An Introduction to Bayesian Analysis : Theory and Methods
Language: English
Published by Springer, 2010
- Softcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
AbeBooks seller since August 14, 2006
Condition: New
£ 116.18
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Druck auf Anfrage Neuware - Printed after ordering - Though there are many recent additions to graduate-level introductory books on Bayesian analysis, none has quite our blend of theory, methods, and ap plications. We believe a beginning graduate student taking a Bayesian course or just trying to find out what it means to be a Bayesian ought to have some familiarity with all three aspects. More specialization can come later. Each of us has taught a course like this at Indian Statistical Institute or Purdue. In fact, at least partly, the book grew out of those courses. We would also like to refer to the review (Ghosh and Samanta (2002b)) that first made us think of writing a book. The book contains somewhat more material than can be covered in a single semester. We have done this intentionally, so that an instructor has some choice as to what to cover as well as which of the three aspects to emphasize. Such a choice is essential for the instructor. The topics include several results or methods that have not appeared in a graduate text before. In fact, the book can be used also as a second course in Bayesian analysis if the instructor supplies more details. Chapter 1 provides a quick review of classical statistical inference. Some knowledge of this is assumed when we compare different paradigms. Following this, an introduction to Bayesian inference is given in Chapter 2 emphasizing the need for the Bayesian approach to statistics.…
Seller Inventory # 9781441923035
- Title
- An Introduction to Bayesian Analysis : Theory and Methods
- Author
- Jayanta K. Ghosh
- Publisher
- Springer
- Publication year
- 2010
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 1441923039
- ISBN 13
- 9781441923035
- Item weight
- 557 grams
- Dimensions
- 235x155x20 mm
- Series
- Book 29 of 111: Springer Texts in Statistics
This book is a contemporary introduction to theory, methods and computation in Bayesian Analysis. It focuses on topics that have stood the test of time and emerging areas such as reference priors, objective Bayes testing, Bayesian model selection and wavelets. No other such book is available in the market.
"Synopsis" may belong to another edition of this title.
From the Back Cover
This is a graduate-level textbook on Bayesian analysis blending modern Bayesian theory, methods, and applications. Starting from basic statistics, undergraduate calculus and linear algebra, ideas of both subjective and objective Bayesian analysis are developed to a level where real-life data can be analyzed using the current techniques of statistical computing.
Advances in both low-dimensional and high-dimensional problems are covered, as well as important topics such as empirical Bayes and hierarchical Bayes methods and Markov chain Monte Carlo (MCMC) techniques.
Many topics are at the cutting edge of statistical research. Solutions to common inference problems appear throughout the text along with discussion of what prior to choose. There is a discussion of elicitation of a subjective prior as well as the motivation, applicability, and limitations of objective priors. By way of important applications the book presents microarrays, nonparametric regression via wavelets as well as DMA mixtures of normals, and spatial analysis with illustrations using simulated and real data. Theoretical topics at the cutting edge include high-dimensional model selection and Intrinsic Bayes Factors, which the authors have successfully applied to geological mapping.
The style is informal but clear. Asymptotics is used to supplement simulation or understand some aspects of the posterior.
J.K. Ghosh has been Director and Jawaharlal Nehru Professor at the Indian Statistical Institute and President of the International Statistical Institute. He is currently a professor of statistics at Purdue University and professor emeritus at the Indian Statistical Institute. He has been the editor of Sankhya and has served on the editorial boards of several journals including the Annals of Statistics. His current interests in Bayesian analysis include asymptotics, nonparametric methods, high-dimensional model selection, reliability and survival analysis, bioinformatics, astrostatistics and sparse and not so sparse mixtures.
Mohan Delampady and Tapas Samanta are both professors of statistics at the Indian Statistical Institute and both are interested in Bayesian inference, specifically in topics such as model selection, asymptotics, robustness and nonparametrics.
"About the title" may belong to another edition of this title.
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