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Mathematics Le choix bay¨¦sien: Principes et pratique (Statistique et probabilit¨¦s appliqu¨¦es)
Posted on 2010-04-12
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More Christian P. Robert ¡°Le choix bay¨¦sien: Principes et pratique (Statistique et probabilit¨¦s appliqu¨¦es)" 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. Lauteur 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 lauteur en digne successeur des ¨¦crits de DeGroot et Berger ?. "
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