A common theme in probability theory is the approximation of complicated probability distributions by simpler ones, the central limit theorem being a classical example. Stein's method is a tool which makes this possible in a wide variety of situations. Traditional approaches, for example using Fourier analysis, become awkward to carry through in situations in which dependence plays an important part, whereas Stein's method can often still be applied to great effect. In addition, the method delivers estimates for the error in the approximation, and not just a proof of convergence. Nor is there...
A common theme in probability theory is the approximation of complicated probability distributions by simpler ones, the central limit theorem being a ...
Stein's method is a tool which makes possible a wide variety of situations. In addition, the method delivers estimates for the error in the approximation, and not just a proof of convergence.
Stein's method is a tool which makes possible a wide variety of situations. In addition, the method delivers estimates for the error in the approximat...
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...
Markov Chain Monte Carlo (MCMC) originated in statistical physics, but has spilled over into various application areas, leading to a corresponding var...
This volume contains articles based on lectures given at the Workshop on Transition and Turbulence Control, hosted by the Institute for Mathematical Sciences, National University of Singapore, 8-10 December 2004. The lecturers included 13 of the world's foremost experts in the control of transitioning and turbulent flows. The chapters cover a wide range of subjects in the broad area of flow control, and will be useful to researchers working in this area in academia, government laboratories and industry. The coverage includes control theory, passive, active and reactive methods for controlling...
This volume contains articles based on lectures given at the Workshop on Transition and Turbulence Control, hosted by the Institute for Mathematical S...
This volume contains articles based on lectures given at the Workshop on Transition and Turbulence Control, hosted by the Institute for Mathematical Sciences, National University of Singapore, 8-10 December 2004. The lecturers included 13 of the world's foremost experts in the control of transitioning and turbulent flows. The chapters cover a wide range of subjects in the broad area of flow control, and will be useful to researchers working in this area in academia, government laboratories and industry. The coverage includes control theory, passive, active and reactive methods for controlling...
This volume contains articles based on lectures given at the Workshop on Transition and Turbulence Control, hosted by the Institute for Mathematical S...
Contains survey articles by the tutorial speakers at "Mathematics and Computation in Imaging Science and Information Processing" which was held at the Institute for Mathematical Sciences, National University of Singapore, from July to December 2003 and in August 2004 to promote and facilitate multidisciplinary research in the area.
Contains survey articles by the tutorial speakers at "Mathematics and Computation in Imaging Science and Information Processing" which was held at the...
Includes exposition articles by the tutorial speakers on the foundations of Gabor analysis, subband filters and wavelet algorithms, and operator-theoretic interpolation of wavelets and frames. This volume presents research papers on Gabor analysis, written by specialists in their respective areas.
Includes exposition articles by the tutorial speakers on the foundations of Gabor analysis, subband filters and wavelet algorithms, and operator-theor...
This volume carries the same title as that of an international conference held at the National University of Singapore, 9-11 January 2006 on the occasion of Roger E. Howe's 60th birthday. Authored by leading members of the Lie theory community, these contributions, expanded from invited lectures given at the conference, are a fitting tribute to the originality, depth and influence of Howe's mathematical work. The range and diversity of the topics will appeal to a broad audience of research mathematicians and graduate students interested in symmetry and its profound applications.
This volume carries the same title as that of an international conference held at the National University of Singapore, 9-11 January 2006 on the occas...
Consists of surveys of high-frequency financial data analysis and econometric forecasting. This work includes chapters that were presented as tutorials to an audience in the Econometric Forecasting and High-Frequency Data Analysis Workshop at the Institute for Mathematical Science, National University of Singapore in May 2006.
Consists of surveys of high-frequency financial data analysis and econometric forecasting. This work includes chapters that were presented as tutorial...