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Decision analysis : a Bayesian approach
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ISBN: 0412275104 0412275201 9780412275104 9780412275203 Year: 1988 Publisher: London: Chapman and Hall,


Book
Bayesian reliability analysis
Authors: ---
ISBN: 0471864250 Year: 1982 Publisher: New York (N.Y.) Wiley


Book
Pratique du calcul Bayésien
Authors: --- ---
ISBN: 9782287996665 9782287996672 2287996664 Year: 2009 Publisher: Paris: Springer,

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Abstract

Pratique du calcul bayésien est né de l'expérience acquise lors des cours donnés en sciences de l'environnement, tant à l'université de Liège (Arlon), qu'à la grande école AgroParisTech (Paris). Son fil conducteur peut se résumer par la locution « de la plume à la souris », tournure empruntée à un opuscule retraçant la vie d'une école fréquentée jadis par le premier auteur. La première partie privilégie les modèles statistiques paramétriques calculables « à la plume » et cependant très riches, tant du point de vue de la présentation des concepts fondateurs du paradigme bayésien, que de leurs applications opérationnelles, notamment en matière d'aide à la décision. Dès le premier chapitre, la représentation du modèle par un graphe acyclique orienté permet de distinguer clairement la phase où la créativité du chercheur s'exprime de celle où il calcule. À cette fin, le logiciel libre WinBUGS sera très utile à l'apprenti modélisateur. La seconde partie présente des applications réelles, plus sophistiquées, qui nécessitent souvent d'introduire une couche de variables latentes entre les observables et les paramètres. Conduire une inférence bayésienne sur ces modèles hiérarchiques implique un recours intensif aux méthodes modernes de calcul et mobilise donc « la souris » de l'ordinateur. Cet ouvrage est dédié aux étudiants et chercheurs qui souhaitent apprendre le calcul bayésien avec des visées opérationnelles. Le lecteur est invité à l'utiliser comme un tremplin lui permettant d'aller aussi loin que son intérêt et/ou ses besoins l'exigent. C'est pourquoi, les treize chapitres offrent un compromis entre la rigueur du langage mathématique et la souplesse de la langue de Molière. Le côté opérationnel est mis en avant. De nombreux exemples, le plus souvent réels, justifient les efforts et illustrent les raisonnements sous-jacents. Les développements théoriques sont donc volontairement limités à l'essentiel et le lecteur désireux de les poursuivre trouvera deux ouvrages de référence publiés dans la même collection.


Book
Maximum entropy and Bayesian methods
Author:
ISBN: 0792309286 9401067929 9400906838 Year: 1990 Volume: 39 Publisher: Dordrecht Kluwer Academic


Book
Large-scale inference : empirical Bayes methods for estimation, testing, and prediction
Author:
ISBN: 9780521192491 0521192498 9780511761362 9781107619678 9780511918575 0511918577 0511761368 9786612818745 6612818743 9780511917592 0511917597 0511913001 9780511913006 110761967X 1107214009 1107384478 1282818740 0511916612 0511914806 Year: 2010 Publisher: Cambridge : Cambridge University Press,

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Abstract

We live in a new age for statistical inference, where modern scientific technology such as microarrays and fMRI machines routinely produce thousands and sometimes millions of parallel data sets, each with its own estimation or testing problem. Doing thousands of problems at once is more than repeated application of classical methods. Taking an empirical Bayes approach, Bradley Efron, inventor of the bootstrap, shows how information accrues across problems in a way that combines Bayesian and frequentist ideas. Estimation, testing and prediction blend in this framework, producing opportunities for new methodologies of increased power. New difficulties also arise, easily leading to flawed inferences. This book takes a careful look at both the promise and pitfalls of large-scale statistical inference, with particular attention to false discovery rates, the most successful of the new statistical techniques. Emphasis is on the inferential ideas underlying technical developments, illustrated using a large number of real examples.

Bayesian statistical inference
Author:
ISBN: 0803923287 1412983509 1452206821 0585180865 9780803923287 Year: 1984 Volume: 07-043 Publisher: Beverly Hills: Sage,


Book
Probabilistic methods for bioinformatics
Author:
ISBN: 9780123704764 0123704766 9786612168420 1282168428 0080919367 9780080919362 9781282168428 6612168420 Year: 2009 Publisher: Amsterdam Boston

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The Bayesian network is one of the most important architectures for representing and reasoning with multivariate probability distributions. When used in conjunction with specialized informatics, possibilities of real-world applications are achieved. Probabilistic Methods for BioInformatics explains the application of probability and statistics, in particular Bayesian networks, to genetics. This book provides background material on probability, statistics, and genetics, and then moves on to discuss Bayesian networks and applications to bioinformatics. Rather than getting bogged down


Book
Model selection and model averaging
Authors: ---
ISBN: 9780521852258 0521852250 9780511790485 9780511424106 0511424108 0511423624 9780511423628 9780511422430 0511422431 0511790481 9780511421235 0511421230 0511423098 9780511423093 1107176204 1281791180 9786611791186 051142177X Year: 2008 Volume: 27 Publisher: Cambridge: Cambridge university press,

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Given a data set, you can fit thousands of models at the push of a button, but how do you choose the best? With so many candidate models, overfitting is a real danger. Is the monkey who typed Hamlet actually a good writer? Choosing a model is central to all statistical work with data. We have seen rapid advances in model fitting and in the theoretical understanding of model selection, yet this book is the first to synthesize research and practice from this active field. Model choice criteria are explained, discussed and compared, including the AIC, BIC, DIC and FIC. The uncertainties involved with model selection are tackled, with discussions of frequentist and Bayesian methods; model averaging schemes are presented. Real-data examples are complemented by derivations providing deeper insight into the methodology, and instructive exercises build familiarity with the methods. The companion website features Data sets and R code.

Markov chain Monte Carlo
Authors: --- ---
ISBN: 9789812564276 9812564276 9812700919 9789812700919 1281881139 9781281881137 9786611881139 6611881131 Year: 2005 Publisher: Singapore Hackensack, NJ World Scientific

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Markov Chain Monte Carlo (MCMC) originated in statistical physics, but has spilled over into various application areas, leading to a corresponding variety of techniques and methods. That variety stimulates new ideas and developments from many different places, and there is much to be gained from cross-fertilization. This book presents five expository essays by leaders in the field, drawing from perspectives in physics, statistics and genetics, and showing how different aspects of MCMC come to the fore in different contexts. The essays derive from tutorial lectures at an interdisciplinary progr

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