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Mixture Model-Based Classification

Mixture Model-Based Classification

This is a great overview of the field of model-based clustering and classification by one of its leading developers. McNicholas provides a resource that I am certain will be used by researchers in statistics and related disciplines for quite some time. The discussion of mixtures with heavy tails and asymmetric distributions will place this text as the authoritative modern reference in the mixture modeling literature. (Douglas Steinley University of Missouri)Mixture Model-Based Classification is the first monograph devoted to mixture model-based approaches to clustering and classification. This is both a book for established researchers and newcomers to the field. A history of mixture models as a tool for classification is provided and Gaussian mixtures are considered extensively including mixtures of factor analyzers and other approaches for high-dimensional data. Non-Gaussian mixtures are considered from mixtures with components that parameterize skewness and/or concentration right up to mixtures of multiple scaled distributions. Several other important topics are considered including mixture approaches for clustering and classification of longitudinal data as well as discussion about how to define a clusterPaul D. McNicholas is the Canada Research Chair in Computational Statistics at McMaster University where he is a Professor in the Department of Mathematics and Statistics. His research focuses on the use of mixture model-based approaches for classification with particular attention to clustering applications and he has published extensively within the field. He is an associate editor for several journals and has served as a guest editor for a number of special issues on mixture models.

GBP 44.99
1

Model-free Hedging A Martingale Optimal Transport Viewpoint

Beyond First Order Model Theory Volume I and II

Beyond First Order Model Theory Volume I and II

Model theory is the meta-mathematical study of the concept of mathematical truth. After Afred Tarski coined the term Theory of Models in the early 1950’s it rapidly became one of the central most active branches of mathematical logic. In the last few decades ideas that originated within model theory have provided powerful tools to solve problems in a variety of areas of classical mathematics including algebra combinatorics geometry number theory and Banach space theory and operator theory. The two volumes of Beyond First Order Model Theory present the reader with a fairly comprehensive vista rich in width and depth of some of the most active areas of contemporary research in model theory beyond the realm of the classical first-order viewpoint. Each chapter is intended to serve both as an introduction to a current direction in model theory and as a presentation of results that are not available elsewhere. All the articles are written so that they can be studied independently of one another. The first volume is an introduction to current trends in model theory and contains a collection of articles authored by top researchers in the field. It is intended as a reference for students as well as senior researchers. This second volume contains introductions to real-valued logic and applications abstract elementary classes and applications interconnections between model theory and function spaces nonstucture theory and model theory of second-order logic. Features A coherent introduction to current trends in model theory. Contains articles by some of the most influential logicians of the last hundred years. No other publication brings these distinguished authors together. Suitable as a reference for advanced undergraduate postgraduates and researchers. Material presented in the book (e. g abstract elementary classes first-order logics with dependent sorts and applications of infinitary logics in set theory) is not easily accessible in the current literature. The various chapters in the book can be studied independently. | Beyond First Order Model Theory Volume I and II

GBP 230.00
1

Model-Assisted Bayesian Designs for Dose Finding and Optimization Methods and Applications

Model-Assisted Bayesian Designs for Dose Finding and Optimization Methods and Applications

Bayesian adaptive designs provide a critical approach to improve the efficiency and success of drug development that has been embraced by the US Food and Drug Administration (FDA). This is particularly important for early phase trials as they form the basis for the development and success of subsequent phase II and III trials. The objective of this book is to describe the state-of-the-art model-assisted designs to facilitate and accelerate the use of novel adaptive designs for early phase clinical trials. Model-assisted designs possess avant-garde features where superiority meets simplicity. Model-assisted designs enjoy exceptional performance comparable to more complicated model-based adaptive designs yet their decision rules often can be pre-tabulated and included in the protocol—making implementation as simple as conventional algorithm-based designs. An example is the Bayesian optimal interval (BOIN) design the first dose-finding design to receive the fit-for-purpose designation from the FDA. This designation underscores the regulatory agency's support of the use of the novel adaptive design to improve drug development. Features Represents the first book to provide comprehensive coverage of model-assisted designs for various types of dose-finding and optimization clinical trials Describes the up-to-date theory and practice for model-assisted designs Presents many practical challenges issues and solutions arising from early-phase clinical trials Illustrates with many real trial applications Offers numerous tips and guidance on designing dose finding and optimization trials Provides step-by-step illustrations of using software to design trials Develops a companion website (www. trialdesign. org) to provide freely available easy-to-use software to assist learning and implementing model-assisted designs Written by internationally recognized research leaders who pioneered model-assisted designs from the University of Texas MD Anderson Cancer Center this book shows how model-assisted designs can greatly improve the efficiency and simplify the design conduct and optimization of early-phase dose-finding trials. It should therefore be a very useful practical reference for biostatisticians clinicians working in clinical trials and drug regulatory professionals as well as graduate students of biostatistics. Novel model-assisted designs showcase the new KISS principle: Keep it simple and smart! | Model-Assisted Bayesian Designs for Dose Finding and Optimization Methods and Applications

GBP 84.99
1

Model-Based Clustering Classification and Density Estimation Using mclust in R

Model-Based Clustering Classification and Density Estimation Using mclust in R

Model-based clustering and classification methods provide a systematic statistical approach to clustering classification and density estimation via mixture modeling. The model-based framework allows the problems of choosing or developing an appropriate clustering or classification method to be understood within the context of statistical modeling. The mclust package for the statistical environment R is a widely adopted platform implementing these model-based strategies. The package includes both summary and visual functionality complementing procedures for estimating and choosing models. Key features of the book: An introduction to the model-based approach and the mclust R package A detailed description of mclust and the underlying modeling strategies An extensive set of examples color plots and figures along with the R code for reproducing them Supported by a companion website including the R code to reproduce the examples and figures presented in the book errata and other supplementary material Model-Based Clustering Classification and Density Estimation Using mclust in R is accessible to quantitatively trained students and researchers with a basic understanding of statistical methods including inference and computing. In addition to serving as a reference manual for mclust the book will be particularly useful to those wishing to employ these model-based techniques in research or applications in statistics data science clinical research social science and many other disciplines.

GBP 52.99
1

A Factor Model Approach to Derivative Pricing

A Factor Model Approach to Derivative Pricing

Written in a highly accessible style A Factor Model Approach to Derivative Pricing lays a clear and structured foundation for the pricing of derivative securities based upon simple factor model related absence of arbitrage ideas. This unique and unifying approach provides for a broad treatment of topics and models including equity interest-rate and credit derivatives as well as hedging and tree-based computational methods but without reliance on the heavy prerequisites that often accompany such topics. Key features A single fundamental absence of arbitrage relationship based on factor models is used to motivate all the results in the book A structured three-step procedure is used to guide the derivation of absence of arbitrage equations and illuminate core underlying concepts Brownian motion and Poisson process driven models are treated together allowing for a broad and cohesive presentation of topics The final chapter provides a new approach to risk neutral pricing that introduces the topic as a seamless and natural extension of the factor model approach Whether being used as text for an intermediate level course in derivatives or by researchers and practitioners who are seeking a better understanding of the fundamental ideas that underlie derivative pricing readers will appreciate the book‘s ability to unify many disparate topics and models under a single conceptual theme. James A Primbs is an Associate Professor of Finance at the Mihaylo College of Business and Economics at California State University Fullerton.

GBP 175.00
1

Forecasting and Analytics with the Augmented Dynamic Adaptive Model (ADAM)

Forecasting and Analytics with the Augmented Dynamic Adaptive Model (ADAM)

Forecasting and Analytics with the Augmented Dynamic Adaptive Model (ADAM) focuses on a time series model in Single Source of Error state space form called “ADAM” (Augmented Dynamic Adaptive Model). The book demonstrates a holistic view to forecasting and time series analysis using dynamic models explaining how a variety of instruments can be used to solve real life problems. At the moment there is no other tool in R or Python that would be able to model both intermittent and regular demand would support both ETS and ARIMA work with explanatory variables be able to deal with multiple seasonalities (e. g. for hourly demand data) and have a support for automatic selection of orders components and variables and provide tools for diagnostics and further improvement of the estimated model. ADAM can do all of that in one and the same framework. Given the rising interest in forecasting ADAM being able to do all those things is a useful tool for data scientists business analysts and machine learning experts who work with time series as well as any researchers working in the area of dynamic models. Key Features: • It covers basics of forecasting • It discusses ETS and ARIMA models • It has chapters on extensions of ETS and ARIMA including how to use explanatory variables and how to capture multiple frequencies • It discusses intermittent demand and scale models for ETS ARIMA and regression • It covers diagnostics tools for ADAM and how to produce forecasts with it • It does all of that with examples in R.

GBP 89.99
1

A First Course in Linear Model Theory

A First Course in Linear Model Theory

Thoroughly updated throughout A First Course in Linear Model Theory Second Edition is an intermediate-level statistics text that fills an important gap by presenting the theory of linear statistical models at a level appropriate for senior undergraduate or first-year graduate students. With an innovative approach the authors introduce to students the mathematical and statistical concepts and tools that form a foundation for studying the theory and applications of both univariate and multivariate linear models. In addition to adding R functionality this second edition features three new chapters and several sections on new topics that are extremely relevant to the current research in statistical methodology. Revised or expanded topics include linear fixed random and mixed effects models generalized linear models Bayesian and hierarchical linear models model selection multiple comparisons and regularized and robust regression. New to the Second Edition: Coverage of inference for linear models has been expanded into two chapters. Expanded coverage of multiple comparisons random and mixed effects models model selection and missing data. A new chapter on generalized linear models (Chapter 12). A new section on multivariate linear models in Chapter 13 and expanded coverage of the Bayesian linear models and longitudinal models. A new section on regularized regression in Chapter 14. Detailed data illustrations using R. The authors' fresh approach methodical presentation wealth of examples use of R and introduction to topics beyond the classical theory set this book apart from other texts on linear models. It forms a refreshing and invaluable first step in students' study of advanced linear models generalized linear models nonlinear models and dynamic models.

GBP 82.99
1

Introduction to Statistical Modelling and Inference

Introduction to Statistical Modelling and Inference

The complexity of large-scale data sets (“Big Data”) has stimulated the development of advanced computational methods for analysing them. There are two different kinds of methods to aid this. The model-based method uses probability models and likelihood and Bayesian theory while the model-free method does not require a probability model likelihood or Bayesian theory. These two approaches are based on different philosophical principles of probability theory espoused by the famous statisticians Ronald Fisher and Jerzy Neyman. Introduction to Statistical Modelling and Inference covers simple experimental and survey designs and probability models up to and including generalised linear (regression) models and some extensions of these including finite mixtures. A wide range of examples from different application fields are also discussed and analysed. No special software is used beyond that needed for maximum likelihood analysis of generalised linear models. Students are expected to have a basic mathematical background in algebra coordinate geometry and calculus. Features• Probability models are developed from the shape of the sample empirical cumulative distribution function (cdf) or a transformation of it. • Bounds for the value of the population cumulative distribution function are obtained from the Beta distribution at each point of the empirical cdf. • Bayes’s theorem is developed from the properties of the screening test for a rare condition. • The multinomial distribution provides an always-true model for any randomly sampled data. • The model-free bootstrap method for finding the precision of a sample estimate has a model-based parallel – the Bayesian bootstrap – based on the always-true multinomial distribution. • The Bayesian posterior distributions of model parameters can be obtained from the maximum likelihood analysis of the model. This book is aimed at students in a wide range of disciplines including Data Science. The book is based on the model-based theory used widely by scientists in many fields and compares it in less detail with the model-free theory popular in computer science machine learning and official survey analysis. The development of the model-based theory is accelerated by recent developmentsin Bayesian analysis.

GBP 82.99
1

Environmental and Ecological Statistics with R

Environmental and Ecological Statistics with R

Emphasizing the inductive nature of statistical thinking Environmental and Ecological Statistics with R Second Edition connects applied statistics to the environmental and ecological fields. Using examples from published works in the ecological and environmental literature the book explains the approach to solving a statistical problem covering model specification parameter estimation and model evaluation. It includes many examples to illustrate the statistical methods and presents R code for their implementation. The emphasis is on model interpretation and assessment and using several core examples throughout the book the author illustrates the iterative nature of statistical inference. The book starts with a description of commonly used statistical assumptions and exploratory data analysis tools for the verification of these assumptions. It then focuses on the process of building suitable statistical models including linear and nonlinear models classification and regression trees generalized linear models and multilevel models. It also discusses the use of simulation for model checking and provides tools for a critical assessment of the developed models. The second edition also includes a complete critique of a threshold model. Environmental and Ecological Statistics with R Second Edition focuses on statistical modeling and data analysis for environmental and ecological problems. By guiding readers through the process of scientific problem solving and statistical model development it eases the transition from scientific hypothesis to statistical model.

GBP 39.99
1

Practical Guide to Logistic Regression

Practical Guide to Logistic Regression

Practical Guide to Logistic Regression covers the key points of the basic logistic regression model and illustrates how to use it properly to model a binary response variable. This powerful methodology can be used to analyze data from various fields including medical and health outcomes research business analytics and data science ecology fisheries astronomy transportation insurance economics recreation and sports. By harnessing the capabilities of the logistic model analysts can better understand their data make appropriate predictions and classifications and determine the odds of one value of a predictor compared to another. Drawing on his many years of teaching logistic regression using logistic-based models in research and writing about the subject Professor Hilbe focuses on the most important features of the logistic model. Serving as a guide between the author and readers the book explains how to construct a logistic model interpret coefficients and odds ratios predict probabilities and their standard errors based on the model and evaluate the model as to its fit. Using a variety of real data examples mostly from health outcomes the author offers a basic step-by-step guide to developing and interpreting observation and grouped logistic models as well as penalized and exact logistic regression. He also gives a step-by-step guide to modeling Bayesian logistic regression. R statistical software is used throughout the book to display the statistical models while SAS and Stata codes for all examples are included at the end of each chapter. The example code can be adapted to readers own analyses. All the code is available on the author‘s website.

GBP 175.00
1

Handbook of Item Response Theory Volume 1: Models

Understanding Regression Analysis A Conditional Distribution Approach

Understanding Regression Analysis A Conditional Distribution Approach

Understanding Regression Analysis unifies diverse regression applications including the classical model ANOVA models generalized models including Poisson Negative binomial logistic and survival neural networks and decision trees under a common umbrella - namely the conditional distribution model. It explains why the conditional distribution model is the correct model and it also explains (proves) why the assumptions of the classical regression model are wrong. Unlike other regression books this one from the outset takes a realistic approach that all models are just approximations. Hence the emphasis is to model Nature’s processes realistically rather than to assume (incorrectly) that Nature works in particular constrained ways. Key features of the book include: Numerous worked examples using the R software Key points and self-study questions displayed just-in-time within chapters Simple mathematical explanations (baby proofs) of key concepts Clear explanations and applications of statistical significance (p-values) incorporating the American Statistical Association guidelines Use of data-generating process terminology rather than population Random-X framework is assumed throughout (the fixed-X case is presented as a special case of the random-X case) Clear explanations of probabilistic modelling including likelihood-based methods Use of simulations throughout to explain concepts and to perform data analyses This book has a strong orientation towards science in general as well as chapter-review and self-study questions so it can be used as a textbook for research-oriented students in the social biological and medical and physical and engineering sciences. As well its mathematical emphasis makes it ideal for a text in mathematics and statistics courses. With its numerous worked examples it is also ideally suited to be a reference book for all scientists. | Understanding Regression Analysis A Conditional Distribution Approach

GBP 39.99
1

Linear Regression Models Applications in R

Linear Regression Models Applications in R

Research in social and behavioral sciences has benefited from linear regression models (LRMs) for decades to identify and understand the associations among a set of explanatory variables and an outcome variable. Linear Regression Models: Applications in R provides you with a comprehensive treatment of these models and indispensable guidance about how to estimate them using the R software environment. After furnishing some background material the author explains how to estimate simple and multiple LRMs in R including how to interpret their coefficients and understand their assumptions. Several chapters thoroughly describe these assumptions and explain how to determine whether they are satisfied and how to modify the regression model if they are not. The book also includes chapters on specifying the correct model adjusting for measurement error understanding the effects of influential observations and using the model with multilevel data. The concluding chapter presents an alternative model—logistic regression—designed for binary or two-category outcome variables. The book includes appendices that discuss data management and missing data and provides simulations in R to test model assumptions. Features Furnishes a thorough introduction and detailed information about the linear regression model including how to understand and interpret its results test assumptions and adapt the model when assumptions are not satisfied. Uses numerous graphs in R to illustrate the model’s results assumptions and other features. Does not assume a background in calculus or linear algebra rather an introductory statistics course and familiarity with elementary algebra are sufficient. Provides many examples using real-world datasets relevant to various academic disciplines. Fully integrates the R software environment in its numerous examples. The book is aimed primarily at advanced undergraduate and graduate students in social behavioral health sciences and related disciplines taking a first course in linear regression. It could also be used for self-study and would make an excellent reference for any researcher in these fields. The R code and detailed examples provided throughout the book equip the reader with an excellent set of tools for conducting research on numerous social and behavioral phenomena. John P. Hoffmann is a professor of sociology at Brigham Young University where he teaches research methods and applied statistics courses and conducts research on substance use and criminal behavior. | Linear Regression Models Applications in R

GBP 66.99
1

A Primer on Linear Models

State-Space Methods for Time Series Analysis Theory Applications and Software

State-Space Methods for Time Series Analysis Theory Applications and Software

The state-space approach provides a formal framework where any result or procedure developed for a basic model can be seamlessly applied to a standard formulation written in state-space form. Moreover it can accommodate with a reasonable effort nonstandard situations such as observation errors aggregation constraints or missing in-sample values. Exploring the advantages of this approach State-Space Methods for Time Series Analysis: Theory Applications and Software presents many computational procedures that can be applied to a previously specified linear model in state-space form. After discussing the formulation of the state-space model the book illustrates the flexibility of the state-space representation and covers the main state estimation algorithms: filtering and smoothing. It then shows how to compute the Gaussian likelihood for unknown coefficients in the state-space matrices of a given model before introducing subspace methods and their application. It also discusses signal extraction describes two algorithms to obtain the VARMAX matrices corresponding to any linear state-space model and addresses several issues relating to the aggregation and disaggregation of time series. The book concludes with a cross-sectional extension to the classical state-space formulation in order to accommodate longitudinal or panel data. Missing data is a common occurrence here and the book explains imputation procedures necessary to treat missingness in both exogenous and endogenous variables. Web ResourceThe authors’ E4 MATLAB® toolbox offers all the computational procedures administrative and analytical functions and related materials for time series analysis. This flexible powerful and free software tool enables readers to replicate the practical examples in the text and apply the procedures to their own work. | State-Space Methods for Time Series Analysis Theory Applications and Software

GBP 48.99
1

Introduction to Mathematical Modeling

Deep Learning in Practice

An Introduction to Generalized Linear Models

An Introduction to Generalized Linear Models

An Introduction to Generalized Linear Models Fourth Edition provides a cohesive framework for statistical modelling with an emphasis on numerical and graphical methods. This new edition of a bestseller has been updated with new sections on non-linear associations strategies for model selection and a Postface on good statistical practice. Like its predecessor this edition presents the theoretical background of generalized linear models (GLMs) before focusing on methods for analyzing particular kinds of data. It covers Normal Poisson and Binomial distributions; linear regression models; classical estimation and model fitting methods; and frequentist methods of statistical inference. After forming this foundation the authors explore multiple linear regression analysis of variance (ANOVA) logistic regression log-linear models survival analysis multilevel modeling Bayesian models and Markov chain Monte Carlo (MCMC) methods. Introduces GLMs in a way that enables readers to understand the unifying structure that underpins them Discusses common concepts and principles of advanced GLMs including nominal and ordinal regression survival analysis non-linear associations and longitudinal analysis Connects Bayesian analysis and MCMC methods to fit GLMs Contains numerous examples from business medicine engineering and the social sciences Provides the example code for R Stata and WinBUGS to encourage implementation of the methods Offers the data sets and solutions to the exercises online Describes the components of good statistical practice to improve scientific validity and reproducibility of results. Using popular statistical software programs this concise and accessible text illustrates practical approaches to estimation model fitting and model comparisons.

GBP 69.99
1

Introduction to Stochastic Level Crossing Techniques

Introduction to Stochastic Level Crossing Techniques

Introduction to Stochastic Level Crossing Techniques describes stochastic models and their analysis using the System Point Level Crossing method (abbreviated SPLC or LC). This involves deriving probability density functions (pdfs) or cumulative probability distribution functions (cdfs) of key random variables applying simple level-crossing limit theorems developed by the author. The pdfs and/or cdfs are used to specify operational characteristics about the stochastic model of interest. The chapters describe distinct stochastic models and associated key random variables in the models. For each model a figure of a typical sample path (realization i. e. tracing over time) of the key random variable is displayed. For each model an analytic (Volterra) integral equation for the stationary pdf of the key random variable is created−by inspection of the sample path using the simple LC limit theorems. This LC method bypasses a great deal of algebra usually required by other methods of analysis. The integral equations will be solved directly or computationally. This book is meant for students of mathematics management science engineering natural sciences and researchers who use applied probability. It will also be useful to technical workers in a range of professions. Key Features: A description of one representative stochastic model (e. g. a single-server M/G/1 queue; a multiple server M/M/c queue; an inventory system; etc. ) Construction of a typical sample path of the key random variable of interest (e. g. the virtual waiting time or workload in queues; the net on-hand inventory in inventory systems; etc. ) Statements of the simple LC theorems which connect the sample-path upcrossing and downcrossing rates across state-space levels to simple mathematical functions of the stationary pdf of the key random variable at those state-space levels Creation of (usually Volterra) integral equations for the stationary pdf of the key random variable by inspection of the sample path Direct analytic solution of the integral equations where feasible; or computational solutions of the integral equations Use of the derived stationary pdfs for obtaining operational characteristics of the model

GBP 120.00
1

Applied Bayesian Forecasting and Time Series Analysis

Neutrices and External Numbers A Flexible Number System

Hidden Markov Models for Time Series An Introduction Using R Second Edition

Hidden Markov Models for Time Series An Introduction Using R Second Edition

Hidden Markov Models for Time Series: An Introduction Using R Second Edition illustrates the great flexibility of hidden Markov models (HMMs) as general-purpose models for time series data. The book provides a broad understanding of the models and their uses. After presenting the basic model formulation the book covers estimation forecasting decoding prediction model selection and Bayesian inference for HMMs. Through examples and applications the authors describe how to extend and generalize the basic model so that it can be applied in a rich variety of situations. The book demonstrates how HMMs can be applied to a wide range of types of time series: continuous-valued circular multivariate binary bounded and unbounded counts and categorical observations. It also discusses how to employ the freely available computing environment R to carry out the computations. FeaturesPresents an accessible overview of HMMsExplores a variety of applications in ecology finance epidemiology climatology and sociologyIncludes numerous theoretical and programming exercisesProvides most of the analysed data sets onlineNew to the second editionA total of five chapters on extensions including HMMs for longitudinal data hidden semi-Markov models and models with continuous-valued state processNew case studies on animal movement rainfall occurrence and capture-recapture data | Hidden Markov Models for Time Series An Introduction Using R Second Edition

GBP 44.99
1

A Course on Statistics for Finance

Survival Analysis

Survival Analysis

Survival analysis generally deals with analysis of data arising from clinical trials. Censoring truncation and missing data create analytical challenges and the statistical methods and inference require novel and different approaches for analysis. Statistical properties essentially asymptotic ones of the estimators and tests are aptly handled in the counting process framework which is drawn from the larger arm of stochastic calculus. With explosion of data generation during the past two decades survival data has also enlarged assuming a gigantic size. Most statistical methods developed before the millennium were based on a linear approach even in the face of complex nature of survival data. Nonparametric nonlinear methods are best envisaged in the Machine Learning school. This book attempts to cover all these aspects in a concise way. Survival Analysis offers an integrated blend of statistical methods and machine learning useful in analysis of survival data. The purpose of the offering is to give an exposure to the machine learning trends for lifetime data analysis. Features: Classical survival analysis techniques for estimating statistical functional and hypotheses testing Regression methods covering the popular Cox relative risk regression model Aalen’s additive hazards model etc. Information criteria to facilitate model selection including Akaike Bayes and Focused Penalized methods Survival trees and ensemble techniques of bagging boosting and random survival forests A brief exposure of neural networks for survival data R program illustration throughout the book

GBP 99.99
1