Authors:
- An integrated treatment of statistical inference and computation helps the reader gain a firm understanding of both theory and practice
- Discusses modern computation techniques including Markov chain Monte Carlo methods and the Expectation Maximization algorithm
- Includes numerous solved examples and exercises
- Includes computer codes and a brief programming primer in MATLAB for students
- Includes supplementary material: sn.pub/extras
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Table of contents (13 chapters)
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Front Matter
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Fundamentals of Probability
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Front Matter
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Statistical Modeling and Classical and Bayesian Inference
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Front Matter
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Advanced Models and Inference
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Front Matter
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Back Matter
About this book
This textbook on statistical modeling and statistical inference will assist advanced undergraduate and graduate students. Statistical Modeling and Computation provides a unique introduction to modern Statistics from both classical and Bayesian perspectives. It also offers an integrated treatment of Mathematical Statistics and modern statistical computation, emphasizing statistical modeling, computational techniques, and applications. Each of the three parts will cover topics essential to university courses. Part I covers the fundamentals of probability theory. In Part II, the authors introduce a wide variety of classical models that include, among others, linear regression and ANOVA models. In Part III, the authors address the statistical analysis and computation of various advanced models, such as generalized linear, state-space and Gaussian models. Particular attention is paid to fast Monte Carlo techniques for Bayesian inference on these models. Throughout the book the authors include a large number of illustrative examples and solved problems. The book also features a section with solutions, an appendix that serves as a MATLAB primer, and a mathematical supplement.
Reviews
Another strength of the book lies in the wealth and variety of exercises at the end of each chapter. The exercises (some with complete solutions) range from mathematical proofs and model building to programming. Solutions for select problems are presented at the end of the book. …
[This] book is outstanding in terms of coverage of topics, rigorous language and integration of computation.” (Abdolvahab Khademi, Journal of Statistical Software, August 2015)
Authors and Affiliations
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School of Mathematics and Physics, The University of Queensland, Brisbane, Australia
Dirk P. Kroese
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Department of Economics, Australian National University, Canberra, Australia
Joshua C.C. Chan
About the authors
Dirk P. Kroese is a Professor of Mathematics and Statistics at The University of Queensland. He is fascinated by anything that deals with the theory and application of randomness. He has written over 90 publications in a wide range of areas in probability and statistics, including three influential books: The Cross-Entropy Method and Simulation and the Monte Carlo Method, Second Edition, both with Reuven Rubinstein, and Handbook of Monte Carlo Methods, with Thomas Taimre and Zdravko Botev.
Joshua Chan is a Senior Lecturer at the Research School of Economics, Australian National University. His current research focuses on detecting and modeling time-varying structures in macroeconomic data using simulation-based methods. He has published widely in leading international journals such as Journal of Econometrics, Journal of Business and Economic Statistics, and Journal of Computational and Graphical Statistics.
Bibliographic Information
Book Title: Statistical Modeling and Computation
Authors: Dirk P. Kroese, Joshua C.C. Chan
DOI: https://doi.org/10.1007/978-1-4614-8775-3
Publisher: Springer New York, NY
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: The Author(s) 2014
Hardcover ISBN: 978-1-4614-8774-6Published: 15 November 2013
Softcover ISBN: 978-1-4939-5332-5Published: 23 August 2016
eBook ISBN: 978-1-4614-8775-3Published: 18 November 2013
Edition Number: 1
Number of Pages: XX, 400
Number of Illustrations: 106 b/w illustrations, 8 illustrations in colour
Topics: Statistics and Computing/Statistics Programs, Statistics for Life Sciences, Medicine, Health Sciences, Statistical Theory and Methods