Stochastic Modeling of Scientific Data (Chapman & Hall/CRC Texts in Statistical Science) - Hardcover

Guttorp, Peter

 
9780412992810: Stochastic Modeling of Scientific Data (Chapman & Hall/CRC Texts in Statistical Science)

Inhaltsangabe

This book investigates some simple stochastic models and shows how there is an interplay between the models and the science underlying the problem. It combines stochastic modeling and statistical inference in point processes, Markov random fields, and hidden Markov models.

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Über die Autorin bzw. den Autor

Guttorp\, Peter

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This text combines stochastic modeling and statistical inference in a variety of standard and less common models, such as point processes, Markov random fields and hidden Markov models, in a clear, thoughtful and succinct manner. The main distinguishing feature of this work is that, in addition to probability theory, it contains statistical aspects of model fitting and a variety of data sets that are either analysed in the text or used as exercises. Markov chain Monte Carlo methods are introduced for evaluating likelihoods in complicated models and the forward - backward algorithm for analysing hidden Markov models is presented. The numerous examples and exercises drawn from astronomy, geology, genetics, hydrology, neurophysiology and physics, make this an ideal textbook for researchers, neurophysiology and physics, make this an ideal textbook for researchers, lecturers and graduate students studying statistics and probability, especially applied probability and stochastic processes.

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Weitere beliebte Ausgaben desselben Titels

9780367449001: Stochastic Modeling of Scientific Data (Chapman & Hall/CRC Texts in Statistical Science)

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ISBN 10:  0367449005 ISBN 13:  9780367449001
Verlag: Routledge, 2020
Softcover