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Lectures on Siegel Modular Forms and Representation by Quadratic Forms
Lectures on Topics In One-Parameter Bifurcation Problems
History of the Incas by Pedro Sarmiento de Gamboa
Linear Algebra: Theorems and Applications
Lectures on Stochastic Differential Equations and Malliavin Calculus
A Short Biographical Dictionary of English Literature
Lectures on Sieve Methods and Prime Number Theory
Dollars and Sense by William Crosbie Hunter
The Theory of the Theatre by Clayton Hamilton
The Mathematics of Investment
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The Solution of the Pyramid Problem
Lectures on Moduli of Curves
Walden by Henry David Thoreau
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Le choix bay¨¦sien: Principes et pratique (Statistique et probabilit¨¦s appliqu¨¦es) (French Edition)
Posted on 2010-04-14
|
Author: Christian P. Robert
Publisher: Springer (2006) Binding: Paperback, 638 pages pricer: $89.95 ISBN-10: 2287251731 editorialreviews Cet ouvrage couvre l'approche dite bay¨¦sienne de l'inf¨¦rence statistique et en particulier ses aspects d¨¦cisionnels. Les bases de cette axiomatique (choix de l'a priori, d¨¦cisions optimales, tests et r¨¦gions de confiance) sont abord¨¦es en d¨¦tail, ainsi que des ouvertures plus r¨¦centes de l'analyse bay¨¦sienne comme le choix de mod¨¨les, l'utilisation de m¨¦thodes num¨¦riques stochastiques d'approximation (MCMC), la th¨¦orie des lois non informatives (axiomes de Berger-Bernardo) et la relation ¨¤ la th¨¦orie classique de l'admissibilit¨¦. Chaque chapitre est compl¨¦t¨¦ par une suite extensive d'exercices de difficult¨¦ croissante et par des notes bibliographiques sur les th¨¨mes abord¨¦s. Ce livre peut ¨ºtre utilis¨¦ dans un programme de Master en Math¨¦matiques appliqu¨¦es, en Biom¨¦trie, en ¨¦conom¨¦trie ou dans tout autre programme faisant appel aux techniques quantitatives de traitement de l'information. Il ne n¨¦cessite comme pr¨¦liminaire qu'un cours de base en th¨¦orie des probabilit¨¦s et en statistique math¨¦matique. Il peut ¨¦galement ¨ºtre utilis¨¦ par des ¨¦tudiants en th¨¨se ou des chercheurs confirm¨¦s en qu¨ºte d'une m¨¦thodologie statistique efficace pour l'analyse de leur(s) mod¨¨le(s). La version anglaise de cet ouvrage, The Bayesian Choice, a ¨¦t¨¦ publi¨¦e en 2001 par Springer New York. L¡¯auteur a obtenu le Prix DeGroot 2004 d¨¦cern¨¦ par l'International Society for Bayesian Analysis. Le comit¨¦ de s¨¦lection a estim¨¦ que : ? Le livre de Christian Robert ¨¦tablit un nouveau standard moderne de livre de r¨¦f¨¦rence sur le th¨¨me des m¨¦thodes bay¨¦siennes, en particulier celles utilisant les techniques MCMC, ce qui place l¡¯auteur en digne successeur des ¨¦crits de DeGroot et Berger ?.
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