skip to content
Introduction to Bayesian scientific computing : ten lectures on subjective computing Preview this item
ClosePreview this item
Checking...

Introduction to Bayesian scientific computing : ten lectures on subjective computing

Author: Daniela Calvetti; Erkki Somersalo
Publisher: New York : Springer Science+Business Media, ©2007.
Series: Surveys and tutorials in the applied mathematical sciences, 2.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:
"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 that is not directly observable by using measured data and a mathematical model linking the observed and the  Read more...
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Daniela Calvetti; Erkki Somersalo
ISBN: 9780387733937 0387733930 9780387733944 0387733949
OCLC Number: 192078847
Description: xiv, 202 pages : illustrations ; 24 cm.
Contents: 1. Inverse problems and subjective computing --
1.1. What do we talk about when we talk about random variables? --
1.2. Through the formal theory, lightly --
1.3. How normal is it to be normal? --
2. Basic problem of statistical inference --
2.1. On averaging --
2.2. Maximum Likelihood, as frequentists like it --
3. The praise of ignorance: randomness as lack of information --
3.1. Construction of Likelihood --
3.2. Enter, Subject: Construction of Priors --
3.3. Posterior Densities as Solutions of Statistical Inverse Problems --
4. Basic problem in numerical linear algebra --
4.1. What is a solution? --
4.2. Direct linear system solvers --
4.3. Iterative linear system solvers --
4.4. Ill-conditioning and errors in the data --
5. Sampling: first encounter --
5.1. Sampling from Gaussian distributions --
5.2. Random draws from non-Gaussian densities --
5.3. Rejection sampling: prelude to Metropolis-Hastings --
6. Statistically inspired preconditioners --
6.1. Priorconditioners: specially chosen preconditioners --
6.2. Sample-based preconditioners and PCA model reduction --
7. Conditional Gaussian densities and predictive envelopes --
7.1. Gaussian conditional densities --
7.2. Interpolation, splines and conditional densities --
7.3. Envelopes, white swans and dark matter --
8. More applications of the Gaussian conditioning --
8.1. Linear inverse problems --
8.2. Aristotelian boundary conditions --
9. Sampling: the real thing --
9.1. Metropolis-Hastings algorithm --
10. Wrapping up: hypermodels, dynamic prior conditioners and Bayesian learning --
10.1. MAP estimation or marginalization? --
10.2. Bayesian hypermodels and priorconditioners.
Series Title: Surveys and tutorials in the applied mathematical sciences, 2.
Other Titles: Bayesian scientific computing :
Ten lectures on subjective computing
Responsibility: Daniela Cavetti, Erkki Somersalo.
More information:

Abstract:

This book has been written for undergraduate and graduate students in various disciplines of mathematics. The authors have developed a superior teaching and learning tool that makes it easy for  Read more...

Reviews

Editorial reviews

Publisher Synopsis

From the reviews:"This witty, erudite, and surprisingly practical book is made up of ten chapters. ... A central topic of the book is the relationship between statistical inference and the inverse Read more...

 
User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/192078847> # Introduction to Bayesian scientific computing : ten lectures on subjective computing
    a schema:Book, schema:CreativeWork ;
   library:oclcnum "192078847" ;
   library:placeOfPublication <http://dbpedia.org/resource/New_York_City> ; # New York
   library:placeOfPublication <http://id.loc.gov/vocabulary/countries/nyu> ;
   schema:about <http://id.worldcat.org/fast/1012127> ; # Mathematical statistics
   schema:about <http://id.worldcat.org/fast/829019> ; # Bayesian statistical decision theory
   schema:about <http://experiment.worldcat.org/entity/work/data/861043047#Topic/bayes_verfahren> ; # Bayes-Verfahren
   schema:about <http://experiment.worldcat.org/entity/work/data/861043047#Topic/likelihood_funktion> ; # Likelihood-Funktion
   schema:about <http://experiment.worldcat.org/entity/work/data/861043047#Topic/statistisk_metod> ; # Statistisk metod
   schema:about <http://experiment.worldcat.org/entity/work/data/861043047#Topic/statistique_bayesienne> ; # Statistique bayésienne
   schema:about <http://dewey.info/class/519.542/e22/> ;
   schema:about <http://experiment.worldcat.org/entity/work/data/861043047#Topic/problemes_inverses_equations_differentielles_solutions_numeriques> ; # Problèmes inverses (Équations différentielles)--Solutions numériques
   schema:about <http://id.worldcat.org/fast/978098> ; # Inverse problems (Differential equations)
   schema:about <http://experiment.worldcat.org/entity/work/data/861043047#Topic/statistisk_teori> ; # Statistisk teori
   schema:alternateName "Bayesian scientific computing :" ;
   schema:alternateName "Ten lectures on subjective computing" ;
   schema:bookFormat bgn:PrintBook ;
   schema:contributor <http://viaf.org/viaf/69212149> ; # Erkki Somersalo
   schema:copyrightYear "2007" ;
   schema:creator <http://viaf.org/viaf/165694389> ; # Daniela Calvetti
   schema:datePublished "2007" ;
   schema:exampleOfWork <http://worldcat.org/entity/work/id/861043047> ;
   schema:inLanguage "en" ;
   schema:isPartOf <http://experiment.worldcat.org/entity/work/data/861043047#Series/surveys_and_tutorials_in_the_applied_mathematical_sciences> ; # Surveys and tutorials in the applied mathematical sciences ;
   schema:name "Introduction to Bayesian scientific computing : ten lectures on subjective computing"@en ;
   schema:productID "192078847" ;
   schema:publication <http://www.worldcat.org/title/-/oclc/192078847#PublicationEvent/new_york_springer_science+business_media_2007> ;
   schema:publisher <http://experiment.worldcat.org/entity/work/data/861043047#Agent/springer_science+business_media> ; # Springer Science+Business Media
   schema:reviews <http://www.worldcat.org/title/-/oclc/192078847#Review/-297173984> ;
   schema:url <http://catdir.loc.gov/catdir/toc/fy0804/2007936617.html> ;
   schema:workExample <http://worldcat.org/isbn/9780387733944> ;
   schema:workExample <http://worldcat.org/isbn/9780387733937> ;
   umbel:isLike <http://bnb.data.bl.uk/id/resource/GBA814119> ;
   wdrs:describedby <http://www.worldcat.org/title/-/oclc/192078847> ;
    .


Related Entities

<http://dbpedia.org/resource/New_York_City> # New York
    a schema:Place ;
   schema:name "New York" ;
    .

<http://experiment.worldcat.org/entity/work/data/861043047#Agent/springer_science+business_media> # Springer Science+Business Media
    a bgn:Agent ;
   schema:name "Springer Science+Business Media" ;
    .

<http://experiment.worldcat.org/entity/work/data/861043047#Series/surveys_and_tutorials_in_the_applied_mathematical_sciences> # Surveys and tutorials in the applied mathematical sciences ;
    a bgn:PublicationSeries ;
   schema:hasPart <http://www.worldcat.org/oclc/192078847> ; # Introduction to Bayesian scientific computing : ten lectures on subjective computing
   schema:name "Surveys and tutorials in the applied mathematical sciences ;" ;
    .

<http://experiment.worldcat.org/entity/work/data/861043047#Topic/likelihood_funktion> # Likelihood-Funktion
    a schema:Intangible ;
   schema:name "Likelihood-Funktion"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/861043047#Topic/problemes_inverses_equations_differentielles_solutions_numeriques> # Problèmes inverses (Équations différentielles)--Solutions numériques
    a schema:Intangible ;
   schema:name "Problèmes inverses (Équations différentielles)--Solutions numériques"@fr ;
    .

<http://experiment.worldcat.org/entity/work/data/861043047#Topic/statistique_bayesienne> # Statistique bayésienne
    a schema:Intangible ;
   schema:name "Statistique bayésienne"@fr ;
    .

<http://id.worldcat.org/fast/1012127> # Mathematical statistics
    a schema:Intangible ;
   schema:name "Mathematical statistics"@en ;
    .

<http://id.worldcat.org/fast/829019> # Bayesian statistical decision theory
    a schema:Intangible ;
   schema:name "Bayesian statistical decision theory"@en ;
    .

<http://id.worldcat.org/fast/978098> # Inverse problems (Differential equations)
    a schema:Intangible ;
   schema:name "Inverse problems (Differential equations)"@en ;
    .

<http://viaf.org/viaf/165694389> # Daniela Calvetti
    a schema:Person ;
   schema:familyName "Calvetti" ;
   schema:givenName "Daniela" ;
   schema:name "Daniela Calvetti" ;
    .

<http://viaf.org/viaf/69212149> # Erkki Somersalo
    a schema:Person ;
   schema:familyName "Somersalo" ;
   schema:givenName "Erkki" ;
   schema:name "Erkki Somersalo" ;
    .

<http://worldcat.org/isbn/9780387733937>
    a schema:ProductModel ;
   schema:isbn "0387733930" ;
   schema:isbn "9780387733937" ;
    .

<http://worldcat.org/isbn/9780387733944>
    a schema:ProductModel ;
   schema:isbn "0387733949" ;
   schema:isbn "9780387733944" ;
    .

<http://www.worldcat.org/title/-/oclc/192078847>
    a genont:InformationResource, genont:ContentTypeGenericResource ;
   schema:about <http://www.worldcat.org/oclc/192078847> ; # Introduction to Bayesian scientific computing : ten lectures on subjective computing
   schema:dateModified "2018-03-11" ;
   void:inDataset <http://purl.oclc.org/dataset/WorldCat> ;
    .

<http://www.worldcat.org/title/-/oclc/192078847#Review/-297173984>
    a schema:Review ;
   schema:itemReviewed <http://www.worldcat.org/oclc/192078847> ; # Introduction to Bayesian scientific computing : ten lectures on subjective computing
   schema:reviewBody ""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 that is not directly observable by using measured data and a mathematical model linking the observed and the unknown."--Jacket." ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.