Complex Stochastic Systems

ISBN-13: 9780367398286 / Angielski / Miękka / 2019 / 304 str.

O. E. Barndorff-Nielsen; Claudia Kluppelberg

Opis

Complex stochastic systems comprise a vast area of research, from modelling specific applications to estimation procedures and computing issues. The exponential growth in computing power in recent years has revolutionized statistical analysis and led to rapid developments in this emerging field. In Complex Stochastic Systems, top researchers address various statistical aspects of the field and illustrates them with concrete applications. Individually, these articles provide authoritative exposition and recent results from various subjects related to the field. Collectively, they link these separate areas of study to form the first comprehensive overview of this rapidly developing area.

Spis treści

A Primer on Markov Chain Monte Carlo. Causal Inference from Graphical Models. State Space and Hidden Markov Models. Monte Carlo Methods on Genetic Structures. Renormalization of Interacting Diffusions. Stein's Method for Epidemic Processes.

O autorze

Ole E. Barndorff-Nielsen, David R. Cox, Claudia Klüppelberg