000 01763 a2200301 4500
001 0367449005
005 20250317100417.0
008 250312042020xx eng
020 _a9780367449001
037 _bTaylor & Francis
_cGBP 61.99
_fBB
040 _a01
041 _aeng
072 7 _aPBT
_2thema
072 7 _aPS
_2thema
072 7 _aT
_2thema
072 7 _aPBT
_2bic
072 7 _aPS
_2bic
072 7 _aT
_2bic
072 7 _aMAT029010
_2bisac
072 7 _aMAT029000
_2bisac
072 7 _a519.2
_2bisac
100 1 _aPeter Guttorp
245 1 0 _aStochastic Modeling of Scientific Data
250 _a1
260 _bChapman and Hall/CRC
_c20201218
300 _a384 p
520 _bStochastic Modeling of Scientific Data combines stochastic modeling and statistical inference in a variety of standard and less common models, such as point processes, Markov random fields and hidden Markov models in a clear, thoughtful and succinct manner. The distinguishing feature of this work is that, in addition to probability theory, it contains statistical aspects of model fitting and a variety of data sets that are either analyzed in the text or used as exercises. Markov chain Monte Carlo methods are introduced for evaluating likelihoods in complicated models and the forward backward algorithm for analyzing hidden Markov models is presented. The strength of this text lies in the use of informal language that makes the topic more accessible to non-mathematicians. The combinations of hard science topics with stochastic processes and their statistical inference puts it in a new category of probability textbooks. The numerous examples and exercises are drawn from astronomy, geology, genetics, hydrology, neurophysiology and physics.
999 _c3009
_d3009