Fundamentals of nonparametric Bayesian inference:

Explosive growth in computing power has made Bayesian methods for infinite-dimensional models - Bayesian nonparametrics - a nearly universal framework for inference, finding practical use in numerous subject areas. Written by leading researchers, this authoritative text draws on theoretical advances...

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Bibliographische Detailangaben
Beteiligte Personen: Ghosal, Subhashis (VerfasserIn), Vaart, Aad W. van der 1959- (VerfasserIn)
Format: Elektronisch E-Book
Sprache:Englisch
Veröffentlicht: Cambridge ; New York, NY ; Port Melbourne ; Delhi ; Singapore Cambridge University Press [2017]
Schriftenreihe:Cambridge series in statistical and probabilistic mathematics 44
Schlagwörter:
Links:https://doi.org/10.1017/9781139029834
https://doi.org/10.1017/9781139029834
https://doi.org/10.1017/9781139029834
https://doi.org/10.1017/9781139029834
https://doi.org/10.1017/9781139029834
Zusammenfassung:Explosive growth in computing power has made Bayesian methods for infinite-dimensional models - Bayesian nonparametrics - a nearly universal framework for inference, finding practical use in numerous subject areas. Written by leading researchers, this authoritative text draws on theoretical advances of the past twenty years to synthesize all aspects of Bayesian nonparametrics, from prior construction to computation and large sample behavior of posteriors. Because understanding the behavior of posteriors is critical to selecting priors that work, the large sample theory is developed systematically, illustrated by various examples of model and prior combinations. Precise sufficient conditions are given, with complete proofs, that ensure desirable posterior properties and behavior. Each chapter ends with historical notes and numerous exercises to deepen and consolidate the reader's understanding, making the book valuable for both graduate students and researchers in statistics and machine learning, as well as in application areas such as econometrics and biostatistics
Beschreibung:Title from publisher's bibliographic system (viewed on 11 Aug 2017)
Umfang:1 online resource (xxiv, 646 Seiten)
ISBN:9781139029834
DOI:10.1017/9781139029834