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This text is intended as a tutorial guide for senior undergraduates and research students in science and engineering. After explaining the basic principles of Bayesian probability theory, their use is illustrated with a variety of examples ranging from elementary parameter estimation to image
processing. Other topics covered include reliability analysis, multivariate optimization, least-squares and maximum likelihood, error-propagation, hypothesis testing, maximum entropy and experimental design.
The Second Edition of this successful tutorial book contains a new chapter on extensions to the ubiquitous least-squares procedure, allowing for the straightforward handling of outliers and unknown correlated noise, and a cutting-edge contribution from John Skilling on a novel numerical technique
for Bayesian computation called 'nested sampling'.
This text is intended as a tutorial guide for senior undergraduates and research students in science and engineering. After explaining the basic principles of Bayesian probability theory, their use is illustrated with a variety of examples ranging from elementary parameter estimation to image
processing. Other topics covered include reliability analysis, multivariate optimization, least-squares and maximum likelihood, error-propagation, hypothesis testing, maximum entropy and experimental design.
The Second Edition of this successful tutorial book contains a new chapter on extensions to the ubiquitous least-squares procedure, allowing for the straightforward handling of outliers and unknown correlated noise, and a cutting-edge contribution from John Skilling on a novel numerical technique
for Bayesian computation called 'nested sampling'.
Rutherford Appleton Laboratory
Chilton
Oxon
OX11 5DJ
John Skilling
Maximum Entropy Data Consultants
42 Southgate Street
Bury St Edmonds
Suffolk
IP33 2AZ
- 1: Sivia: The Basics
- 2: Sivia: Parameter Estimation I
- 3: Sivia: Parameter Estimation II
- 4: Sivia: Model Selection
- 5: Sivia: Assigning Probabilities
- 6: Sivia: Non-parametric Estimation
- 7: Sivia: Experimental Design
- 8: Sivia: Least-Squares Extensions
- 9: Skilling: Nested Sampling
- 10: Skilling: Quantification
- Appendices
- Bibliography
| Erscheinungsjahr: | 2006 |
|---|---|
| Fachbereich: | Wahrscheinlichkeitstheorie |
| Genre: | Mathematik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Taschenbuch |
| Inhalt: | Kartoniert / Broschiert |
| ISBN-13: | 9780198568322 |
| ISBN-10: | 0198568320 |
| Sprache: | Englisch |
| Ausstattung / Beilage: | Paperback |
| Einband: | Kartoniert / Broschiert |
| Autor: | Sivia, D. S. |
| Auflage: | 2. Auflage |
| Hersteller: | OUP UK |
| Maße: | 234 x 156 x 15 mm |
| Von/Mit: | D. S. Sivia |
| Erscheinungsdatum: | 01.07.2006 |
| Gewicht: | 0,401 kg |
Rutherford Appleton Laboratory
Chilton
Oxon
OX11 5DJ
John Skilling
Maximum Entropy Data Consultants
42 Southgate Street
Bury St Edmonds
Suffolk
IP33 2AZ
- 1: Sivia: The Basics
- 2: Sivia: Parameter Estimation I
- 3: Sivia: Parameter Estimation II
- 4: Sivia: Model Selection
- 5: Sivia: Assigning Probabilities
- 6: Sivia: Non-parametric Estimation
- 7: Sivia: Experimental Design
- 8: Sivia: Least-Squares Extensions
- 9: Skilling: Nested Sampling
- 10: Skilling: Quantification
- Appendices
- Bibliography
| Erscheinungsjahr: | 2006 |
|---|---|
| Fachbereich: | Wahrscheinlichkeitstheorie |
| Genre: | Mathematik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Taschenbuch |
| Inhalt: | Kartoniert / Broschiert |
| ISBN-13: | 9780198568322 |
| ISBN-10: | 0198568320 |
| Sprache: | Englisch |
| Ausstattung / Beilage: | Paperback |
| Einband: | Kartoniert / Broschiert |
| Autor: | Sivia, D. S. |
| Auflage: | 2. Auflage |
| Hersteller: | OUP UK |
| Maße: | 234 x 156 x 15 mm |
| Von/Mit: | D. S. Sivia |
| Erscheinungsdatum: | 01.07.2006 |
| Gewicht: | 0,401 kg |
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