Computational statistics handbook with MATLAB:
Gespeichert in:
Hauptverfasser: | , |
---|---|
Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Boca Raton [u.a.]
Chapman & Hall, CRC
2008
|
Ausgabe: | 2. ed. |
Schriftenreihe: | Computer science and data analysis series
8 |
Schlagworte: | |
Online-Zugang: | Inhaltsverzeichnis |
Beschreibung: | XXIII, 767 S. graph. Darst. |
ISBN: | 9781584885665 |
Internformat
MARC
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001 | BV022476044 | ||
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005 | 20081106 | ||
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020 | |a 9781584885665 |9 978-1-58488-566-5 | ||
035 | |a (OCoLC)254942782 | ||
035 | |a (DE-599)BVBBV013900790 | ||
040 | |a DE-604 |b ger |e rakwb | ||
041 | 0 | |a eng | |
049 | |a DE-19 |a DE-945 |a DE-91G |a DE-355 |a DE-92 |a DE-M347 | ||
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084 | |a ST 601 |0 (DE-625)143682: |2 rvk | ||
084 | |a DAT 364f |2 stub | ||
084 | |a MAT 620f |2 stub | ||
100 | 1 | |a Martinez, Wendy L. |d 1953- |e Verfasser |0 (DE-588)1173101632 |4 aut | |
245 | 1 | 0 | |a Computational statistics handbook with MATLAB |c Wendy L. Martinez ; Angel R. Martinez |
250 | |a 2. ed. | ||
264 | 1 | |a Boca Raton [u.a.] |b Chapman & Hall, CRC |c 2008 | |
300 | |a XXIII, 767 S. |b graph. Darst. | ||
336 | |b txt |2 rdacontent | ||
337 | |b n |2 rdamedia | ||
338 | |b nc |2 rdacarrier | ||
490 | 1 | |a Computer science and data analysis series |v 8 | |
650 | 7 | |a MATLAB (logiciel) |2 ram | |
650 | 4 | |a Statistique mathématique - Informatique | |
650 | 7 | |a Statistique mathématique |2 ram | |
650 | 0 | 7 | |a MATLAB |0 (DE-588)4329066-8 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Statistik |0 (DE-588)4056995-0 |2 gnd |9 rswk-swf |
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689 | 0 | 1 | |a MATLAB |0 (DE-588)4329066-8 |D s |
689 | 0 | |5 DE-604 | |
700 | 1 | |a Martinez, Angel R. |e Verfasser |4 aut | |
830 | 0 | |a Computer science and data analysis series |v 8 |w (DE-604)BV019994004 |9 8 | |
856 | 4 | 2 | |m Digitalisierung UB Regensburg |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015683460&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-015683460 |
Datensatz im Suchindex
_version_ | 1809768524830212096 |
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adam_text |
Table of
Contents
Preface to the Second Edition
. xvii
Preface to the First Edition
.xxi
Chapter
1
Introduction
1.1
What Is Computational Statistics?
.1
1.2
An Overview of the Book
.2
Philosophy
.2
What Is Covered
.3
A Word About Notation
.5
1.3
MATLAB®
Code
.6
Computational Statistics Toolbox
.7
Internet Resources
.8
1.4
Further Reading
.9
Chapter
2
Probability Concepts
2.1
Introduction
.11
2.2
Probability
.12
Background
. 12
Probability
.14
Axioms of Probability
. 17
2.3
Conditional Probability and Independence
.17
Conditional Probability
.17
Independence
.18
Bayes'Theorem
.19
2.4
Expectation
.21
Mean and Variance
.21
Skewness
.23
Kurtosis
.23
2.5
Common Distributions
.24
Binomial
.24
Poisson
.26
Uniform
.29
Normal
.31
vu
viii
Computational Statistics Handbook with
MATLAB®,
2nd Edition
Exponential
.34
Gamma
.36
Chi-Square
.37
Weibull
.38
Beta
.40
Student's
t
Distribution
.41
Multivariate Normal
.44
Multivariate
t
Distribution
.47
2.6
MATLAB®
Code
.48
2.7
Further Reading
.49
Exercises
.52
Chapter
3
Sampling Concepts
3.1
Introduction
.55
3.2
Sampling Terminology and Concepts
.55
Sample Mean and Sample Variance
.57
Sample Moments
.58
Covariance
.60
3.3
Sampling Distributions
.63
3.4
Parameter Estimation
.65
Bias
.66
Mean Squared Error
.66
Relative Efficiency
.67
Standard Error
.67
Maximum Likelihood Estimation
.68
Method of Moments
.71
3.5
Empirical Distribution Function
.72
Quantiles
.74
3.6
MATLAB®
Code
.77
3.7
Further Reading
.78
Exercises
.80
Chapter
4
Generating Random Variables
4.1
Introduction
.83
4.2
General Techniques for Generating Random Variables
.83
Uniform Random Numbers
.83
Inverse Transform Method
.86
Acceptance-Rejection Method
.89
4.3
Generating Continuous Random Variables
.93
Normal Distribution
.93
Exponential Distribution
.94
Gamma
.95
Table
of Contents
ix
Chi-Square.98
Beta
.99
Multivariate Normal
. 101
Multivariate Student's
t
Distribution
.103
Generating
Variâtes on a
Sphere
. 104
4.4
Generating Discrete Random Variables
.107
Binomial
.107
Poisson
. 108
Discrete Uniform
.
Ill
4.5
MATLAB®
Code
.112
4.6
Further Reading
.113
Exercises
.115
Chapter
5
Exploratory Data Analysis
5.1
Introduction
.117
5.2
Exploring Univariate Data
.119
Histograms
. 119
Stem-and-Leaf
.122
Quantile-Based Plots
-
Continuous Distributions
.124
Quantile Plots
-
Discrete Distributions
.132
Box Plots
.138
5.3
Exploring Bivariate and Trivariate Data
.145
Scatterplots
.145
Surface Plots
.146
Contour Plots
. 148
Bivariate Histogram
. 149
3-D
Scatterplot
.155
5.4
Exploring Multi-Dimensional Data
.158
Scatterplot Matrix
.158
Slices and
Isosurfaces
. 160
Glyphs
.166
Andrews Curves
.168
Parallel Coordinates
.172
5.5
MATLAB®
Code
.179
5.6
Further Reading
.181
Exercises
.183
Chapter
6
Finding Structure
6.1
Introduction
.187
6.2
Projecting Data
.188
6.3
Principal Component Analysis
.190
6.4
Projection Pursuit EDA
.195
x
Computational Statistics Handbook with
MATLAB®,
2nd Edition
Projection Pursuit Index
. 197
Finding the Structure
. 198
Structure Removal
. 199
6.5
Independent Component Analysis
.204
6.6
Grand Tour
.211
6.7
Nonlinear Dimensionality Reduction
.216
Multidimensional Scaling
.216
Isometric Feature Mapping
- ISOMAP.220
6.8
MATLAB®
Code
.224
6.9
Further Reading
.227
Exercises
.230
Chapter
7
Monte Carlo Methods for Inferential Statistics
7.1
Introduction
.233
7.2
Classical Inferential Statistics
.234
Hypothesis Testing
.234
Confidence Intervals
.243
7.3
Monte Carlo Methods for Inferential Statistics
.246
Basic Monte Carlo Procedure
.246
Monte Carlo Hypothesis Testing
.247
Monte Carlo Assessment of Hypothesis Testing
.252
7.4
Bootstrap Methods
.256
General Bootstrap Methodology
.256
Bootstrap Estimate of Standard Error
.258
Bootstrap Estimate of Bias
.260
Bootstrap Confidence Intervals
.262
7.5
MATLAB®
Code
.268
7.6
Further Reading
.269
Exercises
.271
Chapter
8
Data Partitioning
8.1
Introduction
.273
8.2
Cross-Validation
.274
8.3
Jackknife
.281
8.4
Better Bootstrap Confidence Intervals
.289
8.5
Jackknife-After-Bootstrap
.293
8.6
MATLAB®
Code
.295
8.7
Further Reading
.296
Exercises
.298
Table of
Contents xi
Chapter
9
Probability Density Estimation
9.1
Introduction
.301
9.2
Histograms
.303
1-D Histograms
. 303
Multivariate Histograms
.309
Frequency Polygons
.311
Averaged Shifted Histograms
.316
9.3
Kernel Density Estimation
.322
Univariate Kernel Estimators
.322
Multivariate Kernel Estimators
.327
9.4
Finite Mixtures
.329
Univariate Finite Mixtures
.331
Visualizing Finite Mixtures
.333
Multivariate Finite Mixtures
.335
EM Algorithm for Estimating the Parameters
.338
Adaptive Mixtures
.343
9.5
Generating Random Variables
.348
9.6
MATLAB®
Code
.356
9.7
Further Reading
.357
Exercises
.359
Chapter
10
Supervised Learning
10.1
Introduction
.363
10.2
Bayes
Decision Theory
.365
Estimating Class-Conditional Probabilities: Parametric Method
.367
Estimating Class-Conditional Probabilities: Nonparametric
.369
Bayes
Decision Rule
.370
Likelihood Ratio Approach
.377
10.3
Evaluating the Classifier
.380
Independent Test Sample
.380
Cross-Validatíon
.382
Receiver Operating Characteristic (ROC) Curve
.385
10.4
Classification Trees
.390
Growing the Tree
.394
Pruning the Tree
.399
Choosing the Best Tree
.403
Other Tree Methods
.412
10.5
Combining Classifiers
.414
Bagging
.415
Boosting
.417
Arcing Classifiers
.420
Random Forests
.422
10.6
MATLAB®
Code
.423
xii
Computational Statistics Handbook with
MATLAB®,
2nd Edition
10.7
Further Reading
.424
Exercises
.428
Chapter
11
Unsupervised Learning
11.1
Introduction
.431
11.2
Measures of Distance
.432
11.3
Hierarchical Clustering
.434
11.4
K-Means Clustering
.442
11.5
Model-Based Clustering
.445
Finite Mixture Models and the EM Algorithm
.446
Model-Based Agglomerative Clustering
.450
Bayesian Information Criterion
.453
Model-Based Clustering Procedure
.453
11.6
Assessing Cluster Results
.458
Mojena
-
Upper Tail Rule
.458
Silhouette Statistic
.459
Other Methods for Evaluating Clusters
.462
11.7
MATLAB®
Code
.465
11.8
Further Reading
.466
Exercises
.469
Chapter
12
Parametric Models
12.1
Introduction
.471
12.2
Spline Regression Models
.477
12.3
Logistic Regression
.482
Creating the Model
.482
Interpreting the Model Parameters
.487
12.4
Generalized Linear Models
.488
Exponential Family Form
.489
Generalized Linear Model
.494
Model Checking
.498
12.5
MATLAB®
Code
.508
12.6
Further Reading
.509
Exercises
.511
Chapter
13
Nonparametric Models
13.1
Introduction
.513
13.2
Some Smoothing Methods
.514
Bin Smoothing
.515
Running Mean
.517
Table
of
Contents
хщ
Running Line
.518
Local Polynomial Regression
-
Loess
.519
Robust Loess
.525
13.3
Kernel Methods
.528
Nadaraya-Watson Estimator
.531
Local Linear Kernel Estimator
.532
13.4
Smoothing Splines
.534
Natural Cubic Splines
.536
Reinsch Method for Finding Smoothing Splines
.537
Values for a Cubic Smoothing Spline
.540
Weighted Smoothing Spline
.540
13.5
Nonparametric Regression
-
Other Details
.542
Choosing the Smoothing Parameter
.542
Estimation of the Residual Variance
.547
Variability of Smooths
.548
13.6
Regression Trees
.551
Growing a Regression Tree
.553
Pruning a Regression Tree
.557
Selecting a Tree
.557
13.7
Additive Models
.563
13.8
MATLAB®
Code
.567
13.9
Further Reading
.570
Exercises
.573
Chapter
14
Markov Chain Monte Carlo Methods
14.1
Introduction
.575
14.2
Background
.576
Bayesian Inference
.576
Monte Carlo Integration
.577
Markov Chains
.579
Analyzing the Output
.580
14.3
Metropolis-Hastings Algorithms
.580
Metropolis-Hastings Sampler
.581
Metropolis Sampler
.584
Independence Sampler
.587
Autoregressive
Generating Density
.589
14.4
The Gibbs Sampler
.592
14.5
Convergence Monitoring
.602
Gelman and Rubin Method
.604
Raftery and Lewis Method
.607
14.6
MATLAB®
Code
.609
14.7
Further Reading
.610
Exercises
.,.612
xiv
Computational Statistics Handbook with
MATLAB®,
2nd Edition
Chapter
15
Spatial Statistics
15.1
Introduction
.617
What Is Spatial Statistics?
. 617
Types of Spatial Data
.618
Spatial Point Patterns
.619
Complete Spatial Randomness
. 621
15.2
Visualizing Spatial Point Processes
.623
15.3
Exploring First-order and Second-order Properties
.627
Estimating the Intensity
. 627
Estimating the Spatial Dependence
. 630
15.4
Modeling Spatial Point Processes
.638
Nearest Neighbor Distances
.638
K-Function
. 643
15.5
Simulating Spatial Point Processes
.646
Homogeneous
Poisson
Process
.647
Binomial Process
.650
Poisson
Cluster Process
.651
Inhibition Process
.654
Strauss Process
. 656
15.6
MATLAB®
Code
.658
15.7
Further Reading
.659
Exercises
.661
Appendix A
Introduction to
MATLAB®
A.1 What Is
MATLAB®?
.663
A.2 Getting Help in
MATLAB®
.664
A.3 File and Workspace Management
.664
A.4 Punctuation in
MATLAB®
.666
A.5 Arithmetic Operators
.666
A.6 Data Constructs in
MATLAB®
.668
Basic Data Constructs
.668
Building Arrays
.668
Cell Arrays
.669
A.7 Script Files and Functions
.670
A.8 Control Flow
.672
For Loop
.672
While Loop
.672
If-Else Statements
.673
Switch Statement
.673
A.9 Simple Plotting
.673
A.10 Contact Information
.676
Table
of
Contents xv
Appendix
В
Projection Pursuit
Indexes
B.l Indexes .677
Friedman-Tukey Index.677
Entropy
Index.678
Moment Index.678
L2
Distances
.679
Б.2
MATLAB®
Source Code
.680
Appendix
С
MATLAB®
Statistics Toolbox
File I/O
.687
Dataset
Arrays
.687
Grouped Data
.687
Descriptive Statistics
.688
Statistical Visualization
.688
Probability Density Functions
.689
Cumulative Distribution Functions
.690
Inverse Cumulative Distribution Functions
.691
Distribution Statistics Functions
.691
Distribution Fitting Functions
.692
Negative Log-Likelihood Functions
.692
Random Number Generators
.693
Hypothesis Tests
.694
Analysis of Variance
.694
Regression Analysis
.694
Multivariate Methods
.695
Cluster Analysis
.696
Classification
.696
Markov Models
.696
Design of Experiments
.697
Statistical Process Control
.697
Graphical User Interfaces
.697
Appendix
D
Computational Statistics Toolbox
Probability Distributions
.699
Statistics
.699
Random Number Generation
.700
Exploratory Data Analysis
.700
Bootstrap and Jackknife
.701
Probability Density Estimation
.701
Supervised Learning
.701
Unsupervised Learning
.701
xvi
Computational Statistics Handbook with
MATLAB®, 2m
Edition
Parametric and Nonparametric Models
.702
Markov Chain Monte Carlo
.702
Spatial Statistics
.702
Appendix
E
Exploratory Data Analysis Toolboxes
E.I Introduction
.703
E.2 Exploratory Data Analysis Toolbox
.704
E.3 EDA GUI Toolbox
.705
Appendix
F
Data Sets
Introduction
.719
Appendix
G
Notation
Overview
.727
Observed Data
.727
Greek Letters
.728
Functions and Distributions
.728
Matrix Notation
.729
Statistics
.729
References
.731
Author Index
.751
Subject Index
.757 |
adam_txt |
Table of
Contents
Preface to the Second Edition
. xvii
Preface to the First Edition
.xxi
Chapter
1
Introduction
1.1
What Is Computational Statistics?
.1
1.2
An Overview of the Book
.2
Philosophy
.2
What Is Covered
.3
A Word About Notation
.5
1.3
MATLAB®
Code
.6
Computational Statistics Toolbox
.7
Internet Resources
.8
1.4
Further Reading
.9
Chapter
2
Probability Concepts
2.1
Introduction
.11
2.2
Probability
.12
Background
. 12
Probability
.14
Axioms of Probability
. 17
2.3
Conditional Probability and Independence
.17
Conditional Probability
.17
Independence
.18
Bayes'Theorem
.19
2.4
Expectation
.21
Mean and Variance
.21
Skewness
.23
Kurtosis
.23
2.5
Common Distributions
.24
Binomial
.24
Poisson
.26
Uniform
.29
Normal
.31
vu
viii
Computational Statistics Handbook with
MATLAB®,
2nd Edition
Exponential
.34
Gamma
.36
Chi-Square
.37
Weibull
.38
Beta
.40
Student's
t
Distribution
.41
Multivariate Normal
.44
Multivariate
t
Distribution
.47
2.6
MATLAB®
Code
.48
2.7
Further Reading
.49
Exercises
.52
Chapter
3
Sampling Concepts
3.1
Introduction
.55
3.2
Sampling Terminology and Concepts
.55
Sample Mean and Sample Variance
.57
Sample Moments
.58
Covariance
.60
3.3
Sampling Distributions
.63
3.4
Parameter Estimation
.65
Bias
.66
Mean Squared Error
.66
Relative Efficiency
.67
Standard Error
.67
Maximum Likelihood Estimation
.68
Method of Moments
.71
3.5
Empirical Distribution Function
.72
Quantiles
.74
3.6
MATLAB®
Code
.77
3.7
Further Reading
.78
Exercises
.80
Chapter
4
Generating Random Variables
4.1
Introduction
.83
4.2
General Techniques for Generating Random Variables
.83
Uniform Random Numbers
.83
Inverse Transform Method
.86
Acceptance-Rejection Method
.89
4.3
Generating Continuous Random Variables
.93
Normal Distribution
.93
Exponential Distribution
.94
Gamma
.95
Table
of Contents
ix
Chi-Square.98
Beta
.99
Multivariate Normal
. 101
Multivariate Student's
t
Distribution
.103
Generating
Variâtes on a
Sphere
. 104
4.4
Generating Discrete Random Variables
.107
Binomial
.107
Poisson
. 108
Discrete Uniform
.
Ill
4.5
MATLAB®
Code
.112
4.6
Further Reading
.113
Exercises
.115
Chapter
5
Exploratory Data Analysis
5.1
Introduction
.117
5.2
Exploring Univariate Data
.119
Histograms
. 119
Stem-and-Leaf
.122
Quantile-Based Plots
-
Continuous Distributions
.124
Quantile Plots
-
Discrete Distributions
.132
Box Plots
.138
5.3
Exploring Bivariate and Trivariate Data
.145
Scatterplots
.145
Surface Plots
.146
Contour Plots
. 148
Bivariate Histogram
. 149
3-D
Scatterplot
.155
5.4
Exploring Multi-Dimensional Data
.158
Scatterplot Matrix
.158
Slices and
Isosurfaces
. 160
Glyphs
.166
Andrews Curves
.168
Parallel Coordinates
.172
5.5
MATLAB®
Code
.179
5.6
Further Reading
.181
Exercises
.183
Chapter
6
Finding Structure
6.1
Introduction
.187
6.2
Projecting Data
.188
6.3
Principal Component Analysis
.190
6.4
Projection Pursuit EDA
.195
x
Computational Statistics Handbook with
MATLAB®,
2nd Edition
Projection Pursuit Index
. 197
Finding the Structure
. 198
Structure Removal
. 199
6.5
Independent Component Analysis
.204
6.6
Grand Tour
.211
6.7
Nonlinear Dimensionality Reduction
.216
Multidimensional Scaling
.216
Isometric Feature Mapping
- ISOMAP.220
6.8
MATLAB®
Code
.224
6.9
Further Reading
.227
Exercises
.230
Chapter
7
Monte Carlo Methods for Inferential Statistics
7.1
Introduction
.233
7.2
Classical Inferential Statistics
.234
Hypothesis Testing
.234
Confidence Intervals
.243
7.3
Monte Carlo Methods for Inferential Statistics
.246
Basic Monte Carlo Procedure
.246
Monte Carlo Hypothesis Testing
.247
Monte Carlo Assessment of Hypothesis Testing
.252
7.4
Bootstrap Methods
.256
General Bootstrap Methodology
.256
Bootstrap Estimate of Standard Error
.258
Bootstrap Estimate of Bias
.260
Bootstrap Confidence Intervals
.262
7.5
MATLAB®
Code
.268
7.6
Further Reading
.269
Exercises
.271
Chapter
8
Data Partitioning
8.1
Introduction
.273
8.2
Cross-Validation
.274
8.3
Jackknife
.281
8.4
Better Bootstrap Confidence Intervals
.289
8.5
Jackknife-After-Bootstrap
.293
8.6
MATLAB®
Code
.295
8.7
Further Reading
.296
Exercises
.298
Table of
Contents xi
Chapter
9
Probability Density Estimation
9.1
Introduction
.301
9.2
Histograms
.303
1-D Histograms
. 303
Multivariate Histograms
.309
Frequency Polygons
.311
Averaged Shifted Histograms
.316
9.3
Kernel Density Estimation
.322
Univariate Kernel Estimators
.322
Multivariate Kernel Estimators
.327
9.4
Finite Mixtures
.329
Univariate Finite Mixtures
.331
Visualizing Finite Mixtures
.333
Multivariate Finite Mixtures
.335
EM Algorithm for Estimating the Parameters
.338
Adaptive Mixtures
.343
9.5
Generating Random Variables
.348
9.6
MATLAB®
Code
.356
9.7
Further Reading
.357
Exercises
.359
Chapter
10
Supervised Learning
10.1
Introduction
.363
10.2
Bayes
Decision Theory
.365
Estimating Class-Conditional Probabilities: Parametric Method
.367
Estimating Class-Conditional Probabilities: Nonparametric
.369
Bayes
Decision Rule
.370
Likelihood Ratio Approach
.377
10.3
Evaluating the Classifier
.380
Independent Test Sample
.380
Cross-Validatíon
.382
Receiver Operating Characteristic (ROC) Curve
.385
10.4
Classification Trees
.390
Growing the Tree
.394
Pruning the Tree
.399
Choosing the Best Tree
.403
Other Tree Methods
.412
10.5
Combining Classifiers
.414
Bagging
.415
Boosting
.417
Arcing Classifiers
.420
Random Forests
.422
10.6
MATLAB®
Code
.423
xii
Computational Statistics Handbook with
MATLAB®,
2nd Edition
10.7
Further Reading
.424
Exercises
.428
Chapter
11
Unsupervised Learning
11.1
Introduction
.431
11.2
Measures of Distance
.432
11.3
Hierarchical Clustering
.434
11.4
K-Means Clustering
.442
11.5
Model-Based Clustering
.445
Finite Mixture Models and the EM Algorithm
.446
Model-Based Agglomerative Clustering
.450
Bayesian Information Criterion
.453
Model-Based Clustering Procedure
.453
11.6
Assessing Cluster Results
.458
Mojena
-
Upper Tail Rule
.458
Silhouette Statistic
.459
Other Methods for Evaluating Clusters
.462
11.7
MATLAB®
Code
.465
11.8
Further Reading
.466
Exercises
.469
Chapter
12
Parametric Models
12.1
Introduction
.471
12.2
Spline Regression Models
.477
12.3
Logistic Regression
.482
Creating the Model
.482
Interpreting the Model Parameters
.487
12.4
Generalized Linear Models
.488
Exponential Family Form
.489
Generalized Linear Model
.494
Model Checking
.498
12.5
MATLAB®
Code
.508
12.6
Further Reading
.509
Exercises
.511
Chapter
13
Nonparametric Models
13.1
Introduction
.513
13.2
Some Smoothing Methods
.514
Bin Smoothing
.515
Running Mean
.517
Table
of
Contents
хщ
Running Line
.518
Local Polynomial Regression
-
Loess
.519
Robust Loess
.525
13.3
Kernel Methods
.528
Nadaraya-Watson Estimator
.531
Local Linear Kernel Estimator
.532
13.4
Smoothing Splines
.534
Natural Cubic Splines
.536
Reinsch Method for Finding Smoothing Splines
.537
Values for a Cubic Smoothing Spline
.540
Weighted Smoothing Spline
.540
13.5
Nonparametric Regression
-
Other Details
.542
Choosing the Smoothing Parameter
.542
Estimation of the Residual Variance
.547
Variability of Smooths
.548
13.6
Regression Trees
.551
Growing a Regression Tree
.553
Pruning a Regression Tree
.557
Selecting a Tree
.557
13.7
Additive Models
.563
13.8
MATLAB®
Code
.567
13.9
Further Reading
.570
Exercises
.573
Chapter
14
Markov Chain Monte Carlo Methods
14.1
Introduction
.575
14.2
Background
.576
Bayesian Inference
.576
Monte Carlo Integration
.577
Markov Chains
.579
Analyzing the Output
.580
14.3
Metropolis-Hastings Algorithms
.580
Metropolis-Hastings Sampler
.581
Metropolis Sampler
.584
Independence Sampler
.587
Autoregressive
Generating Density
.589
14.4
The Gibbs Sampler
.592
14.5
Convergence Monitoring
.602
Gelman and Rubin Method
.604
Raftery and Lewis Method
.607
14.6
MATLAB®
Code
.609
14.7
Further Reading
.610
Exercises
.,.612
xiv
Computational Statistics Handbook with
MATLAB®,
2nd Edition
Chapter
15
Spatial Statistics
15.1
Introduction
.617
What Is Spatial Statistics?
. 617
Types of Spatial Data
.618
Spatial Point Patterns
.619
Complete Spatial Randomness
. 621
15.2
Visualizing Spatial Point Processes
.623
15.3
Exploring First-order and Second-order Properties
.627
Estimating the Intensity
. 627
Estimating the Spatial Dependence
. 630
15.4
Modeling Spatial Point Processes
.638
Nearest Neighbor Distances
.638
K-Function
. 643
15.5
Simulating Spatial Point Processes
.646
Homogeneous
Poisson
Process
.647
Binomial Process
.650
Poisson
Cluster Process
.651
Inhibition Process
.654
Strauss Process
. 656
15.6
MATLAB®
Code
.658
15.7
Further Reading
.659
Exercises
.661
Appendix A
Introduction to
MATLAB®
A.1 What Is
MATLAB®?
.663
A.2 Getting Help in
MATLAB®
.664
A.3 File and Workspace Management
.664
A.4 Punctuation in
MATLAB®
.666
A.5 Arithmetic Operators
.666
A.6 Data Constructs in
MATLAB®
.668
Basic Data Constructs
.668
Building Arrays
.668
Cell Arrays
.669
A.7 Script Files and Functions
.670
A.8 Control Flow
.672
For Loop
.672
While Loop
.672
If-Else Statements
.673
Switch Statement
.673
A.9 Simple Plotting
.673
A.10 Contact Information
.676
Table
of
Contents xv
Appendix
В
Projection Pursuit
Indexes
B.l Indexes .677
Friedman-Tukey Index.677
Entropy
Index.678
Moment Index.678
L2
Distances
.679
Б.2
MATLAB®
Source Code
.680
Appendix
С
MATLAB®
Statistics Toolbox
File I/O
.687
Dataset
Arrays
.687
Grouped Data
.687
Descriptive Statistics
.688
Statistical Visualization
.688
Probability Density Functions
.689
Cumulative Distribution Functions
.690
Inverse Cumulative Distribution Functions
.691
Distribution Statistics Functions
.691
Distribution Fitting Functions
.692
Negative Log-Likelihood Functions
.692
Random Number Generators
.693
Hypothesis Tests
.694
Analysis of Variance
.694
Regression Analysis
.694
Multivariate Methods
.695
Cluster Analysis
.696
Classification
.696
Markov Models
.696
Design of Experiments
.697
Statistical Process Control
.697
Graphical User Interfaces
.697
Appendix
D
Computational Statistics Toolbox
Probability Distributions
.699
Statistics
.699
Random Number Generation
.700
Exploratory Data Analysis
.700
Bootstrap and Jackknife
.701
Probability Density Estimation
.701
Supervised Learning
.701
Unsupervised Learning
.701
xvi
Computational Statistics Handbook with
MATLAB®, 2m
Edition
Parametric and Nonparametric Models
.702
Markov Chain Monte Carlo
.702
Spatial Statistics
.702
Appendix
E
Exploratory Data Analysis Toolboxes
E.I Introduction
.703
E.2 Exploratory Data Analysis Toolbox
.704
E.3 EDA GUI Toolbox
.705
Appendix
F
Data Sets
Introduction
.719
Appendix
G
Notation
Overview
.727
Observed Data
.727
Greek Letters
.728
Functions and Distributions
.728
Matrix Notation
.729
Statistics
.729
References
.731
Author Index
.751
Subject Index
.757 |
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discipline_str_mv | Informatik Psychologie Mathematik |
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illustrated | Illustrated |
index_date | 2024-07-02T17:46:31Z |
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isbn | 9781584885665 |
language | English |
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spelling | Martinez, Wendy L. 1953- Verfasser (DE-588)1173101632 aut Computational statistics handbook with MATLAB Wendy L. Martinez ; Angel R. Martinez 2. ed. Boca Raton [u.a.] Chapman & Hall, CRC 2008 XXIII, 767 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Computer science and data analysis series 8 MATLAB (logiciel) ram Statistique mathématique - Informatique Statistique mathématique ram MATLAB (DE-588)4329066-8 gnd rswk-swf Statistik (DE-588)4056995-0 gnd rswk-swf Statistik (DE-588)4056995-0 s MATLAB (DE-588)4329066-8 s DE-604 Martinez, Angel R. Verfasser aut Computer science and data analysis series 8 (DE-604)BV019994004 8 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015683460&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
spellingShingle | Martinez, Wendy L. 1953- Martinez, Angel R. Computational statistics handbook with MATLAB Computer science and data analysis series MATLAB (logiciel) ram Statistique mathématique - Informatique Statistique mathématique ram MATLAB (DE-588)4329066-8 gnd Statistik (DE-588)4056995-0 gnd |
subject_GND | (DE-588)4329066-8 (DE-588)4056995-0 |
title | Computational statistics handbook with MATLAB |
title_auth | Computational statistics handbook with MATLAB |
title_exact_search | Computational statistics handbook with MATLAB |
title_exact_search_txtP | Computational statistics handbook with MATLAB |
title_full | Computational statistics handbook with MATLAB Wendy L. Martinez ; Angel R. Martinez |
title_fullStr | Computational statistics handbook with MATLAB Wendy L. Martinez ; Angel R. Martinez |
title_full_unstemmed | Computational statistics handbook with MATLAB Wendy L. Martinez ; Angel R. Martinez |
title_short | Computational statistics handbook with MATLAB |
title_sort | computational statistics handbook with matlab |
topic | MATLAB (logiciel) ram Statistique mathématique - Informatique Statistique mathématique ram MATLAB (DE-588)4329066-8 gnd Statistik (DE-588)4056995-0 gnd |
topic_facet | MATLAB (logiciel) Statistique mathématique - Informatique Statistique mathématique MATLAB Statistik |
url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015683460&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
volume_link | (DE-604)BV019994004 |
work_keys_str_mv | AT martinezwendyl computationalstatisticshandbookwithmatlab AT martinezangelr computationalstatisticshandbookwithmatlab |