Statistical Decision Theory and Bayesian Analysis

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Publisher : Springer Science & Business Media
ISBN 13 : 147574286X
Total Pages : 633 pages
Book Rating : 4.4/5 (757 download)

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Book Synopsis Statistical Decision Theory and Bayesian Analysis by : James O. Berger

Download or read book Statistical Decision Theory and Bayesian Analysis written by James O. Berger and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 633 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this new edition the author has added substantial material on Bayesian analysis, including lengthy new sections on such important topics as empirical and hierarchical Bayes analysis, Bayesian calculation, Bayesian communication, and group decision making. With these changes, the book can be used as a self-contained introduction to Bayesian analysis. In addition, much of the decision-theoretic portion of the text was updated, including new sections covering such modern topics as minimax multivariate (Stein) estimation.

An Empirical Bayes Approach to Statistics

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Publisher :
ISBN 13 :
Total Pages : 24 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis An Empirical Bayes Approach to Statistics by : Herbert Robbins

Download or read book An Empirical Bayes Approach to Statistics written by Herbert Robbins and published by . This book was released on 1955 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Statistical Decision Problems

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Publisher : Springer Science & Business Media
ISBN 13 : 1461484715
Total Pages : 254 pages
Book Rating : 4.4/5 (614 download)

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Book Synopsis Statistical Decision Problems by : Michael Zabarankin

Download or read book Statistical Decision Problems written by Michael Zabarankin and published by Springer Science & Business Media. This book was released on 2013-12-16 with total page 254 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statistical Decision Problems presents a quick and concise introduction into the theory of risk, deviation and error measures that play a key role in statistical decision problems. It introduces state-of-the-art practical decision making through twenty-one case studies from real-life applications. The case studies cover a broad area of topics and the authors include links with source code and data, a very helpful tool for the reader. In its core, the text demonstrates how to use different factors to formulate statistical decision problems arising in various risk management applications, such as optimal hedging, portfolio optimization, cash flow matching, classification, and more. The presentation is organized into three parts: selected concepts of statistical decision theory, statistical decision problems, and case studies with portfolio safeguard. The text is primarily aimed at practitioners in the areas of risk management, decision making, and statistics. However, the inclusion of a fair bit of mathematical rigor renders this monograph an excellent introduction to the theory of general error, deviation, and risk measures for graduate students. It can be used as supplementary reading for graduate courses including statistical analysis, data mining, stochastic programming, financial engineering, to name a few. The high level of detail may serve useful to applied mathematicians, engineers, and statisticians interested in modeling and managing risk in various applications.

Bayesian Data Analysis, Third Edition

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Publisher : CRC Press
ISBN 13 : 1439840954
Total Pages : 677 pages
Book Rating : 4.4/5 (398 download)

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Book Synopsis Bayesian Data Analysis, Third Edition by : Andrew Gelman

Download or read book Bayesian Data Analysis, Third Edition written by Andrew Gelman and published by CRC Press. This book was released on 2013-11-01 with total page 677 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Statistical Decision Theory

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Publisher : Springer Science & Business Media
ISBN 13 : 147571727X
Total Pages : 440 pages
Book Rating : 4.4/5 (757 download)

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Book Synopsis Statistical Decision Theory by : James Berger

Download or read book Statistical Decision Theory written by James Berger and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt: Decision theory is generally taught in one of two very different ways. When of opti taught by theoretical statisticians, it tends to be presented as a set of mathematical techniques mality principles, together with a collection of various statistical procedures. When useful in establishing the optimality taught by applied decision theorists, it is usually a course in Bayesian analysis, showing how this one decision principle can be applied in various practical situations. The original goal I had in writing this book was to find some middle ground. I wanted a book which discussed the more theoretical ideas and techniques of decision theory, but in a manner that was constantly oriented towards solving statistical problems. In particular, it seemed crucial to include a discussion of when and why the various decision prin ciples should be used, and indeed why decision theory is needed at all. This original goal seemed indicated by my philosophical position at the time, which can best be described as basically neutral. I felt that no one approach to decision theory (or statistics) was clearly superior to the others, and so planned a rather low key and impartial presentation of the competing ideas. In the course of writing the book, however, I turned into a rabid Bayesian. There was no single cause for this conversion; just a gradual realization that things seemed to ultimately make sense only when looked at from the Bayesian viewpoint.

Mathematical Statistics

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Publisher : Academic Press
ISBN 13 : 1483221237
Total Pages : 409 pages
Book Rating : 4.4/5 (832 download)

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Book Synopsis Mathematical Statistics by : Thomas S. Ferguson

Download or read book Mathematical Statistics written by Thomas S. Ferguson and published by Academic Press. This book was released on 2014-07-10 with total page 409 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematical Statistics: A Decision Theoretic Approach presents an investigation of the extent to which problems of mathematical statistics may be treated by decision theory approach. This book deals with statistical theory that could be justified from a decision-theoretic viewpoint. Organized into seven chapters, this book begins with an overview of the elements of decision theory that are similar to those of the theory of games. This text then examines the main theorems of decision theory that involve two more notions, namely the admissibility of a decision rule and the completeness of a class of decision rules. Other chapters consider the development of theorems in decision theory that are valid in general situations. This book discusses as well the invariance principle that involves groups of transformations over the three spaces around which decision theory is built. The final chapter deals with sequential decision problems. This book is a valuable resource for first-year graduate students in mathematics.

NBS Special Publication

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Publisher :
ISBN 13 :
Total Pages : 574 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis NBS Special Publication by :

Download or read book NBS Special Publication written by and published by . This book was released on 1970 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Bayesian Statistics for Experimental Scientists

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Publisher : MIT Press
ISBN 13 : 0262360705
Total Pages : 473 pages
Book Rating : 4.2/5 (623 download)

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Book Synopsis Bayesian Statistics for Experimental Scientists by : Richard A. Chechile

Download or read book Bayesian Statistics for Experimental Scientists written by Richard A. Chechile and published by MIT Press. This book was released on 2020-09-08 with total page 473 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to the Bayesian approach to statistical inference that demonstrates its superiority to orthodox frequentist statistical analysis. This book offers an introduction to the Bayesian approach to statistical inference, with a focus on nonparametric and distribution-free methods. It covers not only well-developed methods for doing Bayesian statistics but also novel tools that enable Bayesian statistical analyses for cases that previously did not have a full Bayesian solution. The book's premise is that there are fundamental problems with orthodox frequentist statistical analyses that distort the scientific process. Side-by-side comparisons of Bayesian and frequentist methods illustrate the mismatch between the needs of experimental scientists in making inferences from data and the properties of the standard tools of classical statistics.

Statistical Decision Theory in Adaptive Control Systems

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Publisher : Elsevier
ISBN 13 : 148326677X
Total Pages : 231 pages
Book Rating : 4.4/5 (832 download)

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Book Synopsis Statistical Decision Theory in Adaptive Control Systems by : Yoshikazu Sawaragi

Download or read book Statistical Decision Theory in Adaptive Control Systems written by Yoshikazu Sawaragi and published by Elsevier. This book was released on 2016-06-03 with total page 231 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematics in Science and Engineering, Volume 39: Statistical Decision Theory in Adaptive Control Systems focuses on the combination of control theory with statistical decision theory. This volume is divided into nine chapters. Chapter 1 reviews the history of control theory and introduces statistical decision theory. The mathematical description of random processes is covered in Chapter 2. In Chapter 3, the basic concept of statistical decision theory is treated, while in Chapter 4, the method of solving statistical decision problems is described. The application of statistical decision concepts to control problems is explained in Chapter 5. Chapter 6 elaborates a method of designing an adaptive control system. An application of the sequential decision procedure to the design of decision adaptive control systems is illustrated in Chapter 7. Chapter 8 is devoted to the description of a method of the adaptive adjustment of parameters contained in nonlinear control systems, followed by a discussion of the future problems in applications of statistical decision theory to control processes in the last chapter. This book is recommended for students and researchers concerned with statistical decision theory in adaptive control systems.

An Author and Permuted Title Index to Selected Statistical Journals

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Publisher :
ISBN 13 :
Total Pages : 520 pages
Book Rating : 4.E/5 ( download)

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Book Synopsis An Author and Permuted Title Index to Selected Statistical Journals by :

Download or read book An Author and Permuted Title Index to Selected Statistical Journals written by and published by . This book was released on 1970 with total page 520 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Comparison of Statistical Experiments

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Publisher : Cambridge University Press
ISBN 13 : 9780521250306
Total Pages : 706 pages
Book Rating : 4.2/5 (53 download)

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Book Synopsis Comparison of Statistical Experiments by : Erik Torgersen

Download or read book Comparison of Statistical Experiments written by Erik Torgersen and published by Cambridge University Press. This book was released on 1991-03-14 with total page 706 pages. Available in PDF, EPUB and Kindle. Book excerpt: There are a number of important questions associated with statistical experiments: when does one given experiment yield more information than another; how can we measure the difference in information; how fast does information accumulate by repeating the experiment? The means of answering such questions has emerged from the work of Wald, Blackwell, LeCam and others and is based on the ideas of risk and deficiency. The present work which is devoted to the various methods of comparing statistical experiments, is essentially self-contained, requiring only some background in measure theory and functional analysis. Chapters introducing statistical experiments and the necessary convex analysis begin the book and are followed by others on game theory, decision theory and vector lattices. The notion of deficiency, which measures the difference in information between two experiments, is then introduced. The relation between it and other concepts, such as sufficiency, randomisation, distance, ordering, equivalence, completeness and convergence are explored. This is a comprehensive treatment of the subject and will be an essential reference for mathematical statisticians.

Bayesian Decision Analysis

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Publisher : Cambridge University Press
ISBN 13 : 1139491113
Total Pages : 349 pages
Book Rating : 4.1/5 (394 download)

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Book Synopsis Bayesian Decision Analysis by : Jim Q. Smith

Download or read book Bayesian Decision Analysis written by Jim Q. Smith and published by Cambridge University Press. This book was released on 2010-09-23 with total page 349 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bayesian decision analysis supports principled decision making in complex domains. This textbook takes the reader from a formal analysis of simple decision problems to a careful analysis of the sometimes very complex and data rich structures confronted by practitioners. The book contains basic material on subjective probability theory and multi-attribute utility theory, event and decision trees, Bayesian networks, influence diagrams and causal Bayesian networks. The author demonstrates when and how the theory can be successfully applied to a given decision problem, how data can be sampled and expert judgements elicited to support this analysis, and when and how an effective Bayesian decision analysis can be implemented. Evolving from a third-year undergraduate course taught by the author over many years, all of the material in this book will be accessible to a student who has completed introductory courses in probability and mathematical statistics.

Breakthroughs in Statistics

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Publisher : Springer Science & Business Media
ISBN 13 : 1461206677
Total Pages : 576 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Breakthroughs in Statistics by : Samuel Kotz

Download or read book Breakthroughs in Statistics written by Samuel Kotz and published by Springer Science & Business Media. This book was released on 2013-12-01 with total page 576 pages. Available in PDF, EPUB and Kindle. Book excerpt: Volume III includes more selections of articles that have initiated fundamental changes in statistical methodology. It contains articles published before 1980 that were overlooked in the previous two volumes plus articles from the 1980's - all of them chosen after consulting many of today's leading statisticians.

Statistical Decision Theory

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Publisher : Springer Science & Business Media
ISBN 13 : 0387731946
Total Pages : 696 pages
Book Rating : 4.3/5 (877 download)

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Book Synopsis Statistical Decision Theory by : F. Liese

Download or read book Statistical Decision Theory written by F. Liese and published by Springer Science & Business Media. This book was released on 2008-12-30 with total page 696 pages. Available in PDF, EPUB and Kindle. Book excerpt: For advanced graduate students, this book is a one-stop shop that presents the main ideas of decision theory in an organized, balanced, and mathematically rigorous manner, while observing statistical relevance. All of the major topics are introduced at an elementary level, then developed incrementally to higher levels. The book is self-contained as it provides full proofs, worked-out examples, and problems. The authors present a rigorous account of the concepts and a broad treatment of the major results of classical finite sample size decision theory and modern asymptotic decision theory. With its broad coverage of decision theory, this book fills the gap between standard graduate texts in mathematical statistics and advanced monographs on modern asymptotic theory.

Methods of Optimal Statistical Decisions, Optimal Control, and Stochastic Differential Equations

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Publisher : Xlibris Corporation
ISBN 13 : 1462807178
Total Pages : 320 pages
Book Rating : 4.4/5 (628 download)

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Book Synopsis Methods of Optimal Statistical Decisions, Optimal Control, and Stochastic Differential Equations by : Ellida M. Khazen

Download or read book Methods of Optimal Statistical Decisions, Optimal Control, and Stochastic Differential Equations written by Ellida M. Khazen and published by Xlibris Corporation. This book was released on 2009-11-16 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides the reader with some insight into the mathematical models of random processes with continuous time, stochastic differential equations and stochastic integrals. An advanced development of the mathematical methods of optimal statistical decisions, statistical sequential analysis, and informational estimation of risks, and new methods and solutions to the important problems of the theory of optimal control are presented. The new original results obtained by this author and published shortly in her numerous scientific-research papers are presented in a systematic way in this book. The book is intended for engineers, students, post-graduate students, and scientist researchers. The presentation of the material is accessible to engineers.

Frontiers of Statistical Decision Making and Bayesian Analysis

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Publisher : Springer Science & Business Media
ISBN 13 : 1441969446
Total Pages : 631 pages
Book Rating : 4.4/5 (419 download)

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Book Synopsis Frontiers of Statistical Decision Making and Bayesian Analysis by : Ming-Hui Chen

Download or read book Frontiers of Statistical Decision Making and Bayesian Analysis written by Ming-Hui Chen and published by Springer Science & Business Media. This book was released on 2010-07-24 with total page 631 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Bayesian Networks and Decision Graphs

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Publisher : Springer Science & Business Media
ISBN 13 : 0387682821
Total Pages : 457 pages
Book Rating : 4.3/5 (876 download)

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Book Synopsis Bayesian Networks and Decision Graphs by : Thomas Dyhre Nielsen

Download or read book Bayesian Networks and Decision Graphs written by Thomas Dyhre Nielsen and published by Springer Science & Business Media. This book was released on 2009-03-17 with total page 457 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a brand new edition of an essential work on Bayesian networks and decision graphs. It is an introduction to probabilistic graphical models including Bayesian networks and influence diagrams. The reader is guided through the two types of frameworks with examples and exercises, which also give instruction on how to build these models. Structured in two parts, the first section focuses on probabilistic graphical models, while the second part deals with decision graphs, and in addition to the frameworks described in the previous edition, it also introduces Markov decision process and partially ordered decision problems.