Stochastic 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.
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This book investigates some simple stochastic models and shows how there is an interplay between the models and the science underlying the problem. It combines stochastic modeling and statistical inference in point processes, Markov random fields, and hidden Markov models.
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1. Introduction 2. Discrete time Markov chains 3. Continuous time Markov chains 4. Markov random fields 5. Point processes 6. Brownian Motion and Diffusion
"The author's lucid presentation of his material together with this very great number of applications from life sciences, make this an excellent buy for only thirty pounds for every biometrician."-Biometrics"When it comes to introducing Markov chains, everyone talks about the weather but nobody does anything about getting real data. In this book, though, we get not only the pattern of rainfall in Snoqualmie Falls, Washington, but wind directions in South Africa, and interarrival times of cyclones in the bay of Bengal. The objecive is to provide an introduction to stochastic processes suited to those who while not necessarily shy of mathematics, are primarily interested in problems with the flavor of real life...still, even hard-bitten mathematical probabilists may find new insights in this insistently realistic approach."-Zentralblatt fur Mathematik
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Produktdetaljer

ISBN
9780412992810
Publisert
1995-08-01
Utgiver
Vendor
Chapman & Hall/CRC
Vekt
870 gr
Høyde
234 mm
Bredde
156 mm
Aldersnivå
P, 06
Språk
Product language
Engelsk
Format
Product format
Innbundet
Antall sider
384

Forfatter

Biographical note

Guttorp\, Peter