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Bücher Englische Bücher Wissen & Bildung Sozialwissenschaft, Recht, Wirtschaft Wirtschaft Volkswirtschaft Numerical Analysis for Statisticians
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Numerical Analysis for Statisticians
Kenneth Lange (Gebundene Ausgabe, Englisch)
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Beschreibung
Every advance in computer architecture and software tempts statisticians to tackle numerically harder problems. To do so intelligently requires a good working knowledge of numerical analysis. This book equips students to craft their own software and to understand the advantages and disadvantages of different numerical methods. Issues of numerical stability, accurate approximation, computational… complexity, and mathematical modeling share the limelight in a broad yet rigorous overview of those parts of numerical analysis most relevant to statisticians. In this second edition, the material on optimization has been completely rewritten. There is now an entire chapter on the MM algorithm in addition to more comprehensive treatments of constrained optimization, penalty and barrier methods, and model selection via the lasso. There is also new material on the Cholesky decomposition, Gram-Schmidt orthogonalization, the QR decomposition, the singular value decomposition, and reproducing kernel Hilbert spaces. The discussions of the bootstrap, permutation testing, independent Monte Carlo, and hidden Markov chains are updated, and a new chapter on advanced MCMC topics introduces students to Markov random fields, reversible jump MCMC, and convergence analysis in Gibbs sampling. Numerical Analysis for Statisticians can serve as a graduate text for a course surveying computational statistics. With a careful selection of topics and appropriate supplementation, it can be used at the undergraduate level. It contains enough material for a graduate course on optimization theory. Because many chapters are nearly self-contained, professional statisticians will also find the book useful as a reference. Dieses Produkt haben wir gerade leider nicht auf Lager.
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Technische Daten
Erscheinungsdatum
16.06.2010
Sprache
Englisch
EAN
9781441959447
Herausgeber
Springer US
Serien- oder Bandtitel
Statistics and Computing
Sonderedition
Nein
Autor
Kenneth Lange
Seitenanzahl
600
Auflage
2
Einbandart
Gebundene Ausgabe
Transparenz & Sicherheit
Hersteller: Springer Nature B.V., ProductSafety@springernature.com, Springer Nature Customer Service Center GmbH
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