Statistical Multiple Integration

Statistical Multiple Integration

Author: Nancy Flournoy

Publisher: American Mathematical Soc.

Published: 1991

Total Pages: 290

ISBN-13: 0821851225

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High dimensional integration arises naturally in two major sub-fields of statistics: multivariate and Bayesian statistics. Indeed, the most common measures of central tendency, variation, and loss are defined by integrals over the sample space, the parameter space, or both. Recent advances in computational power have stimulated significant new advances in both Bayesian and classical multivariate statistics. In many statistical problems, however, multiple integration can be the major obstacle to solutions. This volume contains the proceedings of an AMS-IMS-SIAM Joint Summer Research Conference on Statistical Multiple Integration, held in June 1989 at Humboldt State University in Arcata, California. The conference represents an attempt to bring together mathematicians, statisticians, and computational scientists to focus on the many important problems in statistical multiple integration. The papers document the state of the art in this area with respect to problems in statistics, potential advances blocked by problems with multiple integration, and current work directed at expanding the capability to integrate over high dimensional surfaces.


Approximating Integrals via Monte Carlo and Deterministic Methods

Approximating Integrals via Monte Carlo and Deterministic Methods

Author: Michael Evans

Publisher: OUP Oxford

Published: 2000-03-23

Total Pages: 302

ISBN-13: 019158987X

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This book is designed to introduce graduate students and researchers to the primary methods useful for approximating integrals. The emphasis is on those methods that have been found to be of practical use, and although the focus is on approximating higher- dimensional integrals the lower-dimensional case is also covered. Included in the book are asymptotic techniques, multiple quadrature and quasi-random techniques as well as a complete development of Monte Carlo algorithms. For the Monte Carlo section importance sampling methods, variance reduction techniques and the primary Markov Chain Monte Carlo algorithms are covered. This book brings these various techniques together for the first time, and hence provides an accessible textbook and reference for researchers in a wide variety of disciplines.


Compstat

Compstat

Author: Rudolf Dutter

Publisher: Physica

Published: 2013-12-20

Total Pages: 539

ISBN-13: 364252463X

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This book assembles papers which were presented at the biennial sympo sium in Computational Statistics held und er the a!uspices of the International Association for Statistical Computing (IASC), a section of ISI, the Interna tional Statistical Institute. This symposium named COMPSTAT '94 was organized by the Statistical Institutes of the University of Vienna and the University of Technology of Vienna, Austria. The series of COMPSTAT Symposia started 1974 in Vienna. Mean while they took place every other year in Berlin (Germany, 1976), Leiden (The Netherlands, 1978), Edinburgh (Great Britain, 1980), Toulouse (France, 1982), Prague (Czechoslovakia, 1984), Rom (Italy, 1986), Copenhagen (Den mark, 1988), Dubrovnik (Yugoslavia, 1990) and Neuchätel (Switzerland, 1992). This year we are celebrating the 20th anniversary in Vienna, Austria. It has obviously been observed a movement from "traditional" computa tional statistics with emphasis on methods which produce results quickly and reliably, to computationally intensive methods like resampling procedures, Bayesian methods, dynamic graphics, to very recent areas like neural net works, accentuation on spatial statistics, huge data sets, analysis strategies, etc. For the organization of the symposium, new guidelines worked out by the IASC in written form were in effect this time. The goal was to refresh somehow the spirit of the start of COMPSTAT '74, keep the tradition of the series and ensure a certain continuity in the sequence of biannual meetings.


Numerical Methods of Statistics

Numerical Methods of Statistics

Author: John F. Monahan

Publisher: Cambridge University Press

Published: 2001-02-05

Total Pages: 446

ISBN-13: 9780521791687

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This 2001 book provides a basic background in numerical analysis and its applications in statistics.


Numerical Integration

Numerical Integration

Author: T.O. Espelid

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 363

ISBN-13: 9401126461

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This volume contains refereed papers and extended abstracts of papers presented at the NATO Advanced Research Workshop entitled 'Numerical Integration: Recent Develop ments, Software and Applications', held at the University of Bergen, Bergen, Norway, June 17-21,1991. The Workshop was attended by thirty-eight scientists. A total of eight NATO countries were represented. Eleven invited lectures and twenty-three contributed lectures were presented, of which twenty-five appear in full in this volume, together with three extended abstracts and one note. The main focus of the workshop was to survey recent progress in the theory of methods for the calculation of integrals and show how the theoretical results have been used in software development and in practical applications. The papers in this volume fall into four broad categories: numerical integration rules, numerical integration error analysis, numerical integration applications and numerical integration algorithms and software. It is five years since the last workshop of this nature was held, at Dalhousie University in Halifax, Canada, in 1986. Recent theoretical developments have mostly occurred in the area of integration rule construction. For polynomial integrating rules, invariant theory and ideal theory have been used to provide lower bounds on the numbers of points for different types of multidimensional rules, and to help in structuring the nonlinear systems which must be solved to determine the points and weights for the rules. Many new optimal or near optimal rules have been found for a variety of integration regions using these techniques.


Advanced Calculus with Applications in Statistics

Advanced Calculus with Applications in Statistics

Author: André I. Khuri

Publisher: John Wiley & Sons

Published: 2003-04-14

Total Pages: 704

ISBN-13: 0471461628

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Designed to help motivate the learning of advanced calculus by demonstrating its relevance in the field of statistics, this successful text features detailed coverage of optimization techniques and their applications in statistics while introducing the reader to approximation theory. The Second Edition provides substantial new coverage of the material, including three new chapters and a large appendix that contains solutions to almost all of the exercises in the book. Applications of some of these methods in statistics are discusses.


Calculus and Statistics

Calculus and Statistics

Author: Michael C. Gemignani

Publisher: Courier Corporation

Published: 2014-06-10

Total Pages: 388

ISBN-13: 0486151743

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Self-contained and suitable for undergraduate students, this text offers a working knowledge of calculus and statistics. It assumes only a familiarity with basic analytic geometry, presenting a coordinated study that develops the interrelationships between calculus, probability, and statistics. Starting with the basic concepts of function and probability, the text addresses some specific probabilities and proceeds to surveys of random variables and graphs, the derivative, applications of the derivative, sequences and series, and integration. Additional topics include the integral and continuous variates, some basic discrete distributions, as well as other important distributions, hypothesis testing, functions of several variables, and regression and correlation. The text concludes with an appendix, answers to selected exercises, a general index, and an index of symbols.


Advanced Medical Statistics (2nd Edition)

Advanced Medical Statistics (2nd Edition)

Author: Ying Lu

Publisher: World Scientific

Published: 2015-06-29

Total Pages: 1471

ISBN-13: 9814583324

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The book aims to provide both comprehensive reviews of the classical methods and an introduction to new developments in medical statistics. The topics range from meta analysis, clinical trial design, causal inference, personalized medicine to machine learning and next generation sequence analysis. Since the publication of the first edition, there have been tremendous advances in biostatistics and bioinformatics. The new edition tries to cover as many important emerging areas and reflect as much progress as possible. Many distinguished scholars, who greatly advanced their research areas in statistical methodology as well as practical applications, also have revised several chapters with relevant updates and written new ones from scratch.The new edition has been divided into four sections, including, Statistical Methods in Medicine and Epidemiology, Statistical Methods in Clinical Trials, Statistical Genetics, and General Methods. To reflect the rise of modern statistical genetics as one of the most fertile research areas since the publication of the first edition, the brand new section on Statistical Genetics includes entirely new chapters reflecting the state of the art in the field.Although tightly related, all the book chapters are self-contained and can be read independently. The book chapters intend to provide a convenient launch pad for readers interested in learning a specific topic, applying the related statistical methods in their scientific research and seeking the newest references for in-depth research.


Advances in Business and Management Forecasting

Advances in Business and Management Forecasting

Author: Kenneth D. Lawrence

Publisher: Emerald Group Publishing

Published: 2008-01-25

Total Pages: 307

ISBN-13: 0857247875

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Includes sections devoted to financial applications of forecasting, as well as demand forecasting. This publication also includes a section on general business applications of forecasting, as well as one on forecasting methodologies.


Computational Statistics

Computational Statistics

Author: Geof H. Givens

Publisher: John Wiley & Sons

Published: 2012-10-09

Total Pages: 496

ISBN-13: 1118555481

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This new edition continues to serve as a comprehensive guide to modern and classical methods of statistical computing. The book is comprised of four main parts spanning the field: Optimization Integration and Simulation Bootstrapping Density Estimation and Smoothing Within these sections,each chapter includes a comprehensive introduction and step-by-step implementation summaries to accompany the explanations of key methods. The new edition includes updated coverage and existing topics as well as new topics such as adaptive MCMC and bootstrapping for correlated data. The book website now includes comprehensive R code for the entire book. There are extensive exercises, real examples, and helpful insights about how to use the methods in practice.