Numerical analysis for statisticians

著者

• Lange, Kenneth

書誌事項

Numerical analysis for statisticians

Kenneth Lange

（Statistics and computing）

Springer, c2010

2nd ed

注記

Includes bibliographical references and index

内容説明・目次

内容説明

Numerical analysis is the study of computation and its accuracy, stability and often its implementation on a computer. This book focuses on the principles of numerical analysis and is intended to equip those readers who use statistics to craft their own software and to understand the advantages and disadvantages of different numerical methods.

目次

Recurrence Relations.- Power Series Expansions.- Continued Fraction Expansions.- Asymptotic Expansions.- Solution of Nonlinear Equations.- Vector and Matrix Norms.- Linear Regression and Matrix Inversion.- Eigenvalues and Eigenvectors.- Singular Value Decomposition.- Splines.- Optimization Theory.- The MM Algorithm.- The EM Algorithm.- Newton's Method and Scoring.- Local and Global Convergence.- Advanced Optimization Topics.- Concrete Hilbert Spaces.- Quadrature Methods.- The Fourier Transform.- The Finite Fourier Transform.- Wavelets.- Generating Random Deviates.- Independent Monte Carlo.- Permutation Tests and the Bootstrap.- Finite-State Markov Chains.- Markov Chain Monte Carlo.- Advanced Topics in MCMC.

「Nielsen BookData」 より

詳細情報

• NII書誌ID(NCID): BB03618146
• ISBN:
  • 9781441959447
• LCCN: 2010927594
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: New York
• ページ数/冊数: xx, 600 p.
• 大きさ: 24 cm
• 分類:
  • SG : 510
• 親書誌ID:
  • BA20732504