Tools for statistical inference: Observed data and data augmentation methods (Lecture notes in statistics)

Martin Abba Tanner

ISBN 10: 354097525X / ISBN 13: 9783540975250

Editore: Springer-Verlag, 1991

Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less 0.44. Codice articolo G354097525XI3N00

Riassunto:

The goal of this book is to provide a unified presentation of a variety of algorithms for likelihood and Bayesian inference. Two types of methods are considered: observed data and data augmentation methods. The observed data methods, which are applied directly to the likelihood or posterior inference, include maximum likelihood, Laplace expansion, Monte Carlo and importance sampling. The data augmentation methods rely on an augmentation of the data which simplifies the likelihood or posterior inference. These include EM, Louis' modification of the EM, poor man's data augmentation, SIR and the Gibbs sampler.

Dati bibliografici

Titolo: Tools for statistical inference: Observed ...
Casa editrice: Springer-Verlag
Data di pubblicazione: 1991
Legatura: Unknown
Condizione: Good
Condizione sovraccoperta: No Jacket