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Cover: 9781107035904 | Bayesian Probability Theory | Udo Von Toussaint | Buch | Englisch
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Bayesian Probability Theory
Buch von Udo Von Toussaint
Sprache: Englisch

107,95 €*

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Lieferzeit 1-2 Wochen

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Beschreibung
From the basics to the forefront of modern research, this book presents all aspects of probability theory, statistics and data analysis from a Bayesian perspective for physicists and engineers. The book presents the roots, applications and numerical implementation of probability theory, and covers advanced topics such as maximum entropy distributions, stochastic processes, parameter estimation, model selection, hypothesis testing and experimental design. In addition, it explores state-of-the art numerical techniques required to solve demanding real-world problems. The book is ideal for students and researchers in physical sciences and engineering.
From the basics to the forefront of modern research, this book presents all aspects of probability theory, statistics and data analysis from a Bayesian perspective for physicists and engineers. The book presents the roots, applications and numerical implementation of probability theory, and covers advanced topics such as maximum entropy distributions, stochastic processes, parameter estimation, model selection, hypothesis testing and experimental design. In addition, it explores state-of-the art numerical techniques required to solve demanding real-world problems. The book is ideal for students and researchers in physical sciences and engineering.
Über den Autor
Wolfgang von der Linden is Professor for Theoretical and Computational Physics at the Graz University of Technology. His research area is statistical physics with focus on strongly correlated quantum-many-body physics, based on computational techniques.
Zusammenfassung
Covering all aspects of probability theory, statistics and data analysis from a Bayesian perspective, this book is ideal for graduate students and researchers. It presents the roots, applications and numerical implementation of probability theory, covers advanced topics and features real-world problems.
Inhaltsverzeichnis
Preface; Part I. Introduction: 1. The meaning of probability; 2. Basic definitions; 3. Bayesian inference; 4. Combinatrics; 5. Random walks; 6. Limit theorems; 7. Continuous distributions; 8. The central limit theorem; 9. Poisson processes and waiting times; Part II. Assigning Probabilities: 10. Transformation invariance; 11. Maximum entropy; 12. Qualified maximum entropy; 13. Global smoothness; Part III. Parameter Estimation: 14. Bayesian parameter estimation; 15. Frequentist parameter estimation; 16. The Cramer-Rao inequality; Part IV. Testing Hypotheses: 17. The Bayesian way; 18. The frequentist way; 19. Sampling distributions; 20. Bayesian vs frequentist hypothesis tests; Part V. Real World Applications: 21. Regression; 22. Inconsistent data; 23. Unrecognized signal contributions; 24. Change point problems; 25. Function estimation; 26. Integral equations; 27. Model selection; 28. Bayesian experimental design; Part VI. Probabilistic Numerical Techniques: 29. Numerical integration; 30. Monte Carlo methods; 31. Nested sampling; Appendixes; References; Index.
Details
Erscheinungsjahr: 2014
Fachbereich: Allgemeines
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Thema: Lexika
Medium: Buch
ISBN-13: 9781107035904
ISBN-10: 1107035902
Sprache: Englisch
Ausstattung / Beilage: HC gerader Rücken kaschiert
Einband: Gebunden
Autor: Toussaint, Udo Von
Hersteller: Cambridge University Press
Maße: 250 x 175 x 39 mm
Von/Mit: Udo Von Toussaint
Erscheinungsdatum: 12.06.2014
Gewicht: 1,289 kg
Artikel-ID: 105175456
Über den Autor
Wolfgang von der Linden is Professor for Theoretical and Computational Physics at the Graz University of Technology. His research area is statistical physics with focus on strongly correlated quantum-many-body physics, based on computational techniques.
Zusammenfassung
Covering all aspects of probability theory, statistics and data analysis from a Bayesian perspective, this book is ideal for graduate students and researchers. It presents the roots, applications and numerical implementation of probability theory, covers advanced topics and features real-world problems.
Inhaltsverzeichnis
Preface; Part I. Introduction: 1. The meaning of probability; 2. Basic definitions; 3. Bayesian inference; 4. Combinatrics; 5. Random walks; 6. Limit theorems; 7. Continuous distributions; 8. The central limit theorem; 9. Poisson processes and waiting times; Part II. Assigning Probabilities: 10. Transformation invariance; 11. Maximum entropy; 12. Qualified maximum entropy; 13. Global smoothness; Part III. Parameter Estimation: 14. Bayesian parameter estimation; 15. Frequentist parameter estimation; 16. The Cramer-Rao inequality; Part IV. Testing Hypotheses: 17. The Bayesian way; 18. The frequentist way; 19. Sampling distributions; 20. Bayesian vs frequentist hypothesis tests; Part V. Real World Applications: 21. Regression; 22. Inconsistent data; 23. Unrecognized signal contributions; 24. Change point problems; 25. Function estimation; 26. Integral equations; 27. Model selection; 28. Bayesian experimental design; Part VI. Probabilistic Numerical Techniques: 29. Numerical integration; 30. Monte Carlo methods; 31. Nested sampling; Appendixes; References; Index.
Details
Erscheinungsjahr: 2014
Fachbereich: Allgemeines
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Thema: Lexika
Medium: Buch
ISBN-13: 9781107035904
ISBN-10: 1107035902
Sprache: Englisch
Ausstattung / Beilage: HC gerader Rücken kaschiert
Einband: Gebunden
Autor: Toussaint, Udo Von
Hersteller: Cambridge University Press
Maße: 250 x 175 x 39 mm
Von/Mit: Udo Von Toussaint
Erscheinungsdatum: 12.06.2014
Gewicht: 1,289 kg
Artikel-ID: 105175456
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