Bayesian Time Series Models

Bayesian Time Series Models

Author: David Barber

Publisher: Cambridge University Press

Published: 2011-08-11

Total Pages: 432

ISBN-13: 0521196760

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The first unified treatment of time series modelling techniques spanning machine learning, statistics, engineering and computer science.


Handbook of Graphical Models

Handbook of Graphical Models

Author: Marloes Maathuis

Publisher: CRC Press

Published: 2018-11-12

Total Pages: 612

ISBN-13: 0429874235

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A graphical model is a statistical model that is represented by a graph. The factorization properties underlying graphical models facilitate tractable computation with multivariate distributions, making the models a valuable tool with a plethora of applications. Furthermore, directed graphical models allow intuitive causal interpretations and have become a cornerstone for causal inference. While there exist a number of excellent books on graphical models, the field has grown so much that individual authors can hardly cover its entire scope. Moreover, the field is interdisciplinary by nature. Through chapters by leading researchers from different areas, this handbook provides a broad and accessible overview of the state of the art. Key features: * Contributions by leading researchers from a range of disciplines * Structured in five parts, covering foundations, computational aspects, statistical inference, causal inference, and applications * Balanced coverage of concepts, theory, methods, examples, and applications * Chapters can be read mostly independently, while cross-references highlight connections The handbook is targeted at a wide audience, including graduate students, applied researchers, and experts in graphical models.


Probabilistic Graphical Models

Probabilistic Graphical Models

Author: Daphne Koller

Publisher: MIT Press

Published: 2009-07-31

Total Pages: 1270

ISBN-13: 0262258358

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A general framework for constructing and using probabilistic models of complex systems that would enable a computer to use available information for making decisions. Most tasks require a person or an automated system to reason—to reach conclusions based on available information. The framework of probabilistic graphical models, presented in this book, provides a general approach for this task. The approach is model-based, allowing interpretable models to be constructed and then manipulated by reasoning algorithms. These models can also be learned automatically from data, allowing the approach to be used in cases where manually constructing a model is difficult or even impossible. Because uncertainty is an inescapable aspect of most real-world applications, the book focuses on probabilistic models, which make the uncertainty explicit and provide models that are more faithful to reality. Probabilistic Graphical Models discusses a variety of models, spanning Bayesian networks, undirected Markov networks, discrete and continuous models, and extensions to deal with dynamical systems and relational data. For each class of models, the text describes the three fundamental cornerstones: representation, inference, and learning, presenting both basic concepts and advanced techniques. Finally, the book considers the use of the proposed framework for causal reasoning and decision making under uncertainty. The main text in each chapter provides the detailed technical development of the key ideas. Most chapters also include boxes with additional material: skill boxes, which describe techniques; case study boxes, which discuss empirical cases related to the approach described in the text, including applications in computer vision, robotics, natural language understanding, and computational biology; and concept boxes, which present significant concepts drawn from the material in the chapter. Instructors (and readers) can group chapters in various combinations, from core topics to more technically advanced material, to suit their particular needs.


Causality

Causality

Author: Carlo Berzuini

Publisher: John Wiley & Sons

Published: 2012-06-04

Total Pages: 387

ISBN-13: 1119941733

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A state of the art volume on statistical causality Causality: Statistical Perspectives and Applications presents a wide-ranging collection of seminal contributions by renowned experts in the field, providing a thorough treatment of all aspects of statistical causality. It covers the various formalisms in current use, methods for applying them to specific problems, and the special requirements of a range of examples from medicine, biology and economics to political science. This book: Provides a clear account and comparison of formal languages, concepts and models for statistical causality. Addresses examples from medicine, biology, economics and political science to aid the reader's understanding. Is authored by leading experts in their field. Is written in an accessible style. Postgraduates, professional statisticians and researchers in academia and industry will benefit from this book.


Data-Driven Fault Detection and Reasoning for Industrial Monitoring

Data-Driven Fault Detection and Reasoning for Industrial Monitoring

Author: Jing Wang

Publisher: Springer Nature

Published: 2022-01-03

Total Pages: 277

ISBN-13: 9811680442

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This open access book assesses the potential of data-driven methods in industrial process monitoring engineering. The process modeling, fault detection, classification, isolation, and reasoning are studied in detail. These methods can be used to improve the safety and reliability of industrial processes. Fault diagnosis, including fault detection and reasoning, has attracted engineers and scientists from various fields such as control, machinery, mathematics, and automation engineering. Combining the diagnosis algorithms and application cases, this book establishes a basic framework for this topic and implements various statistical analysis methods for process monitoring. This book is intended for senior undergraduate and graduate students who are interested in fault diagnosis technology, researchers investigating automation and industrial security, professional practitioners and engineers working on engineering modeling and data processing applications. This is an open access book.


Linear and Graphical Models

Linear and Graphical Models

Author: Heidi H. Andersen

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 188

ISBN-13: 1461242401

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In the last decade, graphical models have become increasingly popular as a statistical tool. This book is the first which provides an account of graphical models for multivariate complex normal distributions. Beginning with an introduction to the multivariate complex normal distribution, the authors develop the marginal and conditional distributions of random vectors and matrices. Then they introduce complex MANOVA models and parameter estimation and hypothesis testing for these models. After introducing undirected graphs, they then develop the theory of complex normal graphical models including the maximum likelihood estimation of the concentration matrix and hypothesis testing of conditional independence.


Highly Structured Stochastic Systems

Highly Structured Stochastic Systems

Author: Peter J. Green

Publisher:

Published: 2003

Total Pages: 536

ISBN-13: 9780198510550

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Through this text, the author aims to make recent developments in the title subject (a modern strategy for the creation of statistical models to solve 'real world' problems) accessible to graduate students and researchers in the field of statistics.


Introduction to Graphical Modelling

Introduction to Graphical Modelling

Author: David Edwards

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 342

ISBN-13: 1461204933

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A useful introduction to this topic for both students and researchers, with an emphasis on applications and practicalities rather than on a formal development. It is based on the popular software package for graphical modelling, MIM, freely available for downloading from the Internet. Following a description of some of the basic ideas of graphical modelling, subsequent chapters describe particular families of models, including log-linear models, Gaussian models, and models for mixed discrete and continuous variables. Further chapters cover hypothesis testing and model selection. Chapters 7 and 8 are new to this second edition and describe the use of directed, chain, and other graphs, complete with a summary of recent work on causal inference.


Graphical Models

Graphical Models

Author: Michael Irwin Jordan

Publisher: MIT Press

Published: 2001

Total Pages: 450

ISBN-13: 9780262600422

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This book exemplifies the interplay between the general formal framework of graphical models and the exploration of new algorithm and architectures. The selections range from foundational papers of historical importance to results at the cutting edge of research. Graphical models use graphs to represent and manipulate joint probability distributions. They have their roots in artificial intelligence, statistics, and neural networks. The clean mathematical formalism of the graphical models framework makes it possible to understand a wide variety of network-based approaches to computation, and in particular to understand many neural network algorithms and architectures as instances of a broader probabilistic methodology. It also makes it possible to identify novel features of neural network algorithms and architectures and to extend them to more general graphical models.This book exemplifies the interplay between the general formal framework of graphical models and the exploration of new algorithms and architectures. The selections range from foundational papers of historical importance to results at the cutting edge of research. Contributors H. Attias, C. M. Bishop, B. J. Frey, Z. Ghahramani, D. Heckerman, G. E. Hinton, R. Hofmann, R. A. Jacobs, Michael I. Jordan, H. J. Kappen, A. Krogh, R. Neal, S. K. Riis, F. B. RodrĂ­guez, L. K. Saul, Terrence J. Sejnowski, P. Smyth, M. E. Tipping, V. Tresp, Y. Weiss