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Data analysis : a Bayesian tutorial
Autor: D. S. Sivia, J. Skilling
Rok: 2006
ISBN: 9780198568315
OKCZID: 110138406
Citace (dle ČSN ISO 690):
SIVIA, D. S. Data analysis: a Bayesian tutorial. 2nd ed. New York: Oxford University Press, c2006. xii, 246 s. Oxford science publications.
Anotace
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'.