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A Festschrift For Herman Rubin Book in PDF, ePub and Kindle version is available to download in english. Read online anytime anywhere directly from your device. Click on the download button below to get a free pdf file of A Festschrift For Herman Rubin book. This book definitely worth reading, it is an incredibly well-written.
Author : Herman Rubin,Anirban DasGupta
Publisher : IMS
Page : 442 pages
File Size : 55,9 Mb
Release : 2004
Category : Bayesian statistical decision theory
ISBN : 0940600617
Author : Anonim
Publisher : Unknown
Page : 417 pages
File Size : 49,6 Mb
Release : 2008
Category : Bayesian statistical decision theory
ISBN : OCLC:300489691
This e-book is the product of Project Euclid and its mission to advance scholarly communication in the field of theoretical and applied mathematics and statistics. Project Euclid was developed and deployed by the Cornell University Library and is jointly managed by Cornell and the Duke University Press.
Author : Ivan Moscati
Publisher : Oxford Studies in History of E
Page : 345 pages
File Size : 40,9 Mb
Release : 2018-11-22
Category : Business & Economics
ISBN : 9780199372768
Utility is a key concept in the economics of individual decision-making. However, utility is not measurable in a straightforward way. As a result, from the very beginning there has been debates about the meaning of utility as well as how to measure it. This book is an innovative investigation of how these arguments changed over time. Measuring Utility reconstructs economists' ideas and discussions about utility measurement from 1870 to 1985, as well as their attempts to measure utility empirically. The book brings into focus the interplay between the evolution of utility analysis, economists' ideas about utility measurement, and their conception of what measurement in general means. It also explores the relationships between the history of utility measurement in economics, the history of the measurement of sensations in psychology, and the history of measurement theory in general. Finally, the book discusses some methodological problems related to utility measurement, such as the epistemological status of the utility concept and its measures. The first part covers the period 1870-1910, and discusses the issue of utility measurement in the theories of Jevons, Menger, Walras and other early utility theorists. Part II deals with the emergence of the notions of ordinal and cardinal utility during the period 1900-1945, and discusses two early attempts to give an empirical content to the notion of utility. Part III focuses on the 1945-1955 debate on utility measurement that was originated by von Neumann and Morgenstern's expected utility theory (EUT). Part IV reconstructs the experimental attempts to measure the utility of money between 1950 and 1985 within the framework provided by EUT. This historical and epistemological overview provides keen insights into current debates about rational choice theory and behavioral economics in the theory of individual decision-making and the philosophy of economics.
Author : James O Berger,Jose-miguel Bernardo,Dongchu Sun
Publisher : World Scientific
Page : 381 pages
File Size : 46,9 Mb
Release : 2024-03-06
Category : Mathematics
ISBN : 9789811284922
Bayesian analysis is today understood to be an extremely powerful method of statistical analysis, as well an approach to statistics that is particularly transparent and intuitive. It is thus being extensively and increasingly utilized in virtually every area of science and society that involves analysis of data.A widespread misconception is that Bayesian analysis is a more subjective theory of statistical inference than what is now called classical statistics. This is true neither historically nor in practice. Indeed, objective Bayesian analysis dominated the statistical landscape from roughly 1780 to 1930, long before 'classical' statistics or subjective Bayesian analysis were developed. It has been a subject of intense interest to a multitude of statisticians, mathematicians, philosophers, and scientists. The book, while primarily focusing on the latest and most prominent objective Bayesian methodology, does present much of this fascinating history.The book is written for four different audiences. First, it provides an introduction to objective Bayesian inference for non-statisticians; no previous exposure to Bayesian analysis is needed. Second, the book provides an overview of the development and current state of objective Bayesian analysis and its relationship to other statistical approaches, for those with interest in the philosophy of learning from data. Third, the book presents a careful development of the particular objective Bayesian approach that we recommend, the reference prior approach. Finally, the book presents as much practical objective Bayesian methodology as possible for statisticians and scientists primarily interested in practical applications.
Author : Glenn Shafer,Vladimir Vovk
Publisher : John Wiley & Sons
Page : 480 pages
File Size : 41,9 Mb
Release : 2019-03-21
Category : Business & Economics
ISBN : 9781118547939
Game-theoretic probability and finance come of age Glenn Shafer and Vladimir Vovk’s Probability and Finance, published in 2001, showed that perfect-information games can be used to define mathematical probability. Based on fifteen years of further research, Game-Theoretic Foundations for Probability and Finance presents a mature view of the foundational role game theory can play. Its account of probability theory opens the way to new methods of prediction and testing and makes many statistical methods more transparent and widely usable. Its contributions to finance theory include purely game-theoretic accounts of Ito’s stochastic calculus, the capital asset pricing model, the equity premium, and portfolio theory. Game-Theoretic Foundations for Probability and Finance is a book of research. It is also a teaching resource. Each chapter is supplemented with carefully designed exercises and notes relating the new theory to its historical context. Praise from early readers “Ever since Kolmogorov's Grundbegriffe, the standard mathematical treatment of probability theory has been measure-theoretic. In this ground-breaking work, Shafer and Vovk give a game-theoretic foundation instead. While being just as rigorous, the game-theoretic approach allows for vast and useful generalizations of classical measure-theoretic results, while also giving rise to new, radical ideas for prediction, statistics and mathematical finance without stochastic assumptions. The authors set out their theory in great detail, resulting in what is definitely one of the most important books on the foundations of probability to have appeared in the last few decades.” – Peter Grünwald, CWI and University of Leiden “Shafer and Vovk have thoroughly re-written their 2001 book on the game-theoretic foundations for probability and for finance. They have included an account of the tremendous growth that has occurred since, in the game-theoretic and pathwise approaches to stochastic analysis and in their applications to continuous-time finance. This new book will undoubtedly spur a better understanding of the foundations of these very important fields, and we should all be grateful to its authors.” – Ioannis Karatzas, Columbia University
Author : Brani Vidakovic
Publisher : John Wiley & Sons
Page : 995 pages
File Size : 49,9 Mb
Release : 2017-11-06
Category : Mathematics
ISBN : 9781119168966
Provides a one-stop resource for engineers learning biostatistics using MATLAB® and WinBUGS Through its scope and depth of coverage, this book addresses the needs of the vibrant and rapidly growing bio-oriented engineering fields while implementing software packages that are familiar to engineers. The book is heavily oriented to computation and hands-on approaches so readers understand each step of the programming. Another dimension of this book is in parallel coverage of both Bayesian and frequentist approaches to statistical inference. It avoids taking sides on the classical vs. Bayesian paradigms, and many examples in this book are solved using both methods. The results are then compared and commented upon. Readers have the choice of MATLAB® for classical data analysis and WinBUGS/OpenBUGS for Bayesian data analysis. Every chapter starts with a box highlighting what is covered in that chapter and ends with exercises, a list of software scripts, datasets, and references. Engineering Biostatistics: An Introduction using MATLAB® and WinBUGS also includes: parallel coverage of classical and Bayesian approaches, where appropriate substantial coverage of Bayesian approaches to statistical inference material that has been classroom-tested in an introductory statistics course in bioengineering over several years exercises at the end of each chapter and an accompanying website with full solutions and hints to some exercises, as well as additional materials and examples Engineering Biostatistics: An Introduction using MATLAB® and WinBUGS can serve as a textbook for introductory-to-intermediate applied statistics courses, as well as a useful reference for engineers interested in biostatistical approaches.
Author : Concha Bielza,Pedro Larrañaga
Publisher : Cambridge University Press
Page : 709 pages
File Size : 48,8 Mb
Release : 2020-11-26
Category : Computers
ISBN : 9781108493703
Trains researchers and graduate students in state-of-the-art statistical and machine learning methods to build models with real-world data.
Author : M.S. Nikulin,Nikolaos Limnios,N. Balakrishnan,Waltraud Kahle,Catherine Huber-Carol
Publisher : Springer Science & Business Media
Page : 436 pages
File Size : 50,8 Mb
Release : 2010-07-08
Category : Mathematics
ISBN : 9780817649241
This volume is a collection of invited chapters covering recent advances in accelerated life testing and degradation models. The book covers a wide range of applications to areas such as reliability, quality control, the health sciences, economics and finance. It is an excellent reference for researchers and practitioners in applied probability and statistics, industrial statistics, the health sciences, quality control, economics, and finance.
Author : Huseyin Arslan
Publisher : John Wiley & Sons
Page : 466 pages
File Size : 43,9 Mb
Release : 2021-05-04
Category : Technology & Engineering
ISBN : 9781119764410
WIRELESS COMMUNICATION SIGNALS A practical guide to wireless communication systems and concepts Wireless technologies and services have evolved significantly over the last couple of decades, and Wireless Communication Signals offers an important guide to the most recent advances in wireless communication systems and concepts grounded in a practical and laboratory perspective. Written by a noted expert on the topic, the book provides the information needed to model, simulate, test, and analyze wireless system and wireless circuits using modern instrumentation and computer aided design software. Designed as a practical resource, the book provides a clear understanding of the basic theory, software simulation, hardware test, and modeling, system component testing, software and hardware interactions and co-simulations. This important book: Provides organic and harmonized coverage of wireless communication systems Covers a range of systems from radio hardware to digital baseband signal processing Presents information on testing and measurement of wireless communication systems and subsystems Includes MATLAB file codes Written for professionals in the communications industry, technical managers, and researchers in both academia and industry. Wireless Communication Signals introduces wireless communication systems and concepts from both a practical and laboratory perspective.
Author : Mehdi Tibouchi,Huaxiong Wang
Publisher : Springer Nature
Page : 784 pages
File Size : 43,7 Mb
Release : 2021-11-30
Category : Computers
ISBN : 9783030920685
The four-volume proceedings LNCS 13090, 13091, 13092, and 13093 constitutes the proceedings of the 27th International Conference on the Theory and Application of Cryptology and Information Security, ASIACRYPT 2021, which was held during December 6-10, 2021. The conference was planned to take place in Singapore, but changed to an online format due to the COVID-19 pandemic. The total of 95 full papers presented in these proceedings was carefully reviewed and selected from 341 submissions. The papers were organized in topical sections as follows: Part I: Best paper awards; public-key cryptanalysis; symmetric key cryptanalysis; quantum security; Part II: physical attacks, leakage and countermeasures; multiparty computation; enhanced public-key encryption and time-lock puzzles; real-world protocols; Part III: NIZK and SNARKs; theory; symmetric-key constructions; homomorphic encryption and encrypted search; Part IV: Lattice cryptanalysis; post-quantum cryptography; advanced encryption and signatures; zero-knowledge proofs, threshold and multi-signatures; authenticated key exchange.
Author : Peter Medvegyev
Publisher : Oxford University Press on Demand
Page : 629 pages
File Size : 52,8 Mb
Release : 2007-07-26
Category : Business & Economics
ISBN : 9780199215256
This graduate level text covers the theory of stochastic integration, an important area of Mathematics that has a wide range of applications, including financial mathematics and signal processing. Aimed at graduate students in Mathematics, Statistics, Probability, Mathematical Finance, and Economics, the book not only covers the theory of the stochastic integral in great depth but also presents the associated theory (martingales, Levy processes) and important examples (Brownianmotion, Poisson process).
Author : Loïc Chaumont,Marc Yor
Publisher : Cambridge University Press
Page : 301 pages
File Size : 44,8 Mb
Release : 2012-07-19
Category : Mathematics
ISBN : 9781107606555
Over 100 exercises with detailed solutions, insightful notes and references for further reading. Ideal for beginning researchers.
Author : Steven R. Dunbar
Publisher : American Mathematical Soc.
Page : 232 pages
File Size : 41,6 Mb
Release : 2019-04-03
Category : Economics
ISBN : 9781470448394
Mathematical Modeling in Economics and Finance is designed as a textbook for an upper-division course on modeling in the economic sciences. The emphasis throughout is on the modeling process including post-modeling analysis and criticism. It is a textbook on modeling that happens to focus on financial instruments for the management of economic risk. The book combines a study of mathematical modeling with exposure to the tools of probability theory, difference and differential equations, numerical simulation, data analysis, and mathematical analysis. Students taking a course from Mathematical Modeling in Economics and Finance will come to understand some basic stochastic processes and the solutions to stochastic differential equations. They will understand how to use those tools to model the management of financial risk. They will gain a deep appreciation for the modeling process and learn methods of testing and evaluation driven by data. The reader of this book will be successfully positioned for an entry-level position in the financial services industry or for beginning graduate study in finance, economics, or actuarial science. The exposition in Mathematical Modeling in Economics and Finance is crystal clear and very student-friendly. The many exercises are extremely well designed. Steven Dunbar is Professor Emeritus of Mathematics at the University of Nebraska and he has won both university-wide and MAA prizes for extraordinary teaching. Dunbar served as Director of the MAA's American Mathematics Competitions from 2004 until 2015. His ability to communicate mathematics is on full display in this approachable, innovative text.
Author : Jayanta K. Ghosh,Mohan Delampady,Tapas Samanta
Publisher : Springer Science & Business Media
Page : 356 pages
File Size : 43,5 Mb
Release : 2007-07-03
Category : Mathematics
ISBN : 9780387354330
This is a graduate-level textbook on Bayesian analysis blending modern Bayesian theory, methods, and applications. Starting from basic statistics, undergraduate calculus and linear algebra, ideas of both subjective and objective Bayesian analysis are developed to a level where real-life data can be analyzed using the current techniques of statistical computing. Advances in both low-dimensional and high-dimensional problems are covered, as well as important topics such as empirical Bayes and hierarchical Bayes methods and Markov chain Monte Carlo (MCMC) techniques. Many topics are at the cutting edge of statistical research. Solutions to common inference problems appear throughout the text along with discussion of what prior to choose. There is a discussion of elicitation of a subjective prior as well as the motivation, applicability, and limitations of objective priors. By way of important applications the book presents microarrays, nonparametric regression via wavelets as well as DMA mixtures of normals, and spatial analysis with illustrations using simulated and real data. Theoretical topics at the cutting edge include high-dimensional model selection and Intrinsic Bayes Factors, which the authors have successfully applied to geological mapping. The style is informal but clear. Asymptotics is used to supplement simulation or understand some aspects of the posterior.
Author : Themistocles M. Rassias,Panos M. Pardalos
Publisher : Springer
Page : 783 pages
File Size : 54,8 Mb
Release : 2014-09-17
Category : Mathematics
ISBN : 9781493911066
The contributions in this volume have been written by eminent scientists from the international mathematical community and present significant advances in several theories, methods and problems of Mathematical Analysis, Discrete Mathematics, Geometry and their Applications. The chapters focus on both old and recent developments in Functional Analysis, Harmonic Analysis, Complex Analysis, Operator Theory, Combinatorics, Functional Equations, Differential Equations as well as a variety of Applications. The book also contains some review works, which could prove particularly useful for a broader audience of readers in Mathematical Sciences, and especially to graduate students looking for the latest information.