Fundamentals of Nonparametric Bayesian Inference

Bayesian nonparametrics comes of age with this landmark text synthesizing theory, methodology and computation.

List of contents

Preface; Glossary of symbols; 1. Introduction; 2. Priors on function spaces; 3. Priors on spaces of probability measures; 4. Dirichlet processes; 5. Dirichlet process mixtures; 6. Consistency: general theory; 7. Consistency: examples; 8. Contraction rates: general theory; 9. Contraction rates: examples; 10. Adaptation and model selection; 11. Gaussian process priors; 12. Infinite-dimensional Bernstein-von Mises theorem; 13. Survival analysis; 14. Discrete random structures; Appendices; References; Author index; Subject index.

About the author

Subhashis Ghosal is Professor of Statistics at North Carolina State University. His primary research interest is in the theory, methodology and various applications of Bayesian nonparametrics. He has edited one book, written nearly one hundred papers, and serves on the editorial boards of the Annals of Statistics, Bernoulli, and the Electronic Journal of Statistics. He is an elected fellow of the Institute of Mathematical Statistics, the American Statistical Association and the International Society for Bayesian Analysis.

Summary

Written by top researchers, this self-contained text is the authoritative account of Bayesian nonparametrics, a nearly universal framework for inference in statistics and machine learning, with practical use in all areas of science, including economics and biostatistics. Appendices with prerequisites and numerous exercises support its use for graduate courses.

Product details

• Authors: Subhashis Ghosal, Subhashis (North Carolina State University Ghosal, Subhashis Vaart Ghosal, Aad van der Vaart
• Publisher: Cambridge University Press ELT
• Languages: English
• Product format: Hardback
• Released: 26.06.2017
• EAN: 9780521878265
• ISBN: 978-0-521-87826-5
• No. of pages: 670
• Series: Cambridge Series in Statistical and Probabilistic Mathematics; Cambridge Series in Statistical and Probabilistic Mathematics
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics; Ökonometrie und Wirtschaftsstatistik, Englische Bücher / Naturwissenschaften / Mathematik, Bayes-Verfahren