An Introduction to Bayesian Inference, Methods and Computation
暫譯: 貝葉斯推斷、方法與計算入門

Heard, Nick

An Introduction to Bayesian Inference, Methods and Computation
  • 出版商: Springer
  • 出版日期: 2021-10-18
  • 售價: $4,510
  • 貴賓價: 9.5 折 $4,285
  • 語言: 英文
  • 頁數: 140
  • 裝訂: Hardcover - also called cloth, retail trade, or trade
  • ISBN: 3030828077
  • ISBN-13: 9783030828073
  • 相關分類: 機率統計學 Probability-and-statistics

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商品描述

These lecture notes provide a rapid, accessible introduction to Bayesian statistical methods. The course covers the fundamental philosophy and principles of Bayesian inference, including the reasoning behind the prior/likelihood model construction synonymous with Bayesian methods, through to advanced topics such as nonparametrics, Gaussian processes and latent factor models. These advanced modelling techniques can easily be applied using computer code samples written in Python and Stan which are integrated into the main text. Importantly, the reader will learn methods for assessing model fit, and to choose between rival modelling approaches.

 

 

 

 

商品描述(中文翻譯)

這些講義提供了一個快速且易於理解的貝葉斯統計方法介紹。課程涵蓋了貝葉斯推斷的基本哲學和原則，包括與貝葉斯方法同義的先驗/似然模型構建背後的推理，並深入探討非參數、Gaussian過程和潛在因子模型等進階主題。這些進階建模技術可以輕鬆地使用用Python和Stan編寫的程式碼範例來應用，這些範例已整合到主要文本中。重要的是，讀者將學習評估模型擬合的方法，以及在競爭建模方法之間進行選擇的技巧。

作者簡介

Professor Nick Heard received his PhD degree from the Department of Mathematics at Imperial College London in 2001 and currently holds the position of Chair in Statistics at Imperial. His research interests include developing statistical models for cyber-security applications, finding community structure in large dynamic networks, clustering and changepoint analysis, in each case using computational Bayesian methods.

作者簡介(中文翻譯)

尼克·赫德教授於2001年在倫敦帝國學院數學系獲得博士學位，目前擔任帝國學院統計學講座教授。他的研究興趣包括為網路安全應用開發統計模型、在大型動態網路中尋找社群結構、聚類及變更點分析，並在每個案例中使用計算貝葉斯方法。

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