Bayesian Statistics 9

NOTE EDITORE

The Valencia International Meetings on Bayesian Statistics - established in 1979 and held every four years - have been the forum for a definitive overview of current concerns and activities in Bayesian statistics. These are the edited Proceedings of the Ninth meeting, and contain the invited papers each followed by their discussion and a rejoinder by the authors(s). In the tradition of the earlier editions, this encompasses an enormous range of theoretical and applied research, high lighting the breadth, vitality and impact of Bayesian thinking in interdisciplinary research across many fields as well as the corresponding growth and vitality of core theory and methodology. The Valencia 9 invited papers cover a broad range of topics, including foundational and core theoretical issues in statistics, the continued development of new and refined computational methods for complex Bayesian modelling, substantive applications of flexible Bayesian modelling, and new developments in the theory and methodology of graphical modelling. They also describe advances in methodology for specific applied fields, including financial econometrics and portfolio decision making, public policy applications for drug surveillance, studies in the physical and environmental sciences, astronomy and astrophysics, climate change studies, molecular biosciences, statistical genetics or stochastic dynamic networks in systems biology.

SOMMARIO

1 - Integrated Objective Bayesian Estimation and Hypothesis Testing2 - Dynamic Stock Selection Strategies: A Structured Factor Model Framework3 - Free Energy Sequential Monte Carlo, Application to Mixture Modelling4 - Moment Priors for Bayesian Model Choice with Applications to Directed Acyclic Graphs5 - Nonparametric Bayes Regression and Classification Through Mixtures of Product Kernels6 - Bayesian Variable Selection for Random Intercept Modeling of Gaussian and non-Gaussian Data.7 - External Bayesian Analysis for Computer Simulators8 - Optimization Under Unknown Constraints9 - Using TPA for Bayesian Inference10 - Nonparametric Bayesian Networks11 - Particle Learning for Sequential Bayesian Computation12 - Rotating Stars and Revolving Planets: Bayesian Exploration of the Pulsating Sky13 - Association Tests that Accommodate Genotyping Uncertainty14 - Bayesian Methods in Pharmacovigilance15 - Approximating Max-Sum-Product Problems using Multiplicative Error Bounds16 - What's the H in H-likelihood: A Holy Grail or an Achilles' Heel?17 - Shrink Globally, Act Locally: Sparse Bayesian Regularization and Prediction18 - Bayesian Models for Sparse Regression Analysis of High Dimensional Data19 - Transparent Parametrizations of Models for Potential Outcomes20 - Modelling Multivariate Counts Varying Continuously in Space21 - Characterizing Uncertainty of Future Climate Change Projections using Hierarchical Bayesian Models22 - Bayesian Models for Variable Selection that Incorporate Biological Information23 - Parameter Inference for Stochastic Kinetic Models of Bacterial Gene Regulation: A Bayesian Approach to Systems Biology

AUTORE

M. J. Bayarri is Professor of Statistics at Universitat de València. J. M. Bernardo is Professor of Statistics at Universitat de València. James O. Berger is the Arts and Sciences Professor of Statistics at Duke University A. P. Dawid is Professor of Statistics at the University of Cambridge. David Heckerman is the Senior Director of the eScience Research Group for Microsoft. Sir Adrian F M Smith is the Director General of Science and Research at the UK Department of Business, Innovation and Skills. Mike West is the Arts and Sciences Professor of Statistical Science at Duke University.

ALTRE INFORMAZIONI

• Condizione: Nuovo
• ISBN: 9780199694587
• Dimensioni: 236 x 46.3 x 153 mm Ø 1196 gr
• Formato: Copertina rigida
• Illustration Notes: 151 black and white line drawings
• Pagine Arabe: 718