The Bayesian Choice - From Decision-Theoretic Foundations to Computational Implementation (Hardcover, 2nd ed. 2001)

This graduate-level textbook presents an introduction to Bayesian statistics and decision theory. Its scope covers both the basic ideas of statistical theory, and also some of the more modern and advanced topics of Bayesian statistics such as complete class theorems, the Stein effect, Bayesian model choice, hierarchical and empirical Bayes modeling, Monte Carlo integration, including Gibbs sampling and other MCMC techniques. The second edition includes a new chapter on model choice (Chapter 7) and the chapter on Bayesian calculations (6) has been extensively revised. Chapter 4 includes a new section on dynamic models. In Chapter 3, the material on noninformative priors has been expanded, and Chapter 10 has been supplemented with more examples. The Bayesian Choice will be suitable as a text for courses on Bayesian analysis, decision theory or a combination of them. Christian P. Robert is Professor of Statistics in the Applied Mathematics Department at the Université Paris Dauphine, and external lecturer at Ecole Polytechnique, Palaiseau, France. He was previously Head of the Statistics Laboratory at the Center for Research in Economics and Statistics (CREST) of the National Institute for Statistics and Economic Studies (INSEE) in Paris. In addition to many papers on Bayesian statistics, simulation methods, and decision theory, he has written three other books, including Monte Carlo Statistical Method (Springer 1999) with George Casella. He also edited Discretization and MCMC Convergence Assessment (Springer 1998). He has served or is serving as an associate editor for the Annals of Statistics, the Journal of the American Statistical Association, Statistical Science, and Sankhya. He is a fellow of the Institute of Mathematical Statistics, and the Young Statistician Award of the Société de Statistique de Paris in 1995.

General

Imprint:	Springer-Verlag New York
Country of origin:	United States
Series:	Springer Texts in Statistics
Release date:	May 2001
First published:	2007
Authors:	Christian Robert
Dimensions:	235 x 155 x 34mm (L x W x T)
Format:	Hardcover
Pages:	606
Edition:	2nd ed. 2001
ISBN-13:	978-0-387-95231-4
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics
LSN:	0-387-95231-4
Barcode:	9780387952314

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