Mathematical Theory of Bayesian Statistics
Autor Sumio Watanabeen Limba Engleză Hardback – 23 apr 2018
Features
- Explains Bayesian inference not subjectively but objectively.
- Provides a mathematical framework for conventional Bayesian theorems.
- Introduces and proves new theorems.
- Cross validation and information criteria of Bayesian statistics are studied from the mathematical point of view.
- Illustrates applications to several statistical problems, for example, model selection, hyperparameter optimization, and hypothesis tests.
Author
Sumio Watanabe is a professor of Department of Mathematical and Computing Science at Tokyo Institute of Technology. He studies the relationship between algebraic geometry and mathematical statistics.
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Specificații
ISBN-13: 9781482238068
ISBN-10: 1482238063
Pagini: 330
Ilustrații: 50
Dimensiuni: 156 x 234 x 23 mm
Greutate: 0.53 kg
Ediția:1
Editura: CRC Press
Colecția Chapman and Hall/CRC
ISBN-10: 1482238063
Pagini: 330
Ilustrații: 50
Dimensiuni: 156 x 234 x 23 mm
Greutate: 0.53 kg
Ediția:1
Editura: CRC Press
Colecția Chapman and Hall/CRC
Cuprins
Mathematical Theory of Bayesian Statistics
Recenzii
"Information criteria are introduced from the two viewpoints, model selection and hyperparameter optimization. In each viewpoint, the properties of the generalization loss and the free energy or the minus log marginal likelihood are investigated. The book is very nicely written with well-defined concepts and contexts. I recommend to all students and researchers." ~Rozsa Horvath-Bokor, Zentralblatt MATH
Descriere
This book introduces the mathematical foundation of Bayesian statistics. It is well known that Bayesian inference is more accurate than the maximum likelihood method in many real-world problems: however, its mathematical foundations have been left unexplained. Recently, new research on Bayesian statistics uncovered the mathematical laws by which the behavior of Bayesian inference can be estimated and the advances of Bayes estimation have been clarified. This book introduces such mathematical foundations to students and researchers.
Notă biografică
Sumio Watanabe is a professor in the Department of Computational Intelligence and Systems Science at Tokyo Institute of Technology, Japan.