The Fascination of Probability, Statistics and Their Applications: In Honour of OLE E. Barndorff-Nielsen, Podolskij Mark, Stelzer Robert, Thorbjшrnsen Steen
Автор: Podolskij Mark Название: Fascination of Probability, Statistics and Their Application ISBN: 3319258249 ISBN-13(EAN): 9783319258249 Издательство: Springer Рейтинг: Цена: 88500.00 T Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Ole E Barndorff-Nielsen; Kiyosi Ito; Ken-iti Sato Название: Stochastic Processes ISBN: 3642058051 ISBN-13(EAN): 9783642058059 Издательство: Springer Рейтинг: Цена: 55890.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The volume Stochastic Processes by K. Ito was published as No. 16 of Lecture Notes Series from Mathematics Institute, Aarhus University in August, 1969, based on Lectures given at that Institute during the academie year 1968- 1969. The volume was as thick as 3.5 cm., mimeographed from typewritten manuscript and has been out of print for many years. Since its appearance, it has served, for those abIe to obtain one of the relatively few copies available, as a highly readable introduetion to basic parts of the theories of additive processes (processes with independent increments) and of Markov processes. It contains, in particular, a clear and detailed exposition of the Levy-It o decomposition of additive processes. Encouraged by Professor It o we have edited the volume in the present book form, amending the text in a number of places and attaching many footnotes. We have also prepared an index. Chapter 0 is for preliminaries. Here centralized sums of independent ran- dom variables are treated using the dispersion as a main tooI. Levy's form of characteristic functions of infinitely divisible distributions and basic proper- ties of martingales are given. Chapter 1 is analysis of additive processes. A fundamental structure the- orem describes the decomposition of sample functions of additive processes, known today as the Levy-Ito decomposition. This is thoroughly treated, as- suming no continuity property in time, in a form close to the original 1942 paper of Ito, which gave rigorous expression to Levy's intuitive understanding of path behavior.
Автор: Ole E Barndorff-Nielsen Название: Parametric Statistical Models and Likelihood ISBN: 0387969284 ISBN-13(EAN): 9780387969282 Издательство: Springer Рейтинг: Цена: 111790.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: A few preliminaries 2 1. Likelihood and auxiliary statistics 1. Likelihood 4 1. Moments and cumulants of log likelihood derivatives 10 1. Marginal and conditional likelihood 15 * 1. Combinants, auxiliaries, and the p -model 19 1. Pseudo likelihood, profile likelihood and modified 30 profile likelihood 1.
Автор: Barndorff-Nielsen Ole E Et Al Название: Change Of Time And Change Of Measure ISBN: 9814324477 ISBN-13(EAN): 9789814324472 Издательство: World Scientific Publishing Рейтинг: Цена: 64410.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law. This book is suitable for graduate-level courses and students, as well as for researchers and practitioners in financial mathematics and econometrics.
Автор: Barndorff-Nielsen Ole E., Benth Fred Espen, Veraart Almut E. D. Название: Ambit Stochastics ISBN: 3319941283 ISBN-13(EAN): 9783319941288 Издательство: Springer Рейтинг: Цена: 121110.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes which depend on both time and space. This monograph, the first on the subject, provides a reference for this burgeoning field, complete with the applications that have driven its development.Unique to Ambit Stochastics are ambit sets, which allow the delimitation of space-time to a zone of interest, and ambit fields, which are particularly well-adapted to modelling stochastic volatility or intermittency. These attributes lend themselves notably to applications in the statistical theory of turbulence and financial econometrics. In addition to the theory and applications of Ambit Stochastics, the book also contains new theory on the simulation of ambit fields and a comprehensive stochastic integration theory for Volterra processes in a non-semimartingale context.Written by pioneers in the subject, this book will appeal to researchers and graduate students interested in empirical stochastic modelling.
Автор: Ole E. Barndorff-Nielsen; Fred Espen Benth; Almut Название: Ambit Stochastics ISBN: 3030068021 ISBN-13(EAN): 9783030068028 Издательство: Springer Рейтинг: Цена: 102480.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes which depend on both time and space. This monograph, the first on the subject, provides a reference for this burgeoning field, complete with the applications that have driven its development.Unique to Ambit Stochastics are ambit sets, which allow the delimitation of space-time to a zone of interest, and ambit fields, which are particularly well-adapted to modelling stochastic volatility or intermittency. These attributes lend themselves notably to applications in the statistical theory of turbulence and financial econometrics. In addition to the theory and applications of Ambit Stochastics, the book also contains new theory on the simulation of ambit fields and a comprehensive stochastic integration theory for Volterra processes in a non-semimartingale context.Written by pioneers in the subject, this book will appeal to researchers and graduate students interested in empirical stochastic modelling.
Автор: Barndorff-Nielsen Ole E Et Al Название: Change Of Time And Change Of Measure (Second Edition) ISBN: 9814678589 ISBN-13(EAN): 9789814678582 Издательство: World Scientific Publishing Рейтинг: Цена: 59130.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law.
Автор: Brook, Название: The Fascination of Statistics ISBN: 0367451646 ISBN-13(EAN): 9780367451646 Издательство: Taylor&Francis Рейтинг: Цена: 63280.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book demonstrates how numbers open up new ways of thinking about problems and addresses current issues for which statistics has practical applications. The articles are classified according to probability, condensing data, testing, estimation, experimental design, prediction, and modelling.
Автор: Anders Hald Название: A History of Probability and Statistics and Their Applications before 1750 ISBN: 0471471291 ISBN-13(EAN): 9780471471295 Издательство: Wiley Рейтинг: Цена: 152010.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Statistics have helped shape every area of science. Without the means to analyze critical data, none of the great disoveries of the past would be possible. This paperback reprint of a Wiley bestseller shows the development of these data analysis tools and the manner in which they aided technological development prior to 1750.
Автор: Ma Название: Manifold Learning Theory and Applications ISBN: 1439871094 ISBN-13(EAN): 9781439871096 Издательство: Taylor&Francis Рейтинг: Цена: 148010.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
Trained to extract actionable information from large volumes of high-dimensional data, engineers and scientists often have trouble isolating meaningful low-dimensional structures hidden in their high-dimensional observations. Manifold learning, a groundbreaking technique designed to tackle these issues of dimensionality reduction, finds widespread application in machine learning, neural networks, pattern recognition, image processing, and computer vision.
Filling a void in the literature, Manifold Learning Theory and Applications incorporates state-of-the-art techniques in manifold learning with a solid theoretical and practical treatment of the subject. Comprehensive in its coverage, this pioneering work explores this novel modality from algorithm creation to successful implementation--offering examples of applications in medical, biometrics, multimedia, and computer vision. Emphasizing implementation, it highlights the various permutations of manifold learning in industry including manifold optimization, large scale manifold learning, semidefinite programming for embedding, manifold models for signal acquisition, compression and processing, and multi scale manifold.
Beginning with an introduction to manifold learning theories and applications, the book includes discussions on the relevance to nonlinear dimensionality reduction, clustering, graph-based subspace learning, spectral learning and embedding, extensions, and multi-manifold modeling. It synergizes cross-domain knowledge for interdisciplinary instructions, offers a rich set of specialized topics contributed by expert professionals and researchers from a variety of fields. Finally, the book discusses specific algorithms and methodologies using case studies to apply manifold learning for real-world problems.
Автор: Edoardo M. Airoldi, David Blei, Elena A. Erosheva, Stephen E. Fienberg Название: Handbook of Mixed Membership Models and Their Applications ISBN: 0367330849 ISBN-13(EAN): 9780367330842 Издательство: Taylor&Francis Рейтинг: Цена: 73490.00 T Наличие на складе: Невозможна поставка. Описание: This handbook shows how to use these flexible modeling tools to uncover hidden patterns in modern high-dimensional multivariate data. It explores the use of the models in various application settings, including survey data, population genetics, text analysis, image processing and annotation, and molecular biology.
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