Jim Q. Smith

Bayesian Decision Analysis

• Gebundenes Buch

Produktbeschreibung

Bayesian decision analysis supports principled decision making in complex domains. This textbook takes the reader from a formal analysis of simple decision problems to a careful analysis of the sometimes very complex and data rich structures confronted by practitioners. The book contains basic material on subjective probability theory and multi-attribute utility theory, event and decision trees, Bayesian networks, influence diagrams and causal Bayesian networks. The author demonstrates when and how the theory can be successfully applied to a given decision problem, how data can be sampled and expert judgements elicited to support this analysis, and when and how an effective Bayesian decision analysis can be implemented. Evolving from a third-year undergraduate course taught by the author over many years, all of the material in this book will be accessible to a student who has completed introductory courses in probability and mathematical statistics.

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 350
• Erscheinungstermin: 23. September 2010
• Englisch
• Abmessung: 250mm x 175mm x 23mm
• Gewicht: 840g
• ISBN-13: 9780521764544
• ISBN-10: 0521764548
• Artikelnr.: 29985144

Autorenporträt

Jim Q. Smith is a Professor of Statistics at the University of Warwick.

Inhaltsangabe

Preface; Part I. Foundations of Decision Modeling: 1. Introduction; 2. Explanations of processes and trees; 3. Utilities and rewards; 4. Subjective probability and its elicitation; 5. Bayesian inference for decision analysis; Part II. Multi-Dimensional Decision Modeling: 6. Multiattribute utility theory; 7. Bayesian networks; 8. Graphs, decisions and causality; 9. Multidimensional learning; 10. Conclusions; Bibliography.

Rezensionen

'The author presents a good set of solved exercises, which serve for illustration, and a large set of proposed exercises are suggested. I recommend this book for professional and advanced students in statistics, operations research, computer science, artificial intelligence, cognitive sciences and different branches of engineering.' Narciso Bouza Herrera, Zentralblatt MATH