An Introduction to Bayesian Analysis is popular PDF and ePub book, written by Jayanta K. Ghosh in 2007-07-03, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, An Introduction to Bayesian Analysis can be Read Online from any device for your convenience.
An Introduction to Bayesian Analysis Book PDF Summary
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.
Detail Book of An Introduction to Bayesian Analysis PDF
- Author : Jayanta K. Ghosh
- Release : 03 July 2007
- Publisher : Springer Science & Business Media
- ISBN : 9780387354330
- Genre : Mathematics
- Total Page : 356 pages
- Language : English
- PDF File Size : 19,6 Mb
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