Empirical Bayes and Likelihood Inference
Title | Empirical Bayes and Likelihood Inference PDF eBook |
Author | S.E. Ahmed |
Publisher | Springer Science & Business Media |
Pages | 260 |
Release | 2001 |
Genre | Mathematics |
ISBN | 9780387950181 |
Bayesian and such approaches to inference have a number of points of close contact, especially from an asymptotic point of view. Both emphasize the construction of interval estimates of unknown parameters. In this volume, researchers present recent work on several aspects of Bayesian, likelihood and empirical Bayes methods, presented at a workshop held in Montreal, Canada. The goal of the workshop was to explore the linkages among the methods, and to suggest new directions for research in the theory of inference.
Empirical Bayes and Likelihood Inference
Title | Empirical Bayes and Likelihood Inference PDF eBook |
Author | S.E. Ahmed |
Publisher | Springer Science & Business Media |
Pages | 242 |
Release | 2012-12-06 |
Genre | Mathematics |
ISBN | 1461301416 |
Bayesian and such approaches to inference have a number of points of close contact, especially from an asymptotic point of view. Both emphasize the construction of interval estimates of unknown parameters. In this volume, researchers present recent work on several aspects of Bayesian, likelihood and empirical Bayes methods, presented at a workshop held in Montreal, Canada. The goal of the workshop was to explore the linkages among the methods, and to suggest new directions for research in the theory of inference.
Likelihood and Bayesian Inference
Title | Likelihood and Bayesian Inference PDF eBook |
Author | Leonhard Held |
Publisher | Springer Nature |
Pages | 409 |
Release | 2020-03-31 |
Genre | Medical |
ISBN | 3662607921 |
This richly illustrated textbook covers modern statistical methods with applications in medicine, epidemiology and biology. Firstly, it discusses the importance of statistical models in applied quantitative research and the central role of the likelihood function, describing likelihood-based inference from a frequentist viewpoint, and exploring the properties of the maximum likelihood estimate, the score function, the likelihood ratio and the Wald statistic. In the second part of the book, likelihood is combined with prior information to perform Bayesian inference. Topics include Bayesian updating, conjugate and reference priors, Bayesian point and interval estimates, Bayesian asymptotics and empirical Bayes methods. It includes a separate chapter on modern numerical techniques for Bayesian inference, and also addresses advanced topics, such as model choice and prediction from frequentist and Bayesian perspectives. This revised edition of the book “Applied Statistical Inference” has been expanded to include new material on Markov models for time series analysis. It also features a comprehensive appendix covering the prerequisites in probability theory, matrix algebra, mathematical calculus, and numerical analysis, and each chapter is complemented by exercises. The text is primarily intended for graduate statistics and biostatistics students with an interest in applications.
Applied Statistical Inference
Title | Applied Statistical Inference PDF eBook |
Author | Leonhard Held |
Publisher | Springer Science & Business Media |
Pages | 381 |
Release | 2013-11-12 |
Genre | Mathematics |
ISBN | 3642378870 |
This book covers modern statistical inference based on likelihood with applications in medicine, epidemiology and biology. Two introductory chapters discuss the importance of statistical models in applied quantitative research and the central role of the likelihood function. The rest of the book is divided into three parts. The first describes likelihood-based inference from a frequentist viewpoint. Properties of the maximum likelihood estimate, the score function, the likelihood ratio and the Wald statistic are discussed in detail. In the second part, likelihood is combined with prior information to perform Bayesian inference. Topics include Bayesian updating, conjugate and reference priors, Bayesian point and interval estimates, Bayesian asymptotics and empirical Bayes methods. Modern numerical techniques for Bayesian inference are described in a separate chapter. Finally two more advanced topics, model choice and prediction, are discussed both from a frequentist and a Bayesian perspective. A comprehensive appendix covers the necessary prerequisites in probability theory, matrix algebra, mathematical calculus, and numerical analysis.
Large-Scale Inference
Title | Large-Scale Inference PDF eBook |
Author | Bradley Efron |
Publisher | Cambridge University Press |
Pages | |
Release | 2012-11-29 |
Genre | Mathematics |
ISBN | 1139492136 |
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.
An Empirical Bayes Approach to Statistics
Title | An Empirical Bayes Approach to Statistics PDF eBook |
Author | Herbert Robbins |
Publisher | |
Pages | 24 |
Release | 1955 |
Genre | Bayesian statistical decision theory |
ISBN |
Data Gathering, Analysis and Protection of Privacy Through Randomized Response Techniques: Qualitative and Quantitative Human Traits
Title | Data Gathering, Analysis and Protection of Privacy Through Randomized Response Techniques: Qualitative and Quantitative Human Traits PDF eBook |
Author | |
Publisher | Elsevier |
Pages | 545 |
Release | 2016-04-20 |
Genre | Mathematics |
ISBN | 0444635718 |
Data Gathering, Analysis and Protection of Privacy through Randomized Response Techniques: Qualitative and Quantitative Human Traits tackles how to gather and analyze data relating to stigmatizing human traits. S.L. Warner invented RRT and published it in JASA, 1965. In the 50 years since, the subject has grown tremendously, with continued growth. This book comprehensively consolidates the literature to commemorate the inception of RR. - Brings together all relevant aspects of randomized response and indirect questioning - Tackles how to gather and analyze data relating to stigmatizing human traits - Gives an encyclopedic coverage of the topic - Covers recent developments and extrapolates to future trends