A Festschrift for Herman Rubin
| Author | : Herman Rubin |
| Publisher | : IMS |
| Total Pages | : 442 |
| Release | : 2004 |
| Genre | : Bayesian statistical decision theory |
| ISBN | : 9780940600614 |
A Festschrift For Herman Rubin
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A Festschrift for Herman Rubin
| Author | : |
| Publisher | : |
| Total Pages | : 417 |
| Release | : 2008 |
| Genre | : Bayesian statistical decision theory |
| ISBN | : |
This e-book is the product of Project Euclid and its mission to advance scholarly communication in the field of theoretical and applied mathematics and statistics. Project Euclid was developed and deployed by the Cornell University Library and is jointly managed by Cornell and the Duke University Press.
Measuring Utility
| Author | : Ivan Moscati |
| Publisher | : |
| Total Pages | : 345 |
| Release | : 2019 |
| Genre | : Business & Economics |
| ISBN | : 0199372764 |
Utility is a key concept in the economics of individual decision-making. However, utility is not measurable in a straightforward way. As a result, from the very beginning there has been debates about the meaning of utility as well as how to measure it. This book is an innovative investigation of how these arguments changed over time. Measuring Utility reconstructs economists' ideas and discussions about utility measurement from 1870 to 1985, as well as their attempts to measure utility empirically. The book brings into focus the interplay between the evolution of utility analysis, economists' ideas about utility measurement, and their conception of what measurement in general means. It also explores the relationships between the history of utility measurement in economics, the history of the measurement of sensations in psychology, and the history of measurement theory in general. Finally, the book discusses some methodological problems related to utility measurement, such as the epistemological status of the utility concept and its measures. The first part covers the period 1870-1910, and discusses the issue of utility measurement in the theories of Jevons, Menger, Walras and other early utility theorists. Part II deals with the emergence of the notions of ordinal and cardinal utility during the period 1900-1945, and discusses two early attempts to give an empirical content to the notion of utility. Part III focuses on the 1945-1955 debate on utility measurement that was originated by von Neumann and Morgenstern's expected utility theory (EUT). Part IV reconstructs the experimental attempts to measure the utility of money between 1950 and 1985 within the framework provided by EUT. This historical and epistemological overview provides keen insights into current debates about rational choice theory and behavioral economics in the theory of individual decision-making and the philosophy of economics.
Objective Bayesian Inference
| Author | : James O Berger |
| Publisher | : World Scientific |
| Total Pages | : 381 |
| Release | : 2024-03-06 |
| Genre | : Mathematics |
| ISBN | : 981128492X |
Bayesian analysis is today understood to be an extremely powerful method of statistical analysis, as well an approach to statistics that is particularly transparent and intuitive. It is thus being extensively and increasingly utilized in virtually every area of science and society that involves analysis of data.A widespread misconception is that Bayesian analysis is a more subjective theory of statistical inference than what is now called classical statistics. This is true neither historically nor in practice. Indeed, objective Bayesian analysis dominated the statistical landscape from roughly 1780 to 1930, long before 'classical' statistics or subjective Bayesian analysis were developed. It has been a subject of intense interest to a multitude of statisticians, mathematicians, philosophers, and scientists. The book, while primarily focusing on the latest and most prominent objective Bayesian methodology, does present much of this fascinating history.The book is written for four different audiences. First, it provides an introduction to objective Bayesian inference for non-statisticians; no previous exposure to Bayesian analysis is needed. Second, the book provides an overview of the development and current state of objective Bayesian analysis and its relationship to other statistical approaches, for those with interest in the philosophy of learning from data. Third, the book presents a careful development of the particular objective Bayesian approach that we recommend, the reference prior approach. Finally, the book presents as much practical objective Bayesian methodology as possible for statisticians and scientists primarily interested in practical applications.
Game-Theoretic Foundations for Probability and Finance
| Author | : Glenn Shafer |
| Publisher | : John Wiley & Sons |
| Total Pages | : 483 |
| Release | : 2019-03-21 |
| Genre | : Business & Economics |
| ISBN | : 1118547934 |
Game-theoretic probability and finance come of age Glenn Shafer and Vladimir Vovk’s Probability and Finance, published in 2001, showed that perfect-information games can be used to define mathematical probability. Based on fifteen years of further research, Game-Theoretic Foundations for Probability and Finance presents a mature view of the foundational role game theory can play. Its account of probability theory opens the way to new methods of prediction and testing and makes many statistical methods more transparent and widely usable. Its contributions to finance theory include purely game-theoretic accounts of Ito’s stochastic calculus, the capital asset pricing model, the equity premium, and portfolio theory. Game-Theoretic Foundations for Probability and Finance is a book of research. It is also a teaching resource. Each chapter is supplemented with carefully designed exercises and notes relating the new theory to its historical context. Praise from early readers “Ever since Kolmogorov's Grundbegriffe, the standard mathematical treatment of probability theory has been measure-theoretic. In this ground-breaking work, Shafer and Vovk give a game-theoretic foundation instead. While being just as rigorous, the game-theoretic approach allows for vast and useful generalizations of classical measure-theoretic results, while also giving rise to new, radical ideas for prediction, statistics and mathematical finance without stochastic assumptions. The authors set out their theory in great detail, resulting in what is definitely one of the most important books on the foundations of probability to have appeared in the last few decades.” – Peter Grünwald, CWI and University of Leiden “Shafer and Vovk have thoroughly re-written their 2001 book on the game-theoretic foundations for probability and for finance. They have included an account of the tremendous growth that has occurred since, in the game-theoretic and pathwise approaches to stochastic analysis and in their applications to continuous-time finance. This new book will undoubtedly spur a better understanding of the foundations of these very important fields, and we should all be grateful to its authors.” – Ioannis Karatzas, Columbia University
Mathematics Without Boundaries
| Author | : Themistocles M. Rassias |
| Publisher | : Springer |
| Total Pages | : 783 |
| Release | : 2014-09-17 |
| Genre | : Mathematics |
| ISBN | : 1493911066 |
The contributions in this volume have been written by eminent scientists from the international mathematical community and present significant advances in several theories, methods and problems of Mathematical Analysis, Discrete Mathematics, Geometry and their Applications. The chapters focus on both old and recent developments in Functional Analysis, Harmonic Analysis, Complex Analysis, Operator Theory, Combinatorics, Functional Equations, Differential Equations as well as a variety of Applications. The book also contains some review works, which could prove particularly useful for a broader audience of readers in Mathematical Sciences, and especially to graduate students looking for the latest information.
Stochastic Integration and Differential Equations
| Author | : Philip E. Protter |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 444 |
| Release | : 2005-03-04 |
| Genre | : Mathematics |
| ISBN | : 9783540003137 |
It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts on the same subject have been published, often with connections to applications, especially mathematical finance. Yet in spite of the apparent simplicity of approach, none of these books has used the functional analytic method of presenting semimartingales and stochastic integration. Thus a 2nd edition seems worthwhile and timely, though it is no longer appropriate to call it "a new approach". The new edition has several significant changes, most prominently the addition of exercises for solution. These are intended to supplement the text, but lemmas needed in a proof are never relegated to the exercises. Many of the exercises have been tested by graduate students at Purdue and Cornell Universities. Chapter 3 has been completely redone, with a new, more intuitive and simultaneously elementary proof of the fundamental Doob-Meyer decomposition theorem, the more general version of the Girsanov theorem due to Lenglart, the Kazamaki-Novikov criteria for exponential local martingales to be martingales, and a modern treatment of compensators. Chapter 4 treats sigma martingales (important in finance theory) and gives a more comprehensive treatment of martingale representation, including both the Jacod-Yor theory and Emery’s examples of martingales that actually have martingale representation (thus going beyond the standard cases of Brownian motion and the compensated Poisson process). New topics added include an introduction to the theory of the expansion of filtrations, a treatment of the Fefferman martingale inequality, and that the dual space of the martingale space H^1 can be identified with BMO martingales. Solutions to selected exercises are available at the web site of the author, with current URL http://www.orie.cornell.edu/~protter/books.html.
Engineering Biostatistics
| Author | : Brani Vidakovic |
| Publisher | : John Wiley & Sons |
| Total Pages | : 995 |
| Release | : 2017-11-06 |
| Genre | : Mathematics |
| ISBN | : 1119168961 |
Provides a one-stop resource for engineers learning biostatistics using MATLAB® and WinBUGS Through its scope and depth of coverage, this book addresses the needs of the vibrant and rapidly growing bio-oriented engineering fields while implementing software packages that are familiar to engineers. The book is heavily oriented to computation and hands-on approaches so readers understand each step of the programming. Another dimension of this book is in parallel coverage of both Bayesian and frequentist approaches to statistical inference. It avoids taking sides on the classical vs. Bayesian paradigms, and many examples in this book are solved using both methods. The results are then compared and commented upon. Readers have the choice of MATLAB® for classical data analysis and WinBUGS/OpenBUGS for Bayesian data analysis. Every chapter starts with a box highlighting what is covered in that chapter and ends with exercises, a list of software scripts, datasets, and references. Engineering Biostatistics: An Introduction using MATLAB® and WinBUGS also includes: parallel coverage of classical and Bayesian approaches, where appropriate substantial coverage of Bayesian approaches to statistical inference material that has been classroom-tested in an introductory statistics course in bioengineering over several years exercises at the end of each chapter and an accompanying website with full solutions and hints to some exercises, as well as additional materials and examples Engineering Biostatistics: An Introduction using MATLAB® and WinBUGS can serve as a textbook for introductory-to-intermediate applied statistics courses, as well as a useful reference for engineers interested in biostatistical approaches.
Data-Driven Computational Neuroscience
| Author | : Concha Bielza |
| Publisher | : Cambridge University Press |
| Total Pages | : 709 |
| Release | : 2020-11-26 |
| Genre | : Computers |
| ISBN | : 110849370X |
Trains researchers and graduate students in state-of-the-art statistical and machine learning methods to build models with real-world data.
Advances in Cryptology – ASIACRYPT 2021
| Author | : Mehdi Tibouchi |
| Publisher | : Springer Nature |
| Total Pages | : 784 |
| Release | : 2021-11-30 |
| Genre | : Computers |
| ISBN | : 3030920682 |
The four-volume proceedings LNCS 13090, 13091, 13092, and 13093 constitutes the proceedings of the 27th International Conference on the Theory and Application of Cryptology and Information Security, ASIACRYPT 2021, which was held during December 6-10, 2021. The conference was planned to take place in Singapore, but changed to an online format due to the COVID-19 pandemic. The total of 95 full papers presented in these proceedings was carefully reviewed and selected from 341 submissions. The papers were organized in topical sections as follows: Part I: Best paper awards; public-key cryptanalysis; symmetric key cryptanalysis; quantum security; Part II: physical attacks, leakage and countermeasures; multiparty computation; enhanced public-key encryption and time-lock puzzles; real-world protocols; Part III: NIZK and SNARKs; theory; symmetric-key constructions; homomorphic encryption and encrypted search; Part IV: Lattice cryptanalysis; post-quantum cryptography; advanced encryption and signatures; zero-knowledge proofs, threshold and multi-signatures; authenticated key exchange.
