Tools for statistical inference: methods for the exploration of posterior distributions and likelihood functions
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New York [u.a.]
Springer
1996
|
| Ausgabe: | 3. ed. |
| Schriftenreihe: | Springer series in statistics
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Literaturverz. S. 193 - 201 |
| Beschreibung: | VIII, 207 S. graph. Darst. |
| ISBN: | 0387946888 |
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Datensatz im Suchindex
| _version_ | 1804125392439607296 |
|---|---|
| adam_text | Titel: Tools for statistical inference
Autor: Tanner, Martin Abba
Jahr: 1996
Contents Preface v 1. Introduction 1 Appendix 9 Exercises 11 2. Normal Approximations to Likelihoods and to Posteriors 14 2.1. Likelihood/Posterior Density 14 2.2. Specification of the Prior 21 2.3. Maximum Likelihood 26 2.4. Normal-Based Inference 31 2.5. The S -Method (Propagation of Errors) 34 2.6. Highest Posterior Density Regions 34 Exercises 36 3. Nonnormal Approximations to Likelihoods and Posteriors 40 3.1. Numerical Integration 40 3.2. Posterior Moments and Marginalization Based on Laplace’s Method 44 3.3. Monte Carlo Methods 51 Exercises 59 4. The EM Algorithm 64 4.1. Introduction 64 4.2. Theory 70 4.3. EM in the Exponential Family 71 4.4. Standard Errors in the Context of EM 74 4.5. Monte Carlo Implementation of the £-Step 80 4.6. Acceleration of EM (Louis’ Turbo EM) 84 4.7. Facilitating the M-Step 85 vii
viii Contents Exercises 86 5. The Data Augmentation Algorithm 90 5.1. Introduction and Motivation 90 5.2. Computing and Sampling from the Predictive Distribution 101 5.3. Calculating the Content and Boundary of the HPD Region 103 5.4. Remarks on the General Implementation of the Data Augmentation Algorithm 106 5.5. Overview of the Convergence Theory of Data Augmentation 110 5.6. Poor Man’s Data Augmentation Algorithms 112 5.7. Sampling/Importance Resampling (SIR) 117 5.8. General Imputation Methods 119 5.9. Further Importance Sampling Ideas 127 5.10. Sampling in the Context of Multinomial Data 130 Exercises 135 6. Markov Chain Monte Carlo: The Gibbs Sampler and the Metropolis Algorithm 137 6.1. Introduction to the Gibbs Sampler 137 6.2. Examples 143 6.3. Assessing Convergence of the Chain 152 6.4. The Griddy Gibbs Sampler 164 6.5. The Metropolis Algorithm 174 6.6. Conditional Inference via the Gibbs Sampler 182 Exercises 188 References 193 Subject Index 203
|
| any_adam_object | 1 |
| author | Tanner, Martin A. 1957- |
| author_GND | (DE-588)123994241 |
| author_facet | Tanner, Martin A. 1957- |
| author_role | aut |
| author_sort | Tanner, Martin A. 1957- |
| author_variant | m a t ma mat |
| building | Verbundindex |
| bvnumber | BV010901357 |
| callnumber-first | Q - Science |
| callnumber-label | QA279 |
| callnumber-raw | QA279.5.T36 1996 |
| callnumber-search | QA279.5.T36 1996 |
| callnumber-sort | QA 3279.5 T36 41996 |
| callnumber-subject | QA - Mathematics |
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| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
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| dewey-search | 519.542 519.5/42 20 |
| dewey-sort | 3519.542 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| edition | 3. ed. |
| format | Book |
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| indexdate | 2024-07-09T18:00:50Z |
| institution | BVB |
| isbn | 0387946888 |
| language | English |
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| physical | VIII, 207 S. graph. Darst. |
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| spelling | Tanner, Martin A. 1957- Verfasser (DE-588)123994241 aut Tools for statistical inference methods for the exploration of posterior distributions and likelihood functions Martin A. Tanner 3. ed. New York [u.a.] Springer 1996 VIII, 207 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Springer series in statistics Literaturverz. S. 193 - 201 Algorithmus - Datenanalyse - Inferenzstatistik Bayesian statistical decision theory Mathematical statistics Inferenzstatistik (DE-588)4247120-5 gnd rswk-swf Statistik (DE-588)4056995-0 gnd rswk-swf Statistische Schlussweise (DE-588)4182963-3 gnd rswk-swf Unvollkommene Information (DE-588)4140474-9 gnd rswk-swf Wahrscheinlichkeitsverteilung (DE-588)4121894-2 gnd rswk-swf Datenanalyse (DE-588)4123037-1 gnd rswk-swf Wahrscheinlichkeitsverteilung (DE-588)4121894-2 s Inferenzstatistik (DE-588)4247120-5 s DE-604 Statistische Schlussweise (DE-588)4182963-3 s Unvollkommene Information (DE-588)4140474-9 s 1\p DE-604 Datenanalyse (DE-588)4123037-1 s 2\p DE-604 Statistik (DE-588)4056995-0 s 3\p DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007291044&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Tanner, Martin A. 1957- Tools for statistical inference methods for the exploration of posterior distributions and likelihood functions Algorithmus - Datenanalyse - Inferenzstatistik Bayesian statistical decision theory Mathematical statistics Inferenzstatistik (DE-588)4247120-5 gnd Statistik (DE-588)4056995-0 gnd Statistische Schlussweise (DE-588)4182963-3 gnd Unvollkommene Information (DE-588)4140474-9 gnd Wahrscheinlichkeitsverteilung (DE-588)4121894-2 gnd Datenanalyse (DE-588)4123037-1 gnd |
| subject_GND | (DE-588)4247120-5 (DE-588)4056995-0 (DE-588)4182963-3 (DE-588)4140474-9 (DE-588)4121894-2 (DE-588)4123037-1 |
| title | Tools for statistical inference methods for the exploration of posterior distributions and likelihood functions |
| title_auth | Tools for statistical inference methods for the exploration of posterior distributions and likelihood functions |
| title_exact_search | Tools for statistical inference methods for the exploration of posterior distributions and likelihood functions |
| title_full | Tools for statistical inference methods for the exploration of posterior distributions and likelihood functions Martin A. Tanner |
| title_fullStr | Tools for statistical inference methods for the exploration of posterior distributions and likelihood functions Martin A. Tanner |
| title_full_unstemmed | Tools for statistical inference methods for the exploration of posterior distributions and likelihood functions Martin A. Tanner |
| title_short | Tools for statistical inference |
| title_sort | tools for statistical inference methods for the exploration of posterior distributions and likelihood functions |
| title_sub | methods for the exploration of posterior distributions and likelihood functions |
| topic | Algorithmus - Datenanalyse - Inferenzstatistik Bayesian statistical decision theory Mathematical statistics Inferenzstatistik (DE-588)4247120-5 gnd Statistik (DE-588)4056995-0 gnd Statistische Schlussweise (DE-588)4182963-3 gnd Unvollkommene Information (DE-588)4140474-9 gnd Wahrscheinlichkeitsverteilung (DE-588)4121894-2 gnd Datenanalyse (DE-588)4123037-1 gnd |
| topic_facet | Algorithmus - Datenanalyse - Inferenzstatistik Bayesian statistical decision theory Mathematical statistics Inferenzstatistik Statistik Statistische Schlussweise Unvollkommene Information Wahrscheinlichkeitsverteilung Datenanalyse |
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