Statistical Multiple Integration: Proceedings of a Joint Summer Research Conference Held at Humboldt University, June 17-23, 1989 - Brossura

Flournoy, Nancy

Brossura

ISBN 10: 0821851225 ISBN 13: 9780821851227

Casa editrice: Amer Mathematical Society, 1991

Riassunto

High dimensional integration arises naturally in two major subfields of statistics: multivariate and Bayesian statistics. Indeed, the most common measures of central tendency, variation, and loss are defined by integrals over the sample space, the parameter space, or both. Recent advances in computational power have stimulated significant new advances in both Bayesian and classical multivariate statistics. In many statistical problems, however, multiple integration can be the major obstacle to solutions.This volume contains the proceedings of an AMS-IMS-SIAM Joint Summer Research Conference on Statistical Multiple Integration, held in June 1989 at Humboldt State University in Arcata, California. The conference represents an attempt to bring together mathematicians, statisticians, and computational scientists to focus on the many important problems in statistical multiple integration. The papers document the state of the art in this area with respect to problems in statistics, potential advances blocked by problems with multiple integration, and current work directed at expanding the capability to integrate over high dimensional surfaces.

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Contenuti

N Flournoy, Preface; K Berger, Introduction; D K Kahaner, A survey of existing multidimensional quadrature routines; A Genz, Subregion adaptive algorithms for multiple integrals; E de Doncker and J A Kapenga, Parallel systems and adaptive integration; M Mascagni, High-dimensional numberical integration and massively parallel computing; R K Tsutakawa, Multiple integration in Bayesian psychometrics; R E Kass, L Tierney, and J B Kadane, Laplace's method in Bayesian analysis; R L Wolpert, Monte Carlo integration in Bayesian statistical analysis; J Geweke, Generic, algorithmic approaches to Monte Carlo integration in Bayesian inference; M Evans, Adaptive importance sampling and chaining; P Muller, Monte Cartlo integration in general dynamic models; M-S Oh, Monte Carlo integration via importance sampling: Dimensionality effect and an adaptive algorithm; V Luzar and I Olkin, Comparison of simulation methods in the estimation of the ordered characteristic roots of a random convariance matrix; J F Monahan and R F Liddle, A stationary stochastic approximation method; Y L Tong, Inequalities and bounds for a class of multiple probability integrals, with applications; V K Kaishev, A Gaussian cubature formula for the computation of generalized B-splines and its application to serial correlation; J P Hardwick, Computational problems associated with minimizing the risk in a simple clinical trial; J H Albert, Discussion on papers by Geweke, Wolpert, Evans, Oh, and Kass, Tierney, and Kadane; R Shanmugam, Comments on computational conveniences discussed in articles by Evans, Geweke, Muller, and Kass-Tierney-Kadane; I Olkin, A discussion of papers by Genz, Tsutakawa, and Tong; N Flournoy, A discussion of papers by Luzar and Olkin, Kaishev, and Monahan and Liddle.

Product Description

Book by Flournoy Nancy

Dettagli dell'edizione

• Editore: Amer Mathematical Society
• Data di pubblicazione: 1991
• Lingua: Inglese
• ISBN 10: 0821851225
• ISBN 13: 9780821851227
• Rilegatura: Copertina flessibile
• Numero di pagine: 276
• Redattore: Tsutakawa Robert K.
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile