D. S. Sivia

Data Analysis

A Bayesian Tutorial

• Broschiertes Buch

Produktbeschreibung

Statistics lectures have been a source of much bewilderment and frustration for generations of students. This book attempts to remedy the situation by expounding a logical and unified approach to the whole subject of data analysis. This text is intended as a tutorial guide for senior undergraduates and research students in science and engineering. After explaining the basic principles of Bayesian probability theory, their use is illustrated with a variety of examples ranging from elementary parameter estimation to image processing. Other topics covered include reliability analysis, multivariate optimization, least-squares and maximum likelihood, error-propagation, hypothesis testing, maximum entropy and experimental design. The Second Edition of this successful tutorial book contains a new chapter on extensions to the ubiquitous least-squares procedure, allowing for the straightforward handling of outliers and unknown correlated noise, and a cutting-edge contribution from John Skilling on a novel numerical technique for Bayesian computation called 'nested sampling'.

Produktdetails

• Oxford Science Publications
• Verlag: Clarendon Press / Oxford University Press
• Repr.
• Erscheinungstermin: Juni 2006
• Englisch
• Abmessung: 234mm x 156mm x 14mm
• Gewicht: 416g
• ISBN-13: 9780198568322
• ISBN-10: 0198568320
• Artikelnr.: 20885030

Autorenporträt

Devinderjit Singh Sivia Rutherford Appleton Laboratory Chilton Oxon OX11 5DJ John Skilling Maximum Entropy Data Consultants 42 Southgate Street Bury St Edmonds Suffolk IP33 2AZ

Inhaltsangabe

1: Sivia: The Basics
2: Sivia: Parameter Estimation I
3: Sivia: Parameter Estimation II
4: Sivia: Model Selection
5: Sivia: Assigning Probabilities
6: Sivia: Non-parametric Estimation
7: Sivia: Experimental Design
8: Sivia: Least-Squares Extensions
9: Skilling: Nested Sampling
10: Skilling: Quantification
Appendices
Bibliography