Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance (Stochastic Modeling Series Book 1)
This book serves as a standard reference, making this area accessible not only to researchers in probability and statistics, but also to graduate students and practitioners. The book assumes only a first-year graduate course in probability. Each chapter begins with a brief overview and concludes with a wide range of exercises at varying levels of difficulty. The authors supply detailed hints for the more challenging problems, and cover many advances made in recent years.
Published by: Routledge | Publication date: 11/22/2017Kindle book details: Kindle Edition, 632 pages
Unsupervised Machine Learning in Python: Master Data Science and Machine Learning with Cluster Analysis, Gaussian Mixture Models, and Principal Components Analysis
In a real-world environment, you can imagine that a robot or an artificial intelligence won’t always have access to the optimal answer, or maybe there isn’t an optimal correct answer. You’d want that robot to be able to explore the world on its own, and learn things just by looking for patterns.Think about the large amounts of data being collected today, by the likes of the NSA, Google, and other organizations. No human could possibly sift through all that data manually. It was reported recently in the Washington Post and Wall Street Journal that the National Security Agency collects so much surveillance data, it is no longer effective.Could automated pattern discovery solve this problem?Do you ever wonder how we get the data that we use in our supervised machine learning algorithms?Kaggle always seems to provide us with a nice CSV, complete with Xs and corresponding Ys.If you haven’t been involved in acquiring data yourself, you might not have thought about this, but someone has to make this data!A lot of the time this involves manual labor. Sometimes, you don’t have access to the correct information or it is infeasible or costly to acquire.You still want to have some idea of the structure of the data.This is where unsupervised machine learning comes into play.In this book we are first going to talk about clustering. This is where instead of training on labels, we try to create our own labels. We’ll do this by grouping together data that looks alike.The 2 methods of clustering we’ll talk about: k-means clustering and hierarchical clustering.Next, because in machine learning we like to talk about probability distributions, we’ll go into Gaussian mixture models and kernel density estimation, where we talk about how to learn the probability distribution of a set of data.One interesting fact is that under certain conditions, Gaussian mixture models and k-means clustering are exactly the same! We’ll prove how this is the case.Lastly, we’ll look at the theory behind principal components analysis or PCA. PCA has many useful applications: visualization, dimensionality reduction, denoising, and de-correlation. You will see how it allows us to take a different perspective on latent variables, which first appear when we talk about k-means clustering and GMMs.All the algorithms we’ll talk about in this course are staples in machine learning and data science, so if you want to know how to automatically find patterns in your data with data mining and pattern extraction, without needing someone to put in manual work to label that data, then this book is for you.All of the materials required to follow along in this book are free: You just need to able to download and install Python, Numpy, Scipy, Matplotlib, and Sci-kit Learn.
Publication date: 05/22/2016Kindle book details: Kindle Edition, 38 pages
Gaussian Markov Random Fields: Theory and Applications (Chapman & Hall/CRC Monographs on Statistics and Applied Probability Book 104)
Gaussian Markov Random Field (GMRF) models are most widely used in spatial statistics - a very active area of research in which few up-to-date reference works are available. This is the first book on the subject that provides a unified framework of GMRFs with particular emphasis on the computational aspects. This book includes extensive case-studie
Published by: Chapman and Hall/CRC | Publication date: 02/18/2005Kindle book details: Kindle Edition, 280 pages
Gaussian Process Regression Analysis for Functional Data presents nonparametric statistical methods for functional regression analysis, specifically the methods based on a Gaussian process prior in a functional space. The authors focus on problems involving functional response variables and mixed covariates of functional and scalar variables.Covering the basics of Gaussian process regression, the first several chapters discuss functional data analysis, theoretical aspects based on the asymptotic properties of Gaussian process regression models, and new methodological developments for high dimensional data and variable selection. The remainder of the text explores advanced topics of functional regression analysis, including novel nonparametric statistical methods for curve prediction, curve clustering, functional ANOVA, and functional regression analysis of batch data, repeated curves, and non-Gaussian data.Many flexible models based on Gaussian processes provide efficient ways of model learning, interpreting model structure, and carrying out inference, particularly when dealing with large dimensional functional data. This book shows how to use these Gaussian process regression models in the analysis of functional data. Some MATLAB® and C codes are available on the first author’s website.
Published by: Chapman and Hall/CRC | Publication date: 07/01/2011Kindle book details: Kindle Edition, 216 pages
Gaussian Processes on Trees: From Spin Glasses to Branching Brownian Motion (Cambridge Studies in Advanced Mathematics Book 163)
Branching Brownian motion (BBM) is a classical object in probability theory with deep connections to partial differential equations. This book highlights the connection to classical extreme value theory and to the theory of mean-field spin glasses in statistical mechanics. Starting with a concise review of classical extreme value statistics and a basic introduction to mean-field spin glasses, the author then focuses on branching Brownian motion. Here, the classical results of Bramson on the asymptotics of solutions of the F-KPP equation are reviewed in detail and applied to the recent construction of the extremal process of BBM. The extension of these results to branching Brownian motion with variable speed are then explained. As a self-contained exposition that is accessible to graduate students with some background in probability theory, this book makes a good introduction for anyone interested in accessing this exciting field of mathematics.
Published by: Cambridge University Press | Publication date: 10/20/2016Kindle book details: Kindle Edition, 211 pages
This book examines non-Gaussian distributions. It addresses the causes and consequences of non-normality and time dependency in both asset returns and option prices. The book is written for non-mathematicians who want to model financial market prices so the emphasis throughout is on practice. There are abundant empirical illustrations of the models and techniques described, many of which could be equally applied to other financial time series.
Published by: Springer | Publication date: 04/05/2007Kindle book details: Kindle Edition, 541 pages
Statistical Rethinking: A Bayesian Course with Examples in R and Stan (Chapman & Hall/CRC Texts in Statistical Science Book 122)
Statistical Rethinking: A Bayesian Course with Examples in R and Stan builds readers’ knowledge of and confidence in statistical modeling. Reflecting the need for even minor programming in today’s model-based statistics, the book pushes readers to perform step-by-step calculations that are usually automated. This unique computational approach ensures that readers understand enough of the details to make reasonable choices and interpretations in their own modeling work.The text presents generalized linear multilevel models from a Bayesian perspective, relying on a simple logical interpretation of Bayesian probability and maximum entropy. It covers from the basics of regression to multilevel models. The author also discusses measurement error, missing data, and Gaussian process models for spatial and network autocorrelation.By using complete R code examples throughout, this book provides a practical foundation for performing statistical inference. Designed for both PhD students and seasoned professionals in the natural and social sciences, it prepares them for more advanced or specialized statistical modeling. Web ResourceThe book is accompanied by an R package (rethinking) that is available on the author’s website and GitHub. The two core functions (map and map2stan) of this package allow a variety of statistical models to be constructed from standard model formulas.
Published by: Chapman and Hall/CRC | Publication date: 01/03/2018Kindle book details: Kindle Edition, 487 pages
A comprehensive introduction to machine learning that uses probabilistic models and inference as a unifying approach.Today's Web-enabled deluge of electronic data calls for automated methods of data analysis. Machine learning provides these, developing methods that can automatically detect patterns in data and then use the uncovered patterns to predict future data. This textbook offers a comprehensive and self-contained introduction to the field of machine learning, based on a unified, probabilistic approach.The coverage combines breadth and depth, offering necessary background material on such topics as probability, optimization, and linear algebra as well as discussion of recent developments in the field, including conditional random fields, L1 regularization, and deep learning. The book is written in an informal, accessible style, complete with pseudo-code for the most important algorithms. All topics are copiously illustrated with color images and worked examples drawn from such application domains as biology, text processing, computer vision, and robotics. Rather than providing a cookbook of different heuristic methods, the book stresses a principled model-based approach, often using the language of graphical models to specify models in a concise and intuitive way. Almost all the models described have been implemented in a MATLAB software package—PMTK (probabilistic modeling toolkit)—that is freely available online. The book is suitable for upper-level undergraduates with an introductory-level college math background and beginning graduate students.
Published by: The MIT Press | Publication date: 09/07/2012Kindle book details: Kindle Edition, 1104 pages
Albert Einstein is the unquestioned founder of modern physics. His theory of relativity is the most important scientific idea of the modern era. In this book Einstein explains, using the minimum of mathematical terms, the basic ideas and principles of the theory which has shaped the world we live in today. Unsurpassed by any subsequent books on relativity, this remains the most popular and useful exposition of Einstein’s immense contribution to human knowledge.In this work Einstein intended, as far as possible, to give an exact insight into the theory of relativity to those readers who, from a general and scientific philosophical point of view, are interested in the theory, but who are not conversant with the mathematical apparatus of theoretical physics. The theory of relativity enriched physics and astronomy during the 20th century.
Published by: GENERAL PRESS | Publication date: 12/18/2014Kindle book details: Kindle Edition, 110 pages
Markov Processes, Gaussian Processes, and Local Times (Cambridge Studies in Advanced Mathematics Book 100)
This book was first published in 2006. Written by two of the foremost researchers in the field, this book studies the local times of Markov processes by employing isomorphism theorems that relate them to certain associated Gaussian processes. It builds to this material through self-contained but harmonized 'mini-courses' on the relevant ingredients, which assume only knowledge of measure-theoretic probability. The streamlined selection of topics creates an easy entrance for students and experts in related fields. The book starts by developing the fundamentals of Markov process theory and then of Gaussian process theory, including sample path properties. It then proceeds to more advanced results, bringing the reader to the heart of contemporary research. It presents the remarkable isomorphism theorems of Dynkin and Eisenbaum and then shows how they can be applied to obtain new properties of Markov processes by using well-established techniques in Gaussian process theory. This original, readable book will appeal to both researchers and advanced graduate students.
Published by: Cambridge University Press | Publication date: 07/24/2006Kindle book details: Kindle Edition, 632 pages