Numerical Analysis for Statisticians

Kenneth Lange

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Sprache: Englisch

Verlag: Springer-Verlag New York Inc., 2010

1441959440 / 9781441959447

Serie: Buch 5 von 37 - Statistics and Computing

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Every advance in computer architecture and software tempts statisticians to tackle numerically harder problems. To do so intelligently requires a good working knowledge of numerical analysis. This book equips students to craft their own software and to understand the advantages and disadvantages of different numerical methods. Issues of numerical stability, accurate approximation, computational complexity, and mathematical modeling share the limelight in a broad yet rigorous overview of those parts of numerical analysis most relevant to statisticians. In this second edition, the material on optimization has been completely rewritten. There is now an entire chapter on the MM algorithm in addition to more comprehensive treatments of constrained optimization, penalty and barrier methods, and model selection via the lasso. There is also new material on the Cholesky decomposition, Gram-Schmidt orthogonalization, the QR decomposition, the singular value decomposition, and reproducing kernel Hilbert spaces. The discussions of the bootstrap, permutation testing, independent Monte Carlo, and hidden Markov chains are updated, and a new chapter on advanced MCMC topics introduces students to Markov random fields, reversible jump MCMC, and convergence analysis in Gibbs sampling. Numerical Analysis for Statisticians can serve as a graduate text for a course surveying computational statistics. With a careful selection of topics and appropriate supplementation, it can be used at the undergraduate level. It contains enough material for a graduate course on optimization theory. Because many chapters are nearly self-contained, professional statisticians will also find the book useful as a reference.…

Bestandsnummer des Verkäufers 00101323514

Titel
Numerical Analysis for Statisticians
Autor
Kenneth Lange
Verlag
Springer-Verlag New York Inc.
Erscheinungsjahr
2010
Zustand
Fair
Einband
Hardback
Sprache
Englisch
ISBN-10
1441959440
ISBN-13
9781441959447
Auflage
2. Auflage
Serie
Buch 5 von 37: Statistics and Computing

World of Books (was SecondSale)

Montgomery, IL, USA

Verkäufer/-in mit 5 Sternen

AbeBooks-Verkäufer/-in seit 20. Dezember 2007

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