Bayes and Empirical Bayes Methods for Data Analysis (Chapman & Hall/CRC Texts in Statistical Science) - Hardcover

Carlin, Bradley P.; Louis, Thomas A.

Hardcover

ISBN 10: 0412056119 ISBN 13: 9780412056116

Verlag: Chapman and Hall/CRC, 1996

Inhaltsangabe

Recent advances in computing-leading to the ability to evaluate increasingly complex models-has resulted in a growing popularity of Bayes and empirical Bayes (EB) methods in statistical practice. Bayes and Empirical Bayes Methods for Data Analysis answers the need for a ready reference that can be read and appreciated by practicing statisticians as well as graduate students. It introduces Bayes and EB methods, demonstrates their usefulness in challenging applied settings, and shows how they can be implemented using modern Markov chain Monte Carlo (MCMC) computational methods. Avoiding philosophical nit-picking, it shows how properly structured Bayes and EB procedures have good frequentist and Bayesian performance both in theory and practice. The authors have chosen a very practical focus for their work, offering real solution methods to researchers with challenging problems. Beginning with an outline of the decision-theoretic tools needed to compare procedures, the book presents the basics of Bayes and EB approaches. The authors evaluate the frequentist and empirical Bayes performance of these approaches in a variety of settings and identify both virtues and drawbacks. The second half of the book stresses applications. If offers an extensive discussion of modern Bayesian computation methods-including the Gibbs sampler and the Metropolis-Hastings algorithm. It describes data analytic tasks, and offers guidelines on using a variety of special methods and models. The authors conclude with three fully worked case studies of real data sets.

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Reseña del editor

This text links modern developments in Bayes and empirical Bayes methods to applications, and shows the benefits of these approaches. The recent progress in computing and modelling flexibility sets the stage for Bayes and empirical Bayes methods to be of substantial benefit to applied statisticians. This benefit is realized by showing how the methods operate in theory and in practice. This text should be useful for practising statisticians and graduate students working in the area.

Details zur Ausgabe

• Verlag: Chapman and Hall/CRC
• Erscheinungsdatum: 1996
• Sprache: Englisch
• ISBN 10: 0412056119
• ISBN 13: 9780412056116
• Einband: Tapa dura
• Auflage: 1
• Anzahl der Seiten: 416
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Nicht verfügbar