Statistical Modeling and Computation
暫譯: 統計建模與計算

Chan, Joshua C. C., Kroese, Dirk P.

  • 出版商: Springer
  • 出版日期: 2025-01-22
  • 售價: $4,860
  • 貴賓價: 9.5$4,617
  • 語言: 英文
  • 頁數: 492
  • 裝訂: Hardcover - also called cloth, retail trade, or trade
  • ISBN: 107164131X
  • ISBN-13: 9781071641316
  • 海外代購書籍(需單獨結帳)

商品描述

This book, Statistical Modeling and Computation, provides a unique introduction to modern statistics from both classical and Bayesian perspectives. It also offers an integrated treatment of mathematical statistics and modern statistical computation, emphasizing statistical modeling, computational techniques, and applications.

The 2nd edition changes the programming language used in the text from MATLAB to Julia. For all examples with computing components, the authors provide data sets and their own Julia codes. The new edition features numerous full color graphics to illustrate the concepts discussed in the text, and adds three entirely new chapters on a variety of popular topics, including:

  • Regularization and the Lasso regression
  • Bayesian shrinkage methods
  • Nonparametric statistical tests
  • Splines and the Gaussian process regression

Joshua C. C. Chan is Professor of Economics, and holds the endowed Olson Chair at Purdue University. He is an elected fellow at the International Association for Applied Econometrics and served as Chair for the Economics, Finance and Business Section of the International Society for Bayesian Analysis from 2020-2022. His research focuses on building new high-dimensional time-series models and developing efficient estimation methods for these models. He has published over 50 papers in peer-reviewed journals, including some top-field journals such as Journal of Econometrics, Journal of the American Statistical Association and Journal of Business and Economic Statistics.

Dirk Kroese is Professor of Mathematics and Statistics at the University of Queensland. He is known for his significant contributions to the fields of applied probability, mathematical statistics, machine learning, and Monte Carlo methods. He has published over 140 articles and 7 books. He is a pioneer of the well-known Cross-Entropy (CE) method, which is being used around the world to help solve difficult estimation and optimization problems in science, engineering, and finance. In addition to his scholarly contributions, Dirk Kroese is recognized for his role as an educator and mentor, having supervised and inspired numerous students and researchers.

商品描述(中文翻譯)

這本書《統計建模與計算》提供了從古典和貝葉斯視角出發的現代統計學獨特介紹。它還整合了數學統計和現代統計計算的處理,強調統計建模、計算技術和應用。

第二版將文本中使用的程式語言從 MATLAB 更改為 Julia。對於所有包含計算組件的範例,作者提供了數據集和他們自己的 Julia 代碼。新版本包含大量全彩圖形,以說明文本中討論的概念,並新增三個全新的章節,涵蓋多個熱門主題,包括:

- 正則化和 Lasso 回歸
- 貝葉斯收縮方法
- 非參數統計檢定
- 样条和高斯過程回歸

Joshua C. C. Chan 是普渡大學的經濟學教授,並擔任奧爾森講座教授。他是國際應用計量經濟學會的當選會士,並於 2020-2022 年擔任國際貝葉斯分析學會經濟學、金融與商業分會的主席。他的研究專注於建立新的高維時間序列模型並為這些模型開發有效的估計方法。他在同行評審期刊上發表了超過 50 篇論文,包括一些頂尖領域的期刊,如《計量經濟學期刊》、《美國統計協會期刊》和《商業與經濟統計期刊》。

Dirk Kroese 是昆士蘭大學的數學與統計學教授。他因在應用概率、數學統計、機器學習和蒙地卡羅方法等領域的重大貢獻而聞名。他已發表超過 140 篇文章和 7 本書籍。他是著名的交叉熵(Cross-Entropy, CE)方法的先驅,該方法在全球範圍內被用來幫助解決科學、工程和金融中的困難估計和優化問題。除了學術貢獻外,Dirk Kroese 也因其作為教育者和導師的角色而受到認可,指導和啟發了眾多學生和研究人員。

作者簡介

Joshua C. C. Chan is Professor of Economics, and holds the endowed Olson Chair at Purdue University. He is an elected fellow at the International Association for Applied Econometrics and served as Chair for the Economics, Finance and Business Section of the International Society for Bayesian Analysis from 2020-2022. His research focuses on building new high-dimensional time-series models and developing efficient estimation methods for these models. He has published over 50 papers in peer-reviewed journals, including some top-field journals such as Journal of Econometrics, Journal of the American Statistical Association and Journal of Business and Economic Statistics.

Dirk Kroese is Professor of Mathematics and Statistics at the University of Queensland. He is known for his significant contributions to the fields of applied probability, mathematical statistics, machine learning, and Monte Carlo methods. He has published over 140 articles and 7 books. He is a pioneer of the well-known Cross-Entropy (CE) method, which is being used around the world to help solve difficult estimation and optimization problems in science, engineering, and finance. In addition to his scholarly contributions, Dirk Kroese is recognized for his role as an educator and mentor, having supervised and inspired numerous students and researchers.

作者簡介(中文翻譯)

Joshua C. C. Chan 是普渡大學的經濟學教授,並擔任奧爾森講座教授。他是國際應用計量經濟學會的當選會員,並於2020年至2022年間擔任國際貝葉斯分析學會經濟學、金融與商業部門的主席。他的研究專注於建立新的高維時間序列模型,並為這些模型開發有效的估計方法。他在同行評審的期刊上發表了超過50篇論文,包括一些頂尖領域的期刊,如計量經濟學期刊美國統計協會期刊商業與經濟統計期刊

Dirk Kroese 是昆士蘭大學的數學與統計學教授。他因在應用概率、數學統計、機器學習和蒙地卡羅方法等領域的重大貢獻而聞名。他發表了超過140篇文章和7本書籍。他是著名的交叉熵(Cross-Entropy, CE)方法的先驅,該方法在全球範圍內被用來幫助解決科學、工程和金融中的困難估計和優化問題。除了學術貢獻外,Dirk Kroese 也因其作為教育者和導師的角色而受到認可,他指導並激勵了眾多學生和研究人員。