An Introduction to Bayesian Scientific Computing : Ten Lectures on Subjective Computing

An Introduction to Bayesian Scientific Computing Ten Lectures on Subjective Computing

A combination of the concepts subjective – or Bayesian – statistics and scientific computing, the book provides an integrated view across numerical linear algebra and computational statistics. Inverse problems act as the bridge between these two fields where the goal is to estimate an unknown parame...

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Detalles Bibliográficos
Autores principales: Calvetti, Daniela. author (author), Somersalo, E. author
Formato: Libro electrónico
Idioma:Inglés
Publicado: New York, NY : Springer New York 2007.
Edición:1st ed. 2007.
Colección:Surveys and Tutorials in the Applied Mathematical Sciences, 2
Materias:
Computers.
Computer mathematics.
Statistics .
Probabilities.
Theory of Computation.
Computational Science and Engineering.
Statistics and Computing/Statistics Programs.
Computational Mathematics and Numerical Analysis.
Probability Theory and Stochastic Processes.
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009462124406719
Tabla de Contenidos:
  • Inverse problems and subjective computing
  • Basic problem of statistical inference
  • The praise of ignorance: randomness as lack of information
  • Basic problem in numerical linear algebra
  • Sampling: first encounter
  • Statistically inspired preconditioners
  • Conditional Gaussian densities and predictive envelopes
  • More applications of the Gaussian conditioning
  • Sampling: the real thing
  • Wrapping up: hypermodels, dynamic priorconditioners and Bayesian learning.

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