Tools for Statistical Inference: Methods for the Exploration of Posterior Distributions and Likeliho
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- Artikel-Nr.: 10505309
Beschreibung
1. Introduction.- Exercises.- 2. Normal Approximations to Likelihoods and to Posteriors.- 2.1. Likelihood/Posterior Density.- 2.2. Specification of the Prior.- 2.3. Maximum Likelihood.- 2.4. Normal-Based Inference.- 2.5. The ?-Method (Propagation of Errors).- 2.6. Highest Posterior Density Regions.- Exercises.- 3. Nonnormal Approximations to Likelihoods and Posteriors.- 3.1. Numerical Integration.- 3.2. Posterior Moments and Marginalization Based on Laplace's Method.- 3.3. Monte Carlo Methods.- Exercises.- 4. The EM Algorithm.- 4.1. Introduction.- 4.2. Theory.- 4.3. EM in the Exponential Family.- 4.4. Standard Errors in the Context of EM.- 4.5. Monte Carlo Implementation of the E-Step.- 4.6. Acceleration of EM (Louis' Turbo EM).- 4.7. Facilitating the M-Step.- Exercises.- 5. The Data Augmentation Algorithm.- 5.1. Introduction and Motivation.- 5.2. Computing and Sampling from the Predictive Distribution.- 5.3. Calculating the Content and Boundary of the HPD Region.- 5.4. Remarks on the General Implementation of the Data Augmentation Algorithm.- 5.5. Overview of the Convergence Theory of Data Augmentation.- 5.6. Poor Man's Data Augmentation Algorithms.- 5.7. Sampling/Importance Resampling (SIR).- 5.8. General Imputation Methods.- 5.9. Further Importance Sampling Ideas.- 5.10. Sampling in the Context of Multinomial Data.- Exercises.- 6. Markov Chain Monte Carlo: The Gibbs Sampler and the Metropolis Algorithm.- 6.1. Introduction to the Gibbs Sampler.- 6.2. Examples.- 6.3. Assessing Convergence of the Chain.- 6.4. The Griddy Gibbs Sampler.- 6.5. The Metropolis Algorithm.- 6.6. Conditional Inference via the Gibbs Sampler.- Exercises.- References.
Eigenschaften
Breite: | 155 |
Gewicht: | 340 g |
Höhe: | 235 |
Länge: | 13 |
Seiten: | 208 |
Sprachen: | Englisch |
Autor: | Martin A. Tanner |
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