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Bayesian Spectrum Analysis and Parameter Estimation
Taschenbuch von G. Larry Bretthorst
Sprache: Englisch

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Beschreibung
This work is essentially an extensive revision of my Ph.D. dissertation, [1J. It 1S primarily a research document on the application of probability theory to the parameter estimation problem. The people who will be interested in this material are physicists, economists, and engineers who have to deal with data on a daily basis; consequently, we have included a great deal of introductory and tutorial material. Any person with the equivalent of the mathematics background required for the graduate­ level study of physics should be able to follow the material contained in this book, though not without eIfort. From the time the dissertation was written until now (approximately one year) our understanding of the parameter estimation problem has changed extensively. We have tried to incorporate what we have learned into this book. I am indebted to a number of people who have aided me in preparing this docu­ ment: Dr. C. Ray Smith, Steve Finney, Juana Sunchez, Matthew Self, and Dr. Pat Gibbons who acted as readers and editors. In addition, I must extend my deepest thanks to Dr. Joseph Ackerman for his support during the time this manuscript was being prepared.
This work is essentially an extensive revision of my Ph.D. dissertation, [1J. It 1S primarily a research document on the application of probability theory to the parameter estimation problem. The people who will be interested in this material are physicists, economists, and engineers who have to deal with data on a daily basis; consequently, we have included a great deal of introductory and tutorial material. Any person with the equivalent of the mathematics background required for the graduate­ level study of physics should be able to follow the material contained in this book, though not without eIfort. From the time the dissertation was written until now (approximately one year) our understanding of the parameter estimation problem has changed extensively. We have tried to incorporate what we have learned into this book. I am indebted to a number of people who have aided me in preparing this docu­ ment: Dr. C. Ray Smith, Steve Finney, Juana Sunchez, Matthew Self, and Dr. Pat Gibbons who acted as readers and editors. In addition, I must extend my deepest thanks to Dr. Joseph Ackerman for his support during the time this manuscript was being prepared.
Inhaltsverzeichnis
1 Introduction.- 2 Single Stationary Sinusoid Plus Noise.- 3 The General Model Equation Plus Noise.- 4 Estimating the Parameters.- 5 Model Selection.- 6 Spectral Estimation.- 7 Applications.- 8 Summary and Conclusions.- A Choosing a Prior Probability.- B Improper Priors as Limits.- C Removing Nuisance Parameters.- D Uninformative Prior Probabilities.- E Computing the "Student t-Distribution".
Details
Erscheinungsjahr: 1988
Fachbereich: Allgemeines
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Seiten: 224
Reihe: Lecture Notes in Statistics
Inhalt: xii
209 S.
ISBN-13: 9780387968711
ISBN-10: 0387968717
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Bretthorst, G. Larry
Auflage: 1988
Hersteller: Springer New York
Springer US, New York, N.Y.
Lecture Notes in Statistics
Maße: 229 x 152 x 13 mm
Von/Mit: G. Larry Bretthorst
Erscheinungsdatum: 28.11.1988
Gewicht: 0,332 kg
preigu-id: 107102019
Inhaltsverzeichnis
1 Introduction.- 2 Single Stationary Sinusoid Plus Noise.- 3 The General Model Equation Plus Noise.- 4 Estimating the Parameters.- 5 Model Selection.- 6 Spectral Estimation.- 7 Applications.- 8 Summary and Conclusions.- A Choosing a Prior Probability.- B Improper Priors as Limits.- C Removing Nuisance Parameters.- D Uninformative Prior Probabilities.- E Computing the "Student t-Distribution".
Details
Erscheinungsjahr: 1988
Fachbereich: Allgemeines
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Seiten: 224
Reihe: Lecture Notes in Statistics
Inhalt: xii
209 S.
ISBN-13: 9780387968711
ISBN-10: 0387968717
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Bretthorst, G. Larry
Auflage: 1988
Hersteller: Springer New York
Springer US, New York, N.Y.
Lecture Notes in Statistics
Maße: 229 x 152 x 13 mm
Von/Mit: G. Larry Bretthorst
Erscheinungsdatum: 28.11.1988
Gewicht: 0,332 kg
preigu-id: 107102019
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