The Beauty of Mathematics in Computer Science explains the mathematical fundamentals of information technology products and services we use every day, from Google Web Search to GPS Navigation, and fro
Building on the success of Abadir and Magnus' Matrix Algebra in the Econometric Exercises Series, Statistics serves as a bridge between elementary and specialized statistics. Professors Abadir, Heijmans, and Magnus freely use matrix algebra to cover intermediate to advanced material. Each chapter contains a general introduction, followed by a series of connected exercises which build up knowledge systematically. The characteristic feature of the book (and indeed the series) is that all exercises are fully solved. The authors present many new proofs of established results, along with new results, often involving shortcuts that resort to statistical conditioning arguments.
Graphical models are a statistical tool used for a wide range of applications. There has been a huge amount of research in this topic across statistics, mathematics and computer science in the last fe
This book undertakes a detailed construction of Dynamic Markov Bridges using a combination of theory and real-world applications to drive home important concepts and methodologies. In Part I, theory i
Provides a modern approach to least squares estimation and data analysis for undergraduate land surveying and geomatics programsRich in theory and concepts, this comprehensive book on least square est
One of the main aims of this book is to exhibit some fruitful links between renewal theory and regular variation of functions. Applications of renewal processes play a key role in actuarial and financ
Standardizes the definition and framework of analyticsABOK stands for Analytics Body of Knowledge. Based on the authors’ definition of analytics—which is “a process by which a team o
This book demonstrates that nonparametric statistics can be taught from a parametric point of view. As a result, one can exploit various parametric tools such as the use of the likelihood function, pe
This book offers a comprehensive and accessible exposition of Euclidean Distance Matrices (EDMs) and rigidity theory of bar-and-joint frameworks. It is based on the one-to-one correspondence between E
Guides in the application of linear programming to firm decision making, with the goal of giving decision-makers a better understanding of methods at their disposal Useful as a main resource or as a s
Offering a clear set of workable examples with data and explanations, Interaction Effects in Linear and Generalized Linear Models is a comprehensive and accessible text that provides a unified approac
This monograph, now in a thoroughly revised second edition, develops the theory of stochastic calculus in Hilbert spaces and applies the results to the study of generalized solutions of stochastic par
Provides a simple exposition of the basic time series material, and insights into underlying technical aspects and methods of proof Long memory time series are characterized by a strong dependenc
This book discusses a link between statistical theory and quantum theory based on the concept of epistemic processes – which can be e.g. statistical investigations or quantum mechanical measurements,
Reproducible Finance with R: Code Flows and Shiny Apps for Portfolio Analysis is a unique introduction to data science for investment management that explores the three major R/finance coding paradigm
A comprehensive resource that draws a balance between theory and applications of nonlinear time series analysis Nonlinear Time Series Analysis offers an important guide to both parametric and nonparam
The book provides necessary knowledge for readers interested in developing the theory of uniform experimental design. It discusses measures of uniformity, various construction methods of uniform desig
This textbook offers a compact introductory course on Malliavin calculus, an active and powerful area of research. It covers recent applications, including density formulas, regularity of probability laws, central and non-central limit theorems for Gaussian functionals, convergence of densities and non-central limit theorems for the local time of Brownian motion. The book also includes a self-contained presentation of Brownian motion and stochastic calculus, as well as Lévy processes and stochastic calculus for jump processes. Accessible to non-experts, the book can be used by graduate students and researchers to develop their mastery of the core techniques necessary for further study.
