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Mathematical Theory of Bayesian Statistics

Mathematical Theory of Bayesian Statistics
Author: Sumio Watanabe
Publisher: CRC Press
Total Pages: 331
Release: 2018-04-27
Genre: Mathematics
ISBN: 148223808X

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Mathematical Theory of Bayesian Statistics introduces the mathematical foundation of Bayesian inference which is well-known to be more accurate in many real-world problems than the maximum likelihood method. Recent research has uncovered several mathematical laws in Bayesian statistics, by which both the generalization loss and the marginal likelihood are estimated even if the posterior distribution cannot be approximated by any normal distribution. 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. This book provides basic introductions for students, researchers, and users of Bayesian statistics, as well as applied mathematicians. 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.


Mathematical Theory of Bayesian Statistics

Mathematical Theory of Bayesian Statistics
Author: Sumio Watanabe
Publisher: CRC Press
Total Pages: 229
Release: 2018-04-27
Genre: Mathematics
ISBN: 1315355698

Download Mathematical Theory of Bayesian Statistics Book in PDF, ePub and Kindle

Mathematical Theory of Bayesian Statistics introduces the mathematical foundation of Bayesian inference which is well-known to be more accurate in many real-world problems than the maximum likelihood method. Recent research has uncovered several mathematical laws in Bayesian statistics, by which both the generalization loss and the marginal likelihood are estimated even if the posterior distribution cannot be approximated by any normal distribution. 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. This book provides basic introductions for students, researchers, and users of Bayesian statistics, as well as applied mathematicians. 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.


Statistical Decision Theory and Bayesian Analysis

Statistical Decision Theory and Bayesian Analysis
Author: James O. Berger
Publisher: Springer Science & Business Media
Total Pages: 633
Release: 2013-03-14
Genre: Mathematics
ISBN: 147574286X

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In this new edition the author has added substantial material on Bayesian analysis, including lengthy new sections on such important topics as empirical and hierarchical Bayes analysis, Bayesian calculation, Bayesian communication, and group decision making. With these changes, the book can be used as a self-contained introduction to Bayesian analysis. In addition, much of the decision-theoretic portion of the text was updated, including new sections covering such modern topics as minimax multivariate (Stein) estimation.


Bayesian Theory

Bayesian Theory
Author: José M. Bernardo
Publisher: John Wiley & Sons
Total Pages: 608
Release: 2009-09-25
Genre: Mathematics
ISBN: 047031771X

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This highly acclaimed text, now available in paperback, provides a thorough account of key concepts and theoretical results, with particular emphasis on viewing statistical inference as a special case of decision theory. Information-theoretic concepts play a central role in the development of the theory, which provides, in particular, a detailed discussion of the problem of specification of so-called prior ignorance . The work is written from the authors s committed Bayesian perspective, but an overview of non-Bayesian theories is also provided, and each chapter contains a wide-ranging critical re-examination of controversial issues. The level of mathematics used is such that most material is accessible to readers with knowledge of advanced calculus. In particular, no knowledge of abstract measure theory is assumed, and the emphasis throughout is on statistical concepts rather than rigorous mathematics. The book will be an ideal source for all students and researchers in statistics, mathematics, decision analysis, economic and business studies, and all branches of science and engineering, who wish to further their understanding of Bayesian statistics


Advancements in Bayesian Methods and Implementations

Advancements in Bayesian Methods and Implementations
Author:
Publisher: Academic Press
Total Pages: 322
Release: 2022-10-06
Genre: Mathematics
ISBN: 0323952690

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Advancements in Bayesian Methods and Implementation, Volume 47 in the Handbook of Statistics series, highlights new advances in the field, with this new volume presenting interesting chapters on a variety of timely topics, including Fisher Information, Cramer-Rao and Bayesian Paradigm, Compound beta binomial distribution functions, MCMC for GLMMS, Signal Processing and Bayesian, Mathematical theory of Bayesian statistics where all models are wrong, Machine Learning and Bayesian, Non-parametric Bayes, Bayesian testing, and Data Analysis with humans, Variational inference or Functional horseshoe, Generalized Bayes. Provides the authority and expertise of leading contributors from an international board of authors Presents the latest release in the Handbook of Statistics series Updated release includes the latest information on Advancements in Bayesian Methods and Implementation


Bayesian Statistics, A Review

Bayesian Statistics, A Review
Author: D. V. Lindley
Publisher: SIAM
Total Pages: 100
Release: 1972-01-31
Genre: Mathematics
ISBN: 9780898710021

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A study of those statistical ideas that use a probability distribution over parameter space. The first part describes the axiomatic basis in the concept of coherence and the implications of this for sampling theory statistics. The second part discusses the use of Bayesian ideas in many branches of statistics.


Bayesian Statistics the Fun Way

Bayesian Statistics the Fun Way
Author: Will Kurt
Publisher: No Starch Press
Total Pages: 258
Release: 2019-07-09
Genre: Mathematics
ISBN: 1593279566

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Fun guide to learning Bayesian statistics and probability through unusual and illustrative examples. Probability and statistics are increasingly important in a huge range of professions. But many people use data in ways they don't even understand, meaning they aren't getting the most from it. Bayesian Statistics the Fun Way will change that. This book will give you a complete understanding of Bayesian statistics through simple explanations and un-boring examples. Find out the probability of UFOs landing in your garden, how likely Han Solo is to survive a flight through an asteroid shower, how to win an argument about conspiracy theories, and whether a burglary really was a burglary, to name a few examples. By using these off-the-beaten-track examples, the author actually makes learning statistics fun. And you'll learn real skills, like how to: - How to measure your own level of uncertainty in a conclusion or belief - Calculate Bayes theorem and understand what it's useful for - Find the posterior, likelihood, and prior to check the accuracy of your conclusions - Calculate distributions to see the range of your data - Compare hypotheses and draw reliable conclusions from them Next time you find yourself with a sheaf of survey results and no idea what to do with them, turn to Bayesian Statistics the Fun Way to get the most value from your data.


Bayesian Theory and Applications

Bayesian Theory and Applications
Author: Paul Damien
Publisher: Oxford University Press
Total Pages: 717
Release: 2013-01-24
Genre: Mathematics
ISBN: 0199695601

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This volume guides the reader along a statistical journey that begins with the basic structure of Bayesian theory, and then provides details on most of the past and present advances in this field.


The Search for Certainty

The Search for Certainty
Author: Krzysztof Burdzy
Publisher: World Scientific
Total Pages: 270
Release: 2009
Genre: Mathematics
ISBN: 9814273716

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This volume represents a radical departure from the current philosophical duopoly in the area of foundations of probability, that is, the frequency and subjective theories. One of the main new ideas is a set of scientific laws of probability. The new laws are simple, intuitive and, last but not least, they agree well with the contents of current textbooks on probability. Another major new claim is that the OC frequency statisticsOCO has nothing in common with the OC frequency philosophy of probability, OCO contrary to popular belief. Similarly, contrary to the general perception, the OC Bayesian statisticsOCO shares nothing in common with the OC subjective philosophy of probability.OCO The book is non-partisan on the scientific side OCo it is supportive of both frequency statistics and Bayesian statistics. On the other hand, it contains well-documented and thoroughly-explained criticisms of the frequency and subjective philosophies of probability. Short reviews of other philosophical theories of probability and basic mathematical methods of probability and statistics are incorporated. The book includes substantial chapters on decision theory and teaching probability, and it is easily accessible to the general audience


Search For Certainty, The: On The Clash Of Science And Philosophy Of Probability

Search For Certainty, The: On The Clash Of Science And Philosophy Of Probability
Author: Krzysztof Burdzy
Publisher: World Scientific
Total Pages: 270
Release: 2009-04-17
Genre: Mathematics
ISBN: 9814467839

Download Search For Certainty, The: On The Clash Of Science And Philosophy Of Probability Book in PDF, ePub and Kindle

This volume represents a radical departure from the current philosophical duopoly in the area of foundations of probability, that is, the frequency and subjective theories. One of the main new ideas is a set of scientific laws of probability. The new laws are simple, intuitive and, last but not least, they agree well with the contents of current textbooks on probability. Another major new claim is that the “frequency statistics” has nothing in common with the “frequency philosophy of probability,” contrary to popular belief. Similarly, contrary to the general perception, the “Bayesian statistics” shares nothing in common with the “subjective philosophy of probability.”The book is non-partisan on the scientific side — it is supportive of both frequency statistics and Bayesian statistics. On the other hand, it contains well-documented and thoroughly-explained criticisms of the frequency and subjective philosophies of probability. Short reviews of other philosophical theories of probability and basic mathematical methods of probability and statistics are incorporated. The book includes substantial chapters on decision theory and teaching probability, and it is easily accessible to the general audience.