An Introduction to Bayesian Analysis: Theory and Methods (Springer Texts in Statistics)

Ghosh, Jayanta K.,Delampady, Mohan,Samanta, Tapas

ISBN 10: 0387400842 / ISBN 13: 9780387400846

Edité par Springer, 2006

A propos de cet article

Former library book, still has stickers. Used with wear, stamp to textblock and first page. Edgewear and some soiling to textblock, bumping/wear to corners but is still in solid reading condition. N° de réf. du vendeur mon0000722202

Détails bibliographiques

Titre : An Introduction to Bayesian Analysis: Theory...

Éditeur : Springer

Date d'édition : 2006

Reliure : hardcover

Etat : Good

A propos de ce titre

Présentation de l'éditeur:

This is a graduate-level textbook on Bayesian analysis blending modern Bayesian theory, methods, and applications. Starting from basic statistics, undergraduate calculus and linear algebra, ideas of both subjective and objective Bayesian analysis are developed to a level where real-life data can be analyzed using the current techniques of statistical computing. Advances in both low-dimensional and high-dimensional problems are covered, as well as important topics such as empirical Bayes and hierarchical Bayes methods and Markov chain Monte Carlo (MCMC) techniques. Many topics are at the cutting edge of statistical research. Solutions to common inference problems appear throughout the text along with discussion of what prior to choose. There is a discussion of elicitation of a subjective prior as well as the motivation, applicability, and limitations of objective priors. By way of important applications the book presents microarrays, nonparametric regression via wavelets as well as DMA mixtures of normals, and spatial analysis with illustrations using simulated and real data. Theoretical topics at the cutting edge include high-dimensional model selection and Intrinsic Bayes Factors, which the authors have successfully applied to geological mapping. The style is informal but clear. Asymptotics is used to supplement simulation or understand some aspects of the posterior.