Bayesian Analysis: General Framework: Includes Multivariate Regression Analysis, Model Selection, and Response Prediction. Second Edition - Softcover

Casaca, João

 
9786209921780: Bayesian Analysis: General Framework: Includes Multivariate Regression Analysis, Model Selection, and Response Prediction. Second Edition
Softcover
ISBN 10: 6209921787 ISBN 13: 9786209921780
Verlag: LAP LAMBERT Academic Publishing, 2026

Inhaltsangabe

The book "Bayesian Analysis: General Framework" deals with Bayesian inference within the framework of four stochastic models: the normal random sample, the Gauss-Markov model, the beta-binomial model and the Poisson-gamma model. For each of these models, analytic expressions are presented for the posterior PDF, the prior predictive PDF and the posterior predictive PDF, under the Laplace prior PDF, the Jeffreys prior PDF and the conjugate prior PDF. Topics such as the elicitation of hyper-parameter for the conjugate prior PDF, the selection of models and prediction in multivariate regression analysis and the use of the Bayes factor in the test of hypothesis are dealt with more detail.

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Verlag
LAP LAMBERT Academic Publishing
Erscheinungsdatum
2026
Sprache
Englisch
ISBN 10 
6209921787
ISBN 13 
9786209921780
Einband
Tapa blanda
Anzahl der Seiten
156
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Verantwortliche Person
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