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Introduction to Bayesian Statistics

By: Karl-Rudolf Koch

249 pages, Illus

Springer-Verlag

Hardback | Jul 2007 | Edition: 2 | #169996 | ISBN-13: 9783540727231
Availability: Usually dispatched within 1-2 weeks Details
NHBS Price: £108.00 $136/€128 approx

About this book

The Introduction to Bayesian Statistics (2nd edition) presents Bayes' theorem, the estimation of unknown parameters, the determination of confidence regions and the derivation of tests of hypotheses for the unknown parameters. It does so in a manner that is simple, intuitive and easy to comprehend.

The methods are applied to linear models, in models for a robust estimation, for prediction and filtering and in models for estimating variance components and covariance components. Regularization of inverse problems and pattern recognition are also covered while Bayesian networks serve for reaching decisions in systems with uncertainties. If analytical solutions cannot be derived, numerical algorithms are presented, such as the Monte Carlo integration and Markov Chain Monte Carlo methods.

Aus den Rezensionen zur 2. Auflage: "! Es ist schon zu sehen, dass K.-R. Koch die Zeit gefunden hat, sein exzellentes Lehrbuch zur Bayes-Statistik in verschiedenen Teilen an den Stand der Forschung anzupassen und - mit dem Aubergang auf die englische Sprache - zu internationalisieren. ! Die jetzt in zweiter Auflage vorliegende Einfuhrung ! ist ohne Zweifel ein ausserst nutzliches und sehr zu empfehlendes Grundlagenwerk fur die in Forschung und Lehre tatigen Kollegen aller Fachgebiete innerhalb der Geodasie und Geoinformatik, fur die Studierenden, insbesondere in den Master-Studiengangen !" (Hansjorg Kutterer, in: zfv - Zeitschrift fur Geodasie, Geoinformation und Landmanagement, 2009, Vol. 134, Issue 3, S. 185 f.)


Contents

1 Introduction.- 2 Probability.- 3 Parameter Estimation, Confidence Regions and Hypothesis Testing.- 4 Linear Model.- 5 Special Models and Applications.- 6 Numerical Methods.- References.- Index.

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