Data Analysis: A Bayesian Tutorial

Data Analysis: A Bayesian Tutorial

by Devinderjit S. Sivia, John Skilling


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Data Analysis: A Bayesian Tutorial by Devinderjit S. Sivia, John Skilling

Statistics lectures have been a source of much bewilderment and frustration for generations of students. This book attempts to remedy the situation by expounding a logical and unified approach to the whole subject of data analysis.

This text is intended as a tutorial guide for senior undergraduates and research students in science and engineering. After explaining the basic principles of Bayesian probability theory, their use is illustrated with a variety of examples ranging from elementary parameter estimation to image processing. Other topics covered include reliability analysis, multivariate optimization, least-squares and maximum likelihood, error-propagation, hypothesis testing, maximum entropy and experimental design.

The Second Edition of this successful tutorial book contains a new chapter on extensions to the ubiquitous least-squares procedure, allowing for the straightforward handling of outliers and unknown correlated noise, and a cutting-edge contribution from John Skilling on a novel numerical technique for Bayesian computation called 'nested sampling'.

Product Details

ISBN-13: 9780198568315
Publisher: Oxford University Press, USA
Publication date: 06/30/2006
Edition description: REV
Pages: 264
Product dimensions: 9.30(w) x 6.20(h) x 0.80(d)

About the Author

Devinderjit Singh Sivia
Rutherford Appleton Laboratory
OX11 5DJ John Skilling
Maximum Entropy Data Consultants
42 Southgate Street
Bury St Edmonds
IP33 2AZ

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