Bayesian analysis: general framework: Includes multivariate regression analysis, model selection and response prediction - Couverture souple

Casaca, João

 
9783659716287: Bayesian analysis: general framework: Includes multivariate regression analysis, model selection and response prediction
Couverture souple
ISBN 10 : 3659716286 ISBN 13 : 9783659716287
Editeur : LAP LAMBERT Academic Publishing, 2015

Synopsis

The book "Bayesian analysis: general framework" deals with Bayesian inference within the framework of four stochastic models: the normal random sample, the Gauss-Markov model, the beta-binomial model and the Poisson-gamma model. For each of these models, analytic expressions are presented for the posterior PDF, the prior predictive PDF and the posterior predictive PDF, under the Laplace prior PDF, the Jeffreys prior PDF and the conjugate prior PDF. Topics such as the elicitation of hyper-parameter for the conjugate prior PDF, the selection of models and prediction in multivariate regression analysis and the use of the Bayes factor in the test of hypothesis are dealt with more detail.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
LAP LAMBERT Academic Publishing
Date d'édition
2015
Langue
anglais
ISBN 10 
3659716286
ISBN 13 
9783659716287
Reliure
Broché
Nombre de pages
156
Coordonnées du fabricant
non disponible
Personne responsable
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