Introduction to Bayesian Scientific Computing : Ten Lectures on Subjective Computing

A combination of the concepts subjective or Bayesian statistics and scientific computing, the book provides an integrated view across numerical linear algebra and computational statistics. Inverse problems act as the bridge between these two fields where the goal is to estimate an unknown parameter...

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書目詳細資料
Auteurs principaux: Calvetti, Daniela, Somersalo, Erkki, 19..- (Auteur)
格式: Livre numérique
語言:Anglais
出版: New York, NY : Springer New York 2007.
Cham : Springer Nature
叢編:Surveys and Tutorials in the Applied Mathematical Sciences 2
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Edition sous un autre format:• Introduction to Bayesian scientific computing, ten lectures on subjective computing, Daniela Cavetti, Erkki Somersalo, New York, Springer Science, 2007, 1 vol. (XIV-202 p.), Surveys and tutorials in the applied mathematical sciences, 978-0-387-73393-7
• Analysis, 1, Konrad Königsberger, 1990, Berlin, Springer, 1 vol. (XI, 360 p.), 3-540-52006-6
書本目錄:
  • Inverse problems and subjective computing
  • Basic problem of statistical inference
  • The praise of ignorance: randomness as lack of information
  • Basic problem in numerical linear algebra
  • Sampling: first encounter
  • Statistically inspired preconditioners
  • Conditional Gaussian densities and predictive envelopes
  • More applications of the Gaussian conditioning
  • Sampling: the real thing
  • Wrapping up: hypermodels, dynamic priorconditioners and Bayesian learning.