UnderstandingComputationalBayesianStatistics

作者 William M. Bolstad著
出版社 Wiley&Sons
出版时间 2009年12月
ISBN 9780470046098
定价 975.30

内容简介

Ahands-onintroductiontocomputationalstatisticsfromaBayesianpointofviewProvidingasolidgroundinginstatisticswhileuniquelycoveringthetopicsfromaBayesianperspective,UnderstandingComputationalBayesianStatisticssuccessfullyguidesreadersthroughthisnew,cutting-edgeapproach.Withitshands-ontreatmentofthetopic,thebookshowshowsamplescanbedrawnfromtheposteriordistributionwhentheformulagivingitsshapeisallthatisknown,andhowBayesianinferencescanbebasedonthesesamplesfromtheposterior.Theseideasareillustratedoncommonstatisticalmodels,includingthemultiplelinearregressionmodel,thehierarchicalmeanmodel,thelogisticregressionmodel,andtheproportionalhazardsmodel.ThebookbeginswithanoutlineofthesimilaritiesanddifferencesbetweenBayesianandthelikelihoodapproachestostatistics.SubsequentchapterspresentkeytechniquesforusingcomputersoftwaretodrawMonteCarlosamplesfromtheincompletelyknownposteriordistributionandperformingtheBayesianinferencecalculatedfromthesesamples.Topicsofcoverageinclude:•Directwaystodrawarandomsamplefromtheposteriorbyreshapingarandomsampledrawnfromaneasilysampledstartingdistribution•Thedistributionsfromtheone-dimensionalexponentialfamily•Markovchainsandtheirlong-runbehavior•TheMetropolis-Hastingsalgorithm•Gibbssamplingalgorithmandmethodsforspeedingupconvergence•MarkovchainMonteCarlosamplingUsingnumerousgraphsanddiagrams,theauthoremphasizesastep-by-stepapproachtocomputationalBayesianstatistics.Ateachstep,importantaspectsofapplicationaredetailed,suchashowtochooseapriorforlogisticregressionmodel,thePoissonregressionmodel,andtheproportionalhazardsmodel.ArelatedWebsitehousesRfunctionsandMinitab®macrosforBayesiananalysisandMonteCarlosimulations,anddetailedappendicesinthebookguidereadersthroughtheuseofthesesoftwarepackages.UnderstandingComputationalBayesianStatisticsisanexcellentbookforcoursesoncomputationalstatisticsattheupper-levelundergraduateandgraduatelevels.Itisalsoavaluablereferenceforresearchersandpractitionerswhousecomputerprogramstoconductstatisticalanalysesofdataandsolveproblemsintheireverydaywork.

作者简介

WilliamM.Bolstad,PhD,isSeniorLecturerintheDepartmentofStatisticsatTheUniversityofWaikato(NewZealand).Dr.Bolstad'sresearchinterestsincludeBayesianstatistics,MCMCmethods,recursiveestimationtechniques,multiprocessdynamictimeseriesmodels,andforecasting.HeistheauthorofIntroductiontoBayesianStatistics,SecondEdition,alsopublishedbyWiley.

丛书

WileySeriesinComputationalStatistics

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