| Description |
1 online resource (xii, 245 pages) : illustrations |
| Series |
Springer series in statistics |
|
Springer series in statistics.
|
| Contents |
Convolutions and wavelets -- Explicit multiscale models -- Implicit multiscale models -- Case studies |
| Summary |
"A wide variety of processes occur on multiple scales, either naturally or as a consequence of measurement. This book contains methodology for the analysis of data that arise from such multiscale processes. The book brings together a number of recent developments and makes them accessible to a wider audience. Taking a Bayesian approach allows for full accounting of uncertainty, and also addresses the delicate issue of uncertainty at multiple scales. The Bayesian approach also facilitates the use of knowledge from prior experience or data, and these methods can handle different amounts of prior knowledge at different scales, as often occurs in practice." "The book is aimed at statisticians, applied mathematicians, and engineers working on problems dealing with multiscale processes in time and/or space, such as in engineering, finance, and environmetrics. The book will also be of interest to those working on multiscale computation research. The main prerequisites are knowledge of Bayesian statistics and basic Markov chain Monte Carlo methods. A number of real-world examples are thoroughly analyzed in order to demonstrate the methods and to assist the readers in applying these methods in their own work. To further assist readers, the authors are making source code (for R) available for many of the basic methods discussed herein."--Jacket |
| Bibliography |
Includes bibliographical references (pages 225-241) and index |
| Notes |
Print version record |
| In |
OhioLINK electronic book center |
|
SpringerLink |
| Subject |
Multiscale modeling.
|
|
Bayesian statistical decision theory.
|
|
Time-series analysis.
|
|
MATHEMATICS -- Probability & Statistics -- Bayesian Analysis.
|
|
Time-series analysis.
|
|
Bayesian statistical decision theory.
|
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Bayesian statistical decision theory
|
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Multiscale modeling
|
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Time-series analysis
|
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Multidimensionale schaalmethoden.
|
| Form |
Electronic book
|
| Author |
Lee, Herbert K. H.
|
| LC no. |
2007929183 |
| ISBN |
9780387708980 |
|
0387708987 |
|
9780387708973 |
|
0387708979 |
|
