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The Resource Bayesian model selection and statistical modeling, Tomohiro Ando

Bayesian model selection and statistical modeling, Tomohiro Ando

Label
Bayesian model selection and statistical modeling
Title
Bayesian model selection and statistical modeling
Statement of responsibility
Tomohiro Ando
Creator
Subject
Language
eng
Summary
"Along with many practical applications, Bayesian Model Selection and Statistical Modeling presents an array of Bayesian inference and model selection procedures. It thoroughly explains the concepts, illustrates the derivations of various Bayesian model selection criteria through examples, and provides R code for implementation. The author shows how to implement a variety of Bayesian inference using R and sampling methods, such as Markov chain Monte Carlo. He covers the different types of simulation-based Bayesian model selection criteria, including the numerical calculation of Bayes factors, the Bayesian predictive information criterion, and the deviance information criterion. He also provides a theoretical basis for the analysis of these criteria. In addition, the author discusses how Bayesian model averaging can simultaneously treat both model and parameter uncertainties. Selecting and constructing the appropriate statistical model significantly affect the quality of results in decision making, forecasting, stochastic structure explorations, and other problems. Helping you choose the right Bayesian model, this book focuses on the framework for Bayesian model selection and includes practical examples of model selection criteria."--Publisher's description
Member of
Cataloging source
DLC
Dewey number
519.5/42
Illustrations
illustrations
Index
index present
LC call number
QA279.5
LC item number
.A55 2010
Literary form
non fiction
Nature of contents
bibliography
Series statement
Statistics : textbooks and monographs
Label
Bayesian model selection and statistical modeling, Tomohiro Ando
Instantiates
Publication
Bibliography note
Includes bibliographical references (p. 265-284) and index
Carrier category
volume
Carrier MARC source
rdacarrier
Content category
text
Content type MARC source
rdacontent
Contents
Introduction to Bayesian analysis -- Asymptotic approach for Bayesian inference -- Computational approach for Bayesian inference -- Bayesian approach for model selection -- Simulation approach for computing the marginal likelihood -- Various Bayesian model selection criteria --Theoretical development and comparisons -- Bayesian model averaging
Dimensions
25 cm.
Extent
xiv, 286 p.
Isbn
9781439836149
Isbn Type
(hardcover : alk. paper)
Lccn
2010017141
Media category
unmediated
Media MARC source
rdamedia
Other physical details
ill.
System control number
  • (OCoLC)ocn466360865
  • (OCoLC)ocn671911774
Label
Bayesian model selection and statistical modeling, Tomohiro Ando
Publication
Bibliography note
Includes bibliographical references (p. 265-284) and index
Carrier category
volume
Carrier MARC source
rdacarrier
Content category
text
Content type MARC source
rdacontent
Contents
Introduction to Bayesian analysis -- Asymptotic approach for Bayesian inference -- Computational approach for Bayesian inference -- Bayesian approach for model selection -- Simulation approach for computing the marginal likelihood -- Various Bayesian model selection criteria --Theoretical development and comparisons -- Bayesian model averaging
Dimensions
25 cm.
Extent
xiv, 286 p.
Isbn
9781439836149
Isbn Type
(hardcover : alk. paper)
Lccn
2010017141
Media category
unmediated
Media MARC source
rdamedia
Other physical details
ill.
System control number
  • (OCoLC)ocn466360865
  • (OCoLC)ocn671911774

Library Locations

    • Harold B. Lee Library Brigham Young University, Provo, UT, 84602, US
      40.249156 -111.649242
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