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Author : Damaris Santana
Publisher :
ISBN 13 :
Total Pages : 104 pages
Book Rating : 4.E/5 ( download)
Download or read book An MCEM Algorithm for the State-space Model with Missing Observations written by Damaris Santana and published by . This book was released on 2001 with total page 104 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Olivier Cappé
Publisher : Springer Science & Business Media
ISBN 13 : 0387289828
Total Pages : 656 pages
Book Rating : 4.3/5 (872 download)
Download or read book Inference in Hidden Markov Models written by Olivier Cappé and published by Springer Science & Business Media. This book was released on 2006-04-12 with total page 656 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory. Topics range from filtering and smoothing of the hidden Markov chain to parameter estimation, Bayesian methods and estimation of the number of states. In a unified way the book covers both models with finite state spaces and models with continuous state spaces (also called state-space models) requiring approximate simulation-based algorithms that are also described in detail. Many examples illustrate the algorithms and theory. This book builds on recent developments to present a self-contained view.
Author : Peter X. -K. Song
Publisher : Springer Science & Business Media
ISBN 13 : 038771393X
Total Pages : 352 pages
Book Rating : 4.3/5 (877 download)
Download or read book Correlated Data Analysis: Modeling, Analytics, and Applications written by Peter X. -K. Song and published by Springer Science & Business Media. This book was released on 2007-06-30 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers recent developments in correlated data analysis. It utilizes the class of dispersion models as marginal components in the formulation of joint models for correlated data. This enables the book to cover a broader range of data types than the traditional generalized linear models. The reader is provided with a systematic treatment for the topic of estimating functions, and both generalized estimating equations (GEE) and quadratic inference functions (QIF) are studied as special cases. In addition to the discussions on marginal models and mixed-effects models, this book covers new topics on joint regression analysis based on Gaussian copulas.
Author : Peter J. Brockwell
Publisher : Springer
ISBN 13 : 3319298542
Total Pages : 428 pages
Book Rating : 4.3/5 (192 download)
Download or read book Introduction to Time Series and Forecasting written by Peter J. Brockwell and published by Springer. This book was released on 2016-08-19 with total page 428 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is aimed at the reader who wishes to gain a working knowledge of time series and forecasting methods as applied to economics, engineering and the natural and social sciences. It assumes knowledge only of basic calculus, matrix algebra and elementary statistics. This third edition contains detailed instructions for the use of the professional version of the Windows-based computer package ITSM2000, now available as a free download from the Springer Extras website. The logic and tools of time series model-building are developed in detail. Numerous exercises are included and the software can be used to analyze and forecast data sets of the user's own choosing. The book can also be used in conjunction with other time series packages such as those included in R. The programs in ITSM2000 however are menu-driven and can be used with minimal investment of time in the computational details. The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models, with an optional chapter on spectral analysis. Many additional special topics are also covered. New to this edition: A chapter devoted to Financial Time Series Introductions to Brownian motion, Lévy processes and Itô calculus An expanded section on continuous-time ARMA processes
Author : Konstantinos Fokianos
Publisher : CRC Press
ISBN 13 : 9781482248050
Total Pages : 220 pages
Book Rating : 4.2/5 (48 download)
Download or read book Count Time Series written by Konstantinos Fokianos and published by CRC Press. This book was released on 2020-06-30 with total page 220 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Nawaz Mohamudally
Publisher : IntechOpen
ISBN 13 : 9535137425
Total Pages : 182 pages
Book Rating : 4.5/5 (351 download)
Download or read book Time Series Analysis and Applications written by Nawaz Mohamudally and published by IntechOpen. This book was released on 2018-01-24 with total page 182 pages. Available in PDF, EPUB and Kindle. Book excerpt: Time Series Analysis (TSA) and Applications offers a dense content of current research and development in the field of data science. The book presents time series from a multidisciplinary approach that covers a wide range of sectors ranging from biostatistics to renewable energy forecasting. Contrary to previous literatures on time, serious readers will discover the potential of TSA in areas other than finance or weather forecasting. The choice of the algorithmic transform for different scenarios, which is a key determinant in the application of TSA, can be understood through the diverse domain applications. Readers looking for deep understanding and practicability of TSA will be delighted. Early career researchers too will appreciate the technicalities and refined mathematical complexities surrounding TSA. Our wish is that this book adds to the body of TSA knowledge and opens up avenues for those who are looking forward to applying TSA in their own context.
Author : Roger Payne
Publisher : Springer Science & Business Media
ISBN 13 : 366201131X
Total Pages : 508 pages
Book Rating : 4.6/5 (62 download)
Download or read book COMPSTAT written by Roger Payne and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 508 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Volume contains the Keynote, Invited and Full Contributed papers presented at COMPSTAT'98. A companion volume (Payne & Lane, 1998) contains papers describing the Short Communications and Posters. COMPSTAT is a one-week conference held every two years under the auspices of the International Association of Statistical Computing, a section of the International Statistical Institute. COMPSTAT'98 is organised by IACR-Rothamsted, IACR-Long Ashton, the University of Bristol Department of Mathematics and the University of Bath Department of Mathematical Sciences. It is taking place from 24-28 August 1998 at University of Bristol. Previous COMPSTATs (from 1974-1996) were in Vienna, Berlin, Leiden, Edinburgh, Toulouse, Prague, Rome, Copenhagen, Dubrovnik, Neuchatel, Vienna and Barcelona. The conference is the main European forum for developments at the interface between statistics and computing. This was encapsulated as follows in the COMPSTAT'98 Call for Papers. Statistical computing provides the link between statistical theory and applied statistics. The scientific programme of COMPSTAT ranges over all aspects of this link, from the development and implementation of new computer-based statistical methodology through to innovative applications and software evaluation. The programme should appeal to anyone working in statistics and using computers, whether in universities, industrial companies, research institutes or as software developers.
Author : David Barber
Publisher : Cambridge University Press
ISBN 13 : 0521196760
Total Pages : 432 pages
Book Rating : 4.5/5 (211 download)
Download or read book Bayesian Time Series Models written by David Barber and published by Cambridge University Press. This book was released on 2011-08-11 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first unified treatment of time series modelling techniques spanning machine learning, statistics, engineering and computer science.
Author : Christian Robert
Publisher : Springer Science & Business Media
ISBN 13 : 1441915753
Total Pages : 297 pages
Book Rating : 4.4/5 (419 download)
Download or read book Introducing Monte Carlo Methods with R written by Christian Robert and published by Springer Science & Business Media. This book was released on 2010 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers the main tools used in statistical simulation from a programmer’s point of view, explaining the R implementation of each simulation technique and providing the output for better understanding and comparison.
Author : Randal Douc
Publisher : CRC Press
ISBN 13 : 1466502347
Total Pages : 548 pages
Book Rating : 4.4/5 (665 download)
Download or read book Nonlinear Time Series written by Randal Douc and published by CRC Press. This book was released on 2014-01-06 with total page 548 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text emphasizes nonlinear models for a course in time series analysis. After introducing stochastic processes, Markov chains, Poisson processes, and ARMA models, the authors cover functional autoregressive, ARCH, threshold AR, and discrete time series models as well as several complementary approaches. They discuss the main limit theorems for Markov chains, useful inequalities, statistical techniques to infer model parameters, and GLMs. Moving on to HMM models, the book examines filtering and smoothing, parametric and nonparametric inference, advanced particle filtering, and numerical methods for inference.
Author : Geoffrey J. McLachlan
Publisher : John Wiley & Sons
ISBN 13 : 0470191600
Total Pages : 399 pages
Book Rating : 4.4/5 (71 download)
Download or read book The EM Algorithm and Extensions written by Geoffrey J. McLachlan and published by John Wiley & Sons. This book was released on 2007-11-09 with total page 399 pages. Available in PDF, EPUB and Kindle. Book excerpt: The only single-source——now completely updated and revised——to offer a unified treatment of the theory, methodology, and applications of the EM algorithm Complete with updates that capture developments from the past decade, The EM Algorithm and Extensions, Second Edition successfully provides a basic understanding of the EM algorithm by describing its inception, implementation, and applicability in numerous statistical contexts. In conjunction with the fundamentals of the topic, the authors discuss convergence issues and computation of standard errors, and, in addition, unveil many parallels and connections between the EM algorithm and Markov chain Monte Carlo algorithms. Thorough discussions on the complexities and drawbacks that arise from the basic EM algorithm, such as slow convergence and lack of an in-built procedure to compute the covariance matrix of parameter estimates, are also presented. While the general philosophy of the First Edition has been maintained, this timely new edition has been updated, revised, and expanded to include: New chapters on Monte Carlo versions of the EM algorithm and generalizations of the EM algorithm New results on convergence, including convergence of the EM algorithm in constrained parameter spaces Expanded discussion of standard error computation methods, such as methods for categorical data and methods based on numerical differentiation Coverage of the interval EM, which locates all stationary points in a designated region of the parameter space Exploration of the EM algorithm's relationship with the Gibbs sampler and other Markov chain Monte Carlo methods Plentiful pedagogical elements—chapter introductions, lists of examples, author and subject indices, computer-drawn graphics, and a related Web site The EM Algorithm and Extensions, Second Edition serves as an excellent text for graduate-level statistics students and is also a comprehensive resource for theoreticians, practitioners, and researchers in the social and physical sciences who would like to extend their knowledge of the EM algorithm.
Author :
Publisher :
ISBN 13 :
Total Pages : 596 pages
Book Rating : 4.3/5 (243 download)
Download or read book Journal of the Royal Statistical Society written by and published by . This book was released on 2006 with total page 596 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Bob Orchard
Publisher : Springer
ISBN 13 : 3540246770
Total Pages : 1293 pages
Book Rating : 4.5/5 (42 download)
Download or read book Innovations in Applied Artificial Intelligence written by Bob Orchard and published by Springer. This book was released on 2004-04-22 with total page 1293 pages. Available in PDF, EPUB and Kindle. Book excerpt: “Intelligent systems must perform in order to be in demand. ” Intelligent systems technology is being applied steadily in solving many day-to-day problems. Each year the list of real-world deployed applications that inconspicuously host the results of research in the area grows considerably. These applications are having a significant impact in industrial operations, in financial circles, in transportation, in education, in medicine, in consumer products, in games and elsewhere. A set of selected papers presented at the seventeenth in the series of conferences on Industrial and Engineering Applications of Artificial Intelligence and Expert Systems (IEA/AIE 2004), sponsored by the International Society of Applied Intelligence, is offered in this manuscript. These papers highlight novel applications of the technology and show how new research could lead to new and innovative applications. We hope that you find these papers to be educational, useful in your own research, and stimulating. In addition, we have introduced some special sessions to emphasize a few areas of artificial intelligence (AI) that are either relatively new, have received considerable attention recently or perhaps have not yet been represented well. To this end, we have included special sessions on e-learning, bioinformatics, and human-robot interaction (HRI) to complement the usual offerings in areas such as data mining, machine learning, intelligent systems, neural networks, genetic algorithms, autonomous agents, natural language processing, intelligent user interfaces, evolutionary computing, fuzzy logic, computer vision and image processing, reasoning, heuristic search, security, Internet applications, constraint satisfaction problems, design, and expert systems.
Author : Nicolas Chopin
Publisher : Springer Nature
ISBN 13 : 3030478459
Total Pages : 378 pages
Book Rating : 4.0/5 (34 download)
Download or read book An Introduction to Sequential Monte Carlo written by Nicolas Chopin and published by Springer Nature. This book was released on 2020-10-01 with total page 378 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a general introduction to Sequential Monte Carlo (SMC) methods, also known as particle filters. These methods have become a staple for the sequential analysis of data in such diverse fields as signal processing, epidemiology, machine learning, population ecology, quantitative finance, and robotics. The coverage is comprehensive, ranging from the underlying theory to computational implementation, methodology, and diverse applications in various areas of science. This is achieved by describing SMC algorithms as particular cases of a general framework, which involves concepts such as Feynman-Kac distributions, and tools such as importance sampling and resampling. This general framework is used consistently throughout the book. Extensive coverage is provided on sequential learning (filtering, smoothing) of state-space (hidden Markov) models, as this remains an important application of SMC methods. More recent applications, such as parameter estimation of these models (through e.g. particle Markov chain Monte Carlo techniques) and the simulation of challenging probability distributions (in e.g. Bayesian inference or rare-event problems), are also discussed. The book may be used either as a graduate text on Sequential Monte Carlo methods and state-space modeling, or as a general reference work on the area. Each chapter includes a set of exercises for self-study, a comprehensive bibliography, and a “Python corner,” which discusses the practical implementation of the methods covered. In addition, the book comes with an open source Python library, which implements all the algorithms described in the book, and contains all the programs that were used to perform the numerical experiments.
Author : Christian Robert
Publisher : Springer Science & Business Media
ISBN 13 : 1475741456
Total Pages : 670 pages
Book Rating : 4.4/5 (757 download)
Download or read book Monte Carlo Statistical Methods written by Christian Robert and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 670 pages. Available in PDF, EPUB and Kindle. Book excerpt: We have sold 4300 copies worldwide of the first edition (1999). This new edition contains five completely new chapters covering new developments.
Author : Garrett Fitzmaurice
Publisher : CRC Press
ISBN 13 : 142001157X
Total Pages : 633 pages
Book Rating : 4.4/5 (2 download)
Download or read book Longitudinal Data Analysis written by Garrett Fitzmaurice and published by CRC Press. This book was released on 2008-08-11 with total page 633 pages. Available in PDF, EPUB and Kindle. Book excerpt: Although many books currently available describe statistical models and methods for analyzing longitudinal data, they do not highlight connections between various research threads in the statistical literature. Responding to this void, Longitudinal Data Analysis provides a clear, comprehensive, and unified overview of state-of-the-art theory
Author : Francesco Bartolucci
Publisher : CRC Press
ISBN 13 : 1466583711
Total Pages : 253 pages
Book Rating : 4.4/5 (665 download)
Download or read book Latent Markov Models for Longitudinal Data written by Francesco Bartolucci and published by CRC Press. This book was released on 2012-10-29 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: Drawing on the authors' extensive research in the analysis of categorical longitudinal data, this book focuses on the formulation of latent Markov models and the practical use of these models. It demonstrates how to use the models in three types of analysis, with numerous examples illustrating how latent Markov models are used in economics, education, sociology, and other fields. The R and MATLAB routines used for the examples are available on the authors' website.
