Bayesian Inference for Stochastic Processes

Language: English

Published by Chapman And Hall/CRC Jun 2020, 2020

0367572435 / 9780367572433

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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Softcover

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This item is printed on demand - it takes 3-4 days longer - Neuware -This is the first book designed to introduce Bayesian inference procedures for stochastic processes. There are clear advantages to the Bayesian approach (including the optimal use of prior information). Initially, the book begins with a brief review of Bayesian inference and uses many examples relevant to the analysis of stochastic processes, including the four major types, namely those with discrete time and discrete state space and continuous time and continuous state space. The elements necessary to understanding stochastic processes are then introduced, followed by chapters devoted to the Bayesian analysis of such processes. It is important that a chapter devoted to the fundamental concepts in stochastic processes is included. Bayesian inference (estimation, testing hypotheses, and prediction) for discrete time Markov chains, for Markov jump processes, for normal processes (e.g. Brownian motion and the Ornstein-Uhlenbeck process), for traditional time series, and, lastly, for point and spatial processes are described in detail. Heavy emphasis is placed on many examples taken from biology and other scientific disciplines. In order analyses of stochastic processes, it will use R and WinBUGS.Features:Uses the Bayesian approach to make statistical Inferences about stochastic processesThe R package is used to simulate realizations from different types of processesBased on realizations from stochastic processes, the WinBUGS package will provide the Bayesian analysis (estimation, testing hypotheses, and prediction) for the unknown parameters of stochastic processesTo illustrate the Bayesian inference, many examples taken from biology, economics, and astronomy will reinforce the basic concepts of the subjectA practical approach is implemented by considering realistic examples of interest to the scientific communityWinBUGS and R code are provided in the text, allowing the reader to easily verify the results of the inferential procedures found in the many examples of the book Readers with a good background in two areas, probability theory and statistical inference, should be able to master the essential ideas of this book. 450 pp. Englisch.…

Seller Inventory # 9780367572433

Title
Bayesian Inference for Stochastic Processes
Author
Lyle D. Broemeling
Publisher
Chapman And Hall/CRC Jun 2020
Publication year
2020
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
0367572435
ISBN 13
9780367572433
Item weight
840 grams
Dimensions
254x178x24 mm

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

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BuchWeltWeit Ludwig Meier e.K.

Germany