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The Resource Stochastic modeling of scientific data, Peter Guttorp

Stochastic modeling of scientific data, Peter Guttorp

Label
Stochastic modeling of scientific data
Title
Stochastic modeling of scientific data
Statement of responsibility
Peter Guttorp
Creator
Subject
Language
eng
Summary
This text combines stochastic modeling and statistical inference in a variety of standard and less common models, such as point processes, Markov random fields and hidden Markov models, in a clear, thoughtful and succinct manner. The main distinguishing feature of this work is that, in addition to probability theory, it contains statistical aspects of model fitting and a variety of data sets that are either analysed in the text or used as exercises. Markov chain Monte Carlo methods are introduced for evaluating likelihoods in complicated models and the forward - backward algorithm for analysing hidden Markov models is presented
Cataloging source
UKM
http://library.link/vocab/creatorName
Guttorp, Peter
Illustrations
illustrations
Nature of contents
bibliography
Series statement
Stochastic modeling
http://library.link/vocab/subjectName
  • Stochastic processes
  • Markov processes
Label
Stochastic modeling of scientific data, Peter Guttorp
Instantiates
Publication
Bibliography note
Includes bibliographical references (p. [332]-348) and indexes
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Ch. 1. Introduction -- Ch. 2. Discrete time Markov chains -- Ch. 3. Continuous time Markov chains -- Ch. 4. Markov random fields -- Ch. 5. Point processes -- Ch. 6. Brownian motion and diffusion -- Appendix A. Some statistical theory -- Appendix B. Linear difference equations with constant coefficients -- Appendix C. Some theory of partial differential equations
Dimensions
25cm.
Extent
xii,372p
Isbn
9780412992810
Lccn
gb 95071064
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
ill
Label
Stochastic modeling of scientific data, Peter Guttorp
Publication
Bibliography note
Includes bibliographical references (p. [332]-348) and indexes
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Ch. 1. Introduction -- Ch. 2. Discrete time Markov chains -- Ch. 3. Continuous time Markov chains -- Ch. 4. Markov random fields -- Ch. 5. Point processes -- Ch. 6. Brownian motion and diffusion -- Appendix A. Some statistical theory -- Appendix B. Linear difference equations with constant coefficients -- Appendix C. Some theory of partial differential equations
Dimensions
25cm.
Extent
xii,372p
Isbn
9780412992810
Lccn
gb 95071064
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
ill

Library Locations

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      Ashton Street, Liverpool, L69 3DA, GB
      53.418074 -2.967913
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