathematical Statistics, and received the 1995 Young Statistician Award of the Société de Statistique de Paris.
Review of the second edition:
"The text reads fluently and beautifully throughout, with light, good-humouredtouches that warm the reader without being intrusive. There are many examples and exercises, some of which draw out the essence of work of other authors. Only a few displays and equations have numbers attached. This is an extremely fine, exceptional text of the highest quality." (ISI Short Book Reviews)
Caracteristici
New in paperback, winner of the 2004 De. Request lecturer material: sn.pub/lecturer-material
Descriere
This is an introduction to Bayesian statistics and decision theory, including advanced topics such as Monte Carlo methods. This new edition contains several revised chapters and a new chapter on model choice.