Multiscale Modeling: A Bayesian Perspective - Couverture rigide

Ferreira, Marco A R; Lee, Herbert K H

Couverture rigide

ISBN 10 : 0387708979 ISBN 13 : 9780387708973

Editeur : Springer, 2007

Synopsis

This book presents methodology for analyzing data that cocur on multiple scales (for example, daily and monthly data, or data at zip code and state levels). This is the first such book to focus on the Bayesian approach, which allows straightforward incorporation of prior knowledge, as well as estimates of uncertainty. Two worked case studies provide detailed examples of these methods in practice.

A propos du livre

À propos de la quatrième de couverture

A wide variety of processes occur on multiple scales, either naturally or as a consequence of measurement. This book contains methodology for the analysis of data that arise from such multiscale processes. The book brings together a number of recent developments and makes them accessible to a wider audience. Taking a Bayesian approach allows for full accounting of uncertainty, and also addresses the delicate issue of uncertainty at multiple scales. The Bayesian approach also facilitates the use of knowledge from prior experience or data, and these methods can handle different amounts of prior knowledge at different scales, as often occurs in practice.

The book is aimed at statisticians, applied mathematicians, and engineers working on problems dealing with multiscale processes in time and/or space, such as in engineering, finance, and environmetrics. The book will also be of interest to those working on multiscale computation research. The main prerequisites are knowledge of Bayesian statistics and basic Markov chain Monte Carlo methods. A number of real-world examples are thoroughly analyzed in order to demonstrate the methods and to assist the readers in applying these methods to their own work. To further assist readers, the authors are making source code (for R) available for many of the basic methods discussed herein.

Marco A. R. Ferreira is an Assistant Professor of Statistics at the University of Missouri, Columbia. Herbert K. H. Lee is an Associate Professor of Applied Mathematics and Statistics at the University of California, Santa Cruz, and authored the book Bayesian Nonparametrics via Neural Networks.

Détails de l'édition

• Éditeur: Springer
• Date d'édition: 2007
• Langue: anglais
• ISBN 10: 0387708979
• ISBN 13: 9780387708973
• Reliure: Relié
• Nombre de pages: 245
• Coordonnées du fabricant: Springer Nature Customer Service Center GmbH; ProductSafety@springernature.com; ; Europaplatz 3; Heidelberg; 69115; Allemagne