Bayesian Logical Data Analysis for the Physical Sciences: A Comparative Approach with Mathematica Support (Hardcover)
Phil Gregory
- 出版商: Camberidge
- 出版日期: 2005-05-23
- 售價: $1,470
- 語言: 英文
- 頁數: 488
- 裝訂: Hardcover
- ISBN: 052184150X
- ISBN-13: 9780521841504
-
相關分類:
Data Science、機率統計學 Probability-and-statistics
下單後立即進貨 (約5~7天)
買這商品的人也買了...
-
$690$587 -
$990UMTS Signaling: UMTS Interfaces, Protocols, Message Flows and Procedures Analyzed and Explained (Hardcover)
-
$880$581 -
$580$493 -
$650$507 -
$680$578 -
$580$458 -
$780$616 -
$1,080CMMI: Guidelines for Process Integration and Product Improvement, 2/e
-
$520$442 -
$880$695 -
$680$537 -
$450$356 -
$780$616 -
$2,080$1,976 -
$580$522 -
$650$514 -
$399CCNP BSCI Official Exam Certification Guide, 4/e
-
$2,310$2,195 -
$350$273 -
$750$593 -
$420$357 -
$360$306 -
$580$452 -
$500$395
相關主題
商品描述
Description
Increasingly, researchers in many branches of science are coming into contact with Bayesian statistics or Bayesian probability theory. By encompassing both inductive and deductive logic, Bayesian analysis can improve model parameter estimates by many orders of magnitude. It provides a simple and unified approach to all data analysis problems, allowing the experimenter to assign probabilities to competing hypotheses of interest, on the basis of the current state of knowledge. This book provides a clear exposition of the underlying concepts with large numbers of worked examples and problem sets. The book also discusses numerical techniques for implementing the Bayesian calculations, including an introduction to Markov Chain Monte-Carlo integration and linear and nonlinear least-squares analysis seen from a Bayesian perspective. In addition, background material is provided in appendices and supporting Mathematica notebooks are available, providing an easy learning route for upper-undergraduates, graduate students, or any serious researcher in physical sciences or engineering.
Introduces statistical inference in the larger context of scientific methods, and includes many worked examples and problem sets. Presents Bayesian theory but also compares and contrasts with other existing ideas. Mathematica support notebook is available for readers from www.cambridge.org/052184150X
Table of Contents
1. Role of probability theory in science; 2. Probability theory as extended logic; 3. The how-to of Bayesian inference; 4. Assigning probabilities; 5. Frequentist statistical inference; 6. What is a statistic?; 7. Frequentist hypothesis testing; 8. Maximum entropy probabilities; 9. Bayesian inference (Gaussian errors); 10. Linear model fitting (Gaussian errors); 11. Nonlinear model fitting; 12. Markov Chain Monte Carlo; 13. Bayesian spectral analysis; 14. Bayesian inference (Poisson sampling); Appendix A. Singular value decomposition; Appendix B. Discrete Fourier Transform; Appendix C. Difference in two samples; D. Poisson ON/OFF details; Appendix E. Multivariate Gaussian from maximum entropy.
商品描述(中文翻譯)
描述
在許多科學領域中,研究人員越來越多地接觸到貝葉斯統計或貝葉斯概率理論。通過結合歸納和演繹邏輯,貝葉斯分析可以將模型參數估計提高數個數量級。它提供了一種簡單統一的方法來解決所有數據分析問題,使實驗者能夠根據當前的知識狀態對競爭假設賦予概率。本書通過大量的實例和問題集清晰地闡述了其中的概念。該書還討論了實現貝葉斯計算的數值技術,包括馬爾可夫鏈蒙特卡羅積分和從貝葉斯角度看線性和非線性最小二乘分析。此外,附錄提供了背景材料,並提供了支持的Mathematica筆記本,為高年級本科生、研究生或任何物理科學或工程領域的嚴肅研究人員提供了一條簡單的學習途徑。
目錄
1. 概率理論在科學中的作用;2. 概率理論作為擴展邏輯;3. 貝葉斯推斷的實踐方法;4. 分配概率;5. 頻率主義統計推斷;6. 什麼是統計量?;7. 頻率主義假設檢驗;8. 最大熵概率;9. 貝葉斯推斷(高斯誤差);10. 線性模型擬合(高斯誤差);11. 非線性模型擬合;12. 馬爾可夫鏈蒙特卡羅;13. 貝葉斯頻譜分析;14. 貝葉斯推斷(泊松抽樣);附錄A. 奇異值分解;附錄B. 離散傅立葉變換;附錄C. 兩個樣本的差異;D. 泊松ON/OFF詳細信息;附錄E. 多變量高斯從最大熵。