Bayesian Statistical Modeling with Stan, R, and Python - Kentaro Matsuura - Bøker - Springer Verlag, Singapore - 9789811947575 - 25. januar 2024
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Kentaro Matsuura
Bayesian Statistical Modeling with Stan, R, and Python 2022 edition

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This book provides a highly practical introduction to Bayesian statistical modeling with Stan, which has become the most popular probabilistic programming language. The book is divided into four parts. The first part reviews the theoretical background of modeling and Bayesian inference and presents a modeling workflow that makes modeling more engineering than art.

The second part discusses the use of Stan, CmdStanR, and CmdStanPy from the very beginning to basic regression analyses. The third part then introduces a number of probability distributions, nonlinear models, and hierarchical (multilevel) models, which are essential to mastering statistical modeling. It also describes a wide range of frequently used modeling techniques, such as censoring, outliers, missing data, speed-up, and parameter constraints, and discusses how to lead convergence of MCMC.

Lastly, the fourth part examines advanced topics for real-world data: longitudinal data analysis, state space models, spatial data analysis, Gaussian processes, Bayesian optimization, dimensionality reduction, model selection, and information criteria, demonstrating that Stan can solve any one of these problems in as little as 30 lines. Using numerous easy-to-understand examples, the book explains key concepts, which continue to be useful when using future versions of Stan and when using other statistical modeling tools. The examples do not require domain knowledge and can be generalized to many fields.

The book presents full explanations of code and math formulas, enabling readers to extend models for their own problems. All the code and data are on GitHub.

385 pages, 10 Illustrations, color; 251 Illustrations, black and white; XIX, 385 p. 261 illus., 10 i

Media Bøker     Pocketbok   (Bok med mykt omslag og limt rygg)
Utgitt 25. januar 2024
ISBN13 9789811947575
Utgivere Springer Verlag, Singapore
Antall sider 385
Mål 150 × 220 × 10 mm   ·   690 g

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