This textbook on statistical modeling and statistical inference will assist advanced undergraduate and graduate students. Statistical Modeling and Computation provides a unique introduction to modern Statistics from both classical and Bayesian perspectives. It also offers an integrated treatment of Mathematical Statistics and modern statistical computation, emphasizing statistical modeling, computational techniques, and applications. Each of the three parts will cover topics essential to university courses. Part I covers the fundamentals of probability theory. In Part II, the authors introduce a wide variety of classical models that include, among others, linear regression and ANOVA models. In Part III, the authors address the statistical analysis and computation of various advanced models, such as generalized linear, state-space and Gaussian models. Particular attention is paid to fast Monte Carlo techniques for Bayesian inference on these models. Throughout the book the authors include a large number of illustrative examples and solved problems. The book also features a section with solutions, an appendix that serves as a MATLAB primer, and a mathematical supplement.

Visualizing the data is an essential part of any data analysis. Modern computing developments have led to big improvements in graphic capabilities and there are many new possibilities for data displays. This book gives an overview of modern data visualization methods, both in theory and practice. It details modern graphical tools such as mosaic plots, parallel coordinate plots, and linked views. Coverage also examines graphical methodology for particular areas of statistics, for example Bayesian analysis, genomic data and cluster analysis, as well software for graphics.

This handbook provides a comprehensive overview of Partial Least Squares (PLS) methods with specific reference to their use in marketing and with a discussion of the directions of current research and perspectives. It covers the broad area of PLS methods, from regression to structural equation modeling applications, software and interpretation of results. The handbook serves both as an introduction for those without prior knowledge of PLS and as a comprehensive reference for researchers and practitioners interested in the most recent advances in PLS methodology.

This book shows how to look at ways of visualizing large datasets, whether large in numbers of cases, or large in numbers of variables, or large in both. All ideas are illustrated with displays from analyses of real datasets and the importance of interpreting displays effectively is emphasized. Graphics should be drawn to convey information and the book includes many insightful examples. New approaches to graphics are needed to visualize the information in large datasets and most of the innovations described in this book are developments of standard graphics. The book is accessible to readers with some experience of drawing statistical graphics.

This proceedings volume contains eight selected papers that were presented in the International Symposium in Statistics (ISS) 2015 On Advances in Parametric and Semi-parametric Analysis of Multivariate, Time Series, Spatial-temporal, and Familial-longitudinal Data, held in St. John's, Canada from July 6 to 8, 2015. The main objective of the ISS-2015 was the discussion on advances and challenges in parametric and semi-parametric analysis for correlated data in both continuous and discrete setups. Thus, as a reflection of the theme of the symposium, the eight papers of this proceedings volume are presented in four parts. Part I is comprised of papers examining Elliptical t Distribution Theory. In Part II, the papers cover spatial and temporal data analysis. Part III is focused on longitudinal multinomial models in parametric and semi-parametric setups. Finally Part IV concludes with a paper on the inferences for longitudinal data subject to a challenge of important covariates selection from a set of large number of covariates available for the individuals in the study.

SAS programming is a creative and iterative process designed to empower you to make the most of your organization's data. This friendly guide provides you with a repertoire of essential SAS tools for data management, whether you are a new or an infrequent user. Most useful to students and programmers with little or no SAS experience, it takes a no-frills, hands-on tutorial approach to getting started with the software. You will find immediate guidance in navigating, exploring, visualizing, cleaning, formatting, and reporting on data using SAS and JMP. Step-by-step demonstrations, screenshots, handy tips, and practical exercises with solutions equip you to explore, interpret, process and summarize data independently, efficiently and effectively.

This book presents recent results on positivity and optimization of polynomials in non-commuting variables. Researchers in non-commutative algebraic geometry, control theory, system engineering, optimization, quantum physics and information science will find the unified notation and mixture of algebraic geometry and mathematical programming useful. Theoretical results are matched with algorithmic considerations; several examples and information on how to use NCSOStools open source package to obtain the results provided. Results are presented on detecting the eigenvalue and trace positivity of polynomials in non-commuting variables using Newton chip method and Newton cyclic chip method, relaxations for constrained and unconstrained optimization problems, semidefinite programming formulations of the relaxations and finite convergence of the hierarchies of these relaxations, and the practical efficiency of algorithms.

MATLAB is a high-level language and environment for numerical computation, visualization, and programming. Using MATLAB, you can analyze data, develop algorithms, and create models and applications. The language, tools, and built-in math functions enable you to explore multiple approaches and reach a solution faster than with spreadsheets or traditional programming languages, such as C/C++ or Java. MATLAB Matrix Algebra introduces you to the MATLAB language with practical hands-on instructions and results, allowing you to quickly achieve your goals. Starting with a look at symbolic and numeric variables, with an emphasis on vector and matrix variables, you will go on to examine functions and operations that support vectors and matrices as arguments, including those based on analytic parent functions. Computational methods for finding eigenvalues and eigenvectors of matrices are detailed, leading to various matrix decompositions. Applications such as change of bases, the classification of quadratic forms and how to solve systems of linear equations are described, with numerous examples. A section is dedicated to sparse matrices and other types of special matrices. In addition to its treatment of matrices, you will also learn how MATLAB can be used to work with arrays, lists, tables, sequences and sets.

This book provides a modern introductory tutorial on specialized theoretical aspects of spatial and temporal modeling. The areas covered involve a range of topics which reflect the diversity of this domain of research across a number of quantitative disciplines. For instance, the first chapter provides up-to-date coverage of particle association measures that underpin the theoretical properties of recently developed random set methods in space and time otherwise known as the class of probability hypothesis density framework (PHD filters). The second chapter gives an overview of recent advances in Monte Carlo methods for Bayesian filtering in high-dimensional spaces. In particular, the chapter explains how one may extend classical sequential Monte Carlo methods for filtering and static inference problems to high dimensions and big-data applications. The third chapter presents an overview of generalized families of processes that extend the class of Gaussian process models to heavy-tailed families known as alpha-stable processes. In particular, it covers aspects of characterization via the spectral measure of heavy-tailed distributions and then provides an overview of their applications in wireless communications channel modeling. The final chapter concludes with an overview of analysis for probabilistic spatial percolation methods that are relevant in the modeling of graphical networks and connectivity applications in sensor networks, which also incorporate stochastic geometry features.

Presenting a comprehensive resource for the mastery of network analysis in R, the goal of Network Analysis with R is to introduce modern network analysis techniques in R to social, physical, and health scientists. The mathematical foundations of network analysis are emphasized in an accessible way and readers are guided through the basic steps of network studies: network conceptualization, data collection and management, network description, visualization, and building and testing statistical models of networks. As with all of the books in the Use R! series, each chapter contains extensive R code and detailed visualizations of datasets. Appendices will describe the R network packages and the datasets used in the book. An R package developed specifically for the book, available to readers on GitHub, contains relevant code and real-world network datasets as well.

This comprehensive and stimulating introduction to Matlab, a computer language now widely used for technical computing, is based on an introductory course held at Qian Weichang College, Shanghai University, in the fall of 2014. Teaching and learning a substantial programming language aren't always straightforward tasks. Accordingly, this textbook is not meant to cover the whole range of this high-performance technical programming environment, but to motivate first- and second-year undergraduate students in mathematics and computer science to learn Matlab by studying representative problems, developing algorithms and programming them in Matlab. While several topics are taken from the field of scientific computing, the main emphasis is on programming. A wealth of examples are completely discussed and solved, allowing students to learn Matlab by doing: by solving problems, comparing approaches and assessing the proposed solutions.

Beginning R, Second Edition is a hands-on book showing how to use the R language, write and save R scripts, read in data files, and write custom statistical functions as well as use built in functions. This book shows the use of R in specific cases such as one-way ANOVA analysis, linear and logistic regression, data visualization, parallel processing, bootstrapping, and more. It takes a hands-on, example-based approach incorporating best practices with clear explanations of the statistics being done. It has been completely re-written since the first edition to make use of the latest packages and features in R version 3. R is a powerful open-source language and programming environment for statistics and has become the de facto standard for doing, teaching, and learning computational statistics. R is both an object-oriented language and a functional language that is easy to learn, easy to use, and completely free. A large community of dedicated R users and programmers provides an excellent source of R code, functions, and data sets, with a constantly evolving ecosystem of packages providing new functionality for data analysis. R has also become popular in commercial use at companies such as Microsoft, Google, and Oracle. Your investment in learning R is sure to pay off in the long term as R continues to grow into the go to language for data analysis and research.What You Will Learn: How to acquire and install R Hot to import and export data and scripts How to analyze data and generate graphics How to program in R to write custom functions Hot to use R for interactive statistical explorations How to conduct bootstrapping and other advanced techniques

Explaining how graph theory and social network analysis can be applied to team sports analysis, This book presents useful approaches, models and methods that can be used to characterise the overall properties of team networks and identify the prominence of each team player. Exploring the different possible network metrics that can be utilised in sports analysis, their possible applications and variances from situation to situation, the respective chapters present an array of illustrative case studies. Identifying the general concepts of social network analysis and network centrality metrics, readers are shown how to generate a methodological protocol for data collection. As such, the book provides a valuable resource for students of the sport sciences, sports engineering, applied computation and the social sciences.

The development of software system with acceptable level of reliability and quality within available time frame and budget becomes a challenging objective. This objective could be achieved to some extent through early prediction of number of faults present in the software, which reduces the cost of development as it provides an opportunity to make early corrections during development process. The book presents an early software reliability prediction model that will help to grow the reliability of the software systems by monitoring it in each development phase, i.e. from requirement phase to testing phase. Different approaches are discussed in this book to tackle this challenging issue. An important approach presented in this book is a model to classify the modules into two categories (a) fault-prone and (b) not fault-prone. The methods presented in this book for assessing expected number of faults present in the software, assessing expected number of faults present at the end of each phase and classification of software modules in fault-prone or no fault-prone category are easy to understand, develop and use for any practitioner. The practitioners are expected to gain more information about their development process and product reliability, which can help to optimize the resources used.

It's much easier to grasp complex data relationships with a graph than by scanning numbers in a spreadsheet. This introductory guide shows you how to use the R language to create a variety of useful graphs for visualizing and analyzing complex data for science, business, media, and many other fields. You'll learn methods for highlighting important relationships and trends, reducing data to simpler forms, and emphasizing key numbers at a glance. Anyone who wants to analyze data will find something useful here-even if you don't have a background in mathematics, statistics, or computer programming. If you want to examine data related to your work, this book is the ideal way to start. Get started with R by learning basic commands Build single variable graphs, such as dot and pie charts, box plots, and histograms Explore the relationship between two quantitative variables with scatter plots, high-density plots, and other techniques Use scatterplot matrices, 3D plots, clustering, heat maps, and other graphs to visualize relationships among three or more variables

Through this book, researchers and students will learn to use R for analysis of large-scale genomic data and how to create routines to automate analytical steps. The philosophy behind the book is to start with real world raw datasets and perform all the analytical steps needed to reach final results. Though theory plays an important role, this is a practical book for graduate and undergraduate courses in bioinformatics and genomic analysis or for use in lab sessions. How to handle and manage high-throughput genomic data, create automated workflows and speed up analyses in R is also taught. A wide range of R packages useful for working with genomic data are illustrated with practical examples. The key topics covered are association studies, genomic prediction, estimation of population genetic parameters and diversity, gene expression analysis, functional annotation of results using publically available databases and how to work efficiently in R with large genomic datasets. Important principles are demonstrated and illustrated through engaging examples which invite the reader to work with the provided datasets. Some methods that are discussed in this volume include: signatures of selection, population parameters (LD, FST, FIS, etc); use of a genomic relationship matrix for population diversity studies; use of SNP data for parentage testing; snpBLUP and gBLUP for genomic prediction. Step-by-step, all the R code required for a genome-wide association study is shown: starting from raw SNP data, how to build databases to handle and manage the data, quality control and filtering measures, association testing and evaluation of results, through to identification and functional annotation of candidate genes. Similarly, gene expression analyses are shown using microarray and RNAseq data. At a time when genomic data is decidedly big, the skills from this book are critical. In recent years R has become the de facto< tool for analysis of gene expression data, in addition to its prominent role in analysis of genomic data. Benefits to using R include the integrated development environment for analysis, flexibility and control of the analytic workflow. Included topics are core components of advanced undergraduate and graduate classes in bioinformatics, genomics and statistical genetics. This book is also designed to be used by students in computer science and statistics who want to learn the practical aspects of genomic analysis without delving into algorithmic details. The datasets used throughout the book may be downloaded from the publisher's website.

This Festschrift in honour of Ursula Gather's 60th birthday deals with modern topics in the field of robust statistical methods, especially for time series and regression analysis, and with statistical methods for complex data structures. The individual contributions of leading experts provide a textbook-style overview of the topic, supplemented by current research results and questions. The statistical theory and methods in this volume aim at the analysis of data which deviate from classical stringent model assumptions, which contain outlying values and/or have a complex structure. Written for researchers as well as master and PhD students with a good knowledge of statistics.

This book presents multivariate time series methods for the analysis and optimal control of feedback systems. Although ships' autopilot systems are considered through the entire book, the methods set forth in this book can be applied to many other complicated, large, or noisy feedback control systems for which it is difficult to derive a model of the entire system based on theory in that subject area. The basic models used in this method are the multivariate autoregressive model with exogenous variables (ARX) model and the radial bases function net-type coefficients ARX model. The noise contribution analysis can then be performed through the estimated autoregressive (AR) model and various types of autopilot systems can be designed through the state-space representation of the models. The marine autopilot systems addressed in this book include optimal controllers for course-keeping motion, rolling reduction controllers with rudder motion, engine governor controllers, noise adaptive autopilots, route-tracking controllers by direct steering, and the reference course-setting approach. The methods presented here are exemplified with real data analysis and experiments on real ships. This book is highly recommended to readers who are interested in designing optimal or adaptive controllers not only of ships but also of any other complicated systems under noisy disturbance conditions.

This book focuses on the applications of convex optimization and highlights several topics, including support vector machines, parameter estimation, norm approximation and regularization, semi-definite programming problems, convex relaxation, and geometric problems. All derivation processes are presented in detail to aid in comprehension. The book offers concrete guidance, helping readers recognize and formulate convex optimization problems they might encounter in practice.

Essentials of Monte Carlo Simulation focuses on the fundamentals of Monte Carlo methods using basic computer simulation techniques. The theories presented in this text deal with systems that are too complex to solve analytically. As a result, readers are given a system of interest and constructs using computer code, as well as algorithmic models to emulate how the system works internally. After the models are run several times, in a random sample way, the data for each output variable(s) of interest is analyzed by ordinary statistical methods. This book features 11 comprehensive chapters, and discusses such key topics as random number generators, multivariate random variates, and continuous random variates. Over 100 numerical examples are presented as part of the appendix to illustrate useful real world applications. The text also contains an easy to read presentation with minimal use of difficult mathematical concepts. Very little has been published in the area of computer Monte Carlo simulation methods, and this book will appeal to students and researchers in the fields of Mathematics and Statistics.

MATLAB is a high-level language and environment for numerical computation, visualization, and programming. Using MATLAB, you can analyze data, develop algorithms, and create models and applications. The language, tools, and built-in math functions enable you to explore multiple approaches and reach a solution faster than with spreadsheets or traditional programming languages, such as C/C++ or Java. MATLAB Differential Equations introduces you to the MATLAB language with practical hands-on instructions and results, allowing you to quickly achieve your goals. In addition to giving an introduction to the MATLAB environment and MATLAB programming, this book provides all the material needed to work on differential equations using MATLAB. It includes techniques for solving ordinary and partial differential equations of various kinds, and systems of such equations, either symbolically or using numerical methods (Euler's method, Heun's method, the Taylor series method, the Runge-Kutta method,...). It also describes how to implement mathematical tools such as the Laplace transform, orthogonal polynomials, and special functions (Airy and Bessel functions), and find solutions of finite difference equations.

MATLAB is a high-level language and environment for numerical computation, visualization, and programming. Using MATLAB, you can analyze data, develop algorithms, and create models and applications. The language, tools, and built-in math functions enable you to explore multiple approaches and reach a solution faster than with spreadsheets or traditional programming languages, such as C/C++ or Java. MATLAB Symbolic Algebra and Calculus Tools introduces you to the MATLAB language with practical hands-on instructions and results, allowing you to quickly achieve your goals. Starting with a look at symbolic variables and functions, you will learn how to solve equations in MATLAB, both symbolically and numerically, and how to simplify the results. Extensive coverage of polynomial solutions, inequalities and systems of equations are covered in detail. You will see how MATLAB incorporates vector, matrix and character variables, and functions thereof. MATLAB is a powerful symbolic manipulator which enables you to factorize, expand and simplify complex algebraic expressions over all common fields (including over finite fields and algebraic field extensions of the rational numbers). With MATLAB you can also work with ease in matrix algebra, making use of commands which allow you to find eigenvalues, eigenvectors, determinants, norms and various matrix decompositions, among many other features. Lastly, you will see how you can use MATLAB to explore mathematical analysis, finding limits of sequences and functions, sums of series, integrals, derivatives and solving differential equation.

Solve common and not-so-common financial problems using Python libraries such as NumPy, SciPy, and pandas Key Features Use powerful Python libraries such as pandas, NumPy, and SciPy to analyze your financial data Explore unique recipes for financial data analysis and processing with Python Estimate popular financial models such as CAPM and GARCH using a problem-solution approach Book DescriptionPython is one of the most popular programming languages used in the financial industry, with a huge set of accompanying libraries. In this book, you'll cover different ways of downloading financial data and preparing it for modeling. You'll calculate popular indicators used in technical analysis, such as Bollinger Bands, MACD, RSI, and backtest automatic trading strategies. Next, you'll cover time series analysis and models, such as exponential smoothing, ARIMA, and GARCH (including multivariate specifications), before exploring the popular CAPM and the Fama-French three-factor model. You'll then discover how to optimize asset allocation and use Monte Carlo simulations for tasks such as calculating the price of American options and estimating the Value at Risk (VaR). In later chapters, you'll work through an entire data science project in the financial domain. You'll also learn how to solve the credit card fraud and default problems using advanced classifiers such as random forest, XGBoost, LightGBM, and stacked models. You'll then be able to tune the hyperparameters of the models and handle class imbalance. Finally, you'll focus on learning how to use deep learning (PyTorch) for approaching financial tasks. By the end of this book, you'll have learned how to effectively analyze financial data using a recipe-based approach. What you will learn Download and preprocess financial data from different sources Backtest the performance of automatic trading strategies in a real-world setting Estimate financial econometrics models in Python and interpret their results Use Monte Carlo simulations for a variety of tasks such as derivatives valuation and risk assessment Improve the performance of financial models with the latest Python libraries Apply machine learning and deep learning techniques to solve different financial problems Understand the different approaches used to model financial time series data Who this book is forThis book is for financial analysts, data analysts, and Python developers who want to learn how to implement a broad range of tasks in the finance domain. Data scientists looking to devise intelligent financial strategies to perform efficient financial analysis will also find this book useful. Working knowledge of the Python programming language is mandatory to grasp the concepts covered in the book effectively.

R for Cloud Computing looks at some of the tasks performed by business analysts on the desktop (PC era) and helps the user navigate the wealth of information in R and its 4000 packages as well as transition the same analytics using the cloud. With this information the reader can select both cloud vendors and the sometimes confusing cloud ecosystem as well as the R packages that can help process the analytical tasks with minimum effort, cost and maximum usefulness and customization. The use of Graphical User Interfaces (GUI) and Step by Step screenshot tutorials is emphasized in this book to lessen the famous learning curve in learning R and some of the needless confusion created in cloud computing that hinders its widespread adoption. This will help you kick-start analytics on the cloud including chapters on both cloud computing, R, common tasks performed in analytics including the current focus and scrutiny of Big Data Analytics, setting up and navigating cloud providers. Readers are exposed to a breadth of cloud computing choices and analytics topics without being buried in needless depth. The included references and links allow the reader to pursue business analytics on the cloud easily. It is aimed at practical analytics and is easy to transition from existing analytical set up to the cloud on an open source system based primarily on R. This book is aimed at industry practitioners with basic programming skills and students who want to enter analytics as a profession. Note the scope of the book is neither statistical theory nor graduate level research for statistics, but rather it is for business analytics practitioners. It will also help researchers and academics but at a practical rather than conceptual level. The R statistical software is the fastest growing analytics platform in the world, and is established in both academia and corporations for robustness, reliability and accuracy. The cloud computing paradigm is firmly established as the next generation of computing from microprocessors to desktop PCs to cloud.

Bayesian Networks and Influence Diagrams: A Guide to Construction and Analysis, Second Edition, provides a comprehensive guide for practitioners who wish to understand, construct, and analyze intelligent systems for decision support based on probabilistic networks. This new edition contains six new sections, in addition to fully-updated examples, tables, figures, and a revised appendix. Intended primarily for practitioners, this book does not require sophisticated mathematical skills or deep understanding of the underlying theory and methods nor does it discuss alternative technologies for reasoning under uncertainty. The theory and methods presented are illustrated through more than 140 examples, and exercises are included for the reader to check his or her level of understanding. The techniques and methods presented for knowledge elicitation, model construction and verification, modeling techniques and tricks, learning models from data, and analyses of models have all been developed and refined on the basis of numerous courses that the authors have held for practitioners worldwide.