Presenting a range of substantive applied problems within Bayesian Statistics along with their Bayesian solutions, this book arises from a research program at CIRM in France in the second semester of 2018, which supported Kerrie Mengersen as a visiting Jean-Morlet Chair and Pierre Pudlo as the local Research Professor.
This book disseminates the latest results and envisages new challenges in the application of mathematics to various practical situations in biology, epidemiology, and ecology.
Arbitrage Theory provides the foundation for the pricing of financial derivatives and has become indispensable in both financial theory and financial practice.
Probabilistic Safety Assessment (PSA) is a structured, comprehensive, and logical analysis method aimed at identifying and assessing risks in complex technological systems, such as the nuclear power plants.
This book is among the first concise presentations of the set-valued stochastic integration theory as well as its natural applications, as well as the first to contain complex approach theory of set-valued stochastic integrals.
This textbook considers statistical learning applications when interest centers on the conditional distribution of a response variable, given a set of predictors, and in the absence of a credible model that can be specified before the data analysis begins.
The ultimate objective of this book is to present a panoramic view of the main stochastic processes which have an impact on applications, with complete proofs and exercises.
This thesis presents the application of non-perturbative, or functional, renormalization group to study the physics of critical stationary states in systems out-of-equilibrium.
Continuing the theme of the previous volumes, these seminar notes reflect general trends in the study of Geometric Aspects of Functional Analysis, understood in a broad sense.
This SpringerBrief deals with a class of discrete-time zero-sum Markov games with Borel state and action spaces, and possibly unbounded payoffs, under discounted and average criteria, whose state process evolves according to a stochastic difference equation.
This textbook provides a broad overview of the present state of insurance mathematics and some related topics in risk management, financial mathematics and probability.
This book provides an extensive coverage of the methodology of survival analysis, ranging from introductory level material to deeper more advanced topics.
The 2017 PIMS-CRM Summer School in Probability was held at the Pacific Institute for the Mathematical Sciences (PIMS) at the University of British Columbia in Vancouver, Canada, during June 5-30, 2017.
This practical guidebook describes the basic concepts, the mathematical developments, and the engineering methodologies for exploiting possibility theory for the computer-based design of an information fusion system where the goal is decision support for industries in smart ICT (information and communications technologies).
The volume includes a collection of peer-reviewed contributions from among those presented at the main conference organized yearly by the Mexican Statistical Association (AME) and every two years by a Latin-American Confederation of Statistical Societies.
Focussing on stochastic models for the spread of infectious diseases in a human population, this book is the outcome of a two-week ICPAM/CIMPA school on "e;Stochastic models of epidemics"e; which took place in Ziguinchor, Senegal, December 5-16, 2015.
Written by leading experts in an emerging field, this book offers a unique view of the theory of stochastic partial differential equations, with lectures on the stationary KPZ equation, fully nonlinear SPDEs, and random data wave equations.
This book sets out an account of the tools which Frobenius used to discover representation theory for nonabelian groups and describes its modern applications.
This volume presents selected and peer-reviewed contributions from the 14th Workshop on Stochastic Models, Statistics and Their Applications, held in Dresden, Germany, on March 6-8, 2019.
This milestone 50th volume of the "e;Seminaire de Probabilites"e; pays tribute with a series of memorial texts to one of its former editors, Jacques Azema, who passed away in January.
These proceedings of the conference Advances in Statistical Mechanics, held in Marseille, France, August 2018, focus on fundamental issues of equilibrium and non-equilibrium dynamics for classical mechanical systems, as well as on open problems in statistical mechanics related to probability, mathematical physics, computer science, and biology.
Now in its third edition, this companion volume to Ronald Christensen's Plane Answers to Complex Questions uses three fundamental concepts from standard linear model theory-best linear prediction, projections, and Mahalanobis distance- to extend standard linear modeling into the realms of Statistical Learning and Dependent Data.
Fundamentals of Pattern Recognition and Machine Learning is designed for a one or two-semester introductory course in Pattern Recognition or Machine Learning at the graduate or advanced undergraduate level.
This book explores mathematics in a wide variety of applications, ranging from problems in electronics, energy and the environment, to mechanics and mechatronics.
This book provides an overview of network science from the perspective of diverse academic fields, offering insights into the various research areas within network science.
Taking continuous-time stochastic processes allowing for jumps as its starting and focal point, this book provides an accessible introduction to the stochastic calculus and control of semimartingales and explains the basic concepts of Mathematical Finance such as arbitrage theory, hedging, valuation principles, portfolio choice, and term structure modelling.
This book presents selected peer-reviewed contributions from the International Conference on Time Series and Forecasting, ITISE 2018, held in Granada, Spain, on September 19-21, 2018.
This volume collects papers, based on invited talks given at the IMA workshop in Modeling, Stochastic Control, Optimization, and Related Applications, held at the Institute for Mathematics and Its Applications, University of Minnesota, during May and June, 2018.
This book deals with topics in the area of Levy processes and infinitely divisible distributions such as Ornstein-Uhlenbeck type processes, selfsimilar additive processes and multivariate subordination.
This volume offers a collection of carefully selected, peer-reviewed papers presented at the BIOMAT 2018 International Symposium, which was held at the University Hassan II, Morocco, from October 29th to November 2nd, 2018.
This collection of selected, revised and extended contributions resulted from a Workshop on BSDEs, SPDEs and their Applications that took place in Edinburgh, Scotland, July 2017 and included the 8th World Symposium on BSDEs.
In this text, modern applied mathematics and physical insight are used to construct the simplest and first nonlinear dynamical model for the Madden-Julian oscillation (MJO), i.
This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control.
This book focuses on a central question in the field of complex systems: Given a fluctuating (in time or space), uni- or multi-variant sequentially measured set of experimental data (even noisy data), how should one analyse non-parametrically the data, assess underlying trends, uncover characteristics of the fluctuations (including diffusion and jump contributions), and construct a stochastic evolution equation?
This book provides a complete exposition of equidistribution and counting problems weighted by a potential function of common perpendicular geodesics in negatively curved manifolds and simplicial trees.
This practical guidebook describes the basic concepts, the mathematical developments, and the engineering methodologies for exploiting possibility theory for the computer-based design of an information fusion system where the goal is decision support for industries in smart ICT (information and communications technologies).
This volume features selected, refereed papers on various aspects of statistics, matrix theory and its applications to statistics, as well as related numerical linear algebra topics and numerical solution methods, which are relevant for problems arising in statistics and in big data.
This volume presents the proceedings of the meeting New Trends in One-Dimensional Dynamics, which celebrated the 70th birthday of Welington de Melo and was held at the IMPA, Rio de Janeiro, in November 2016.
This book provides a generalised approach to fractal dimension theory from the standpoint of asymmetric topology by employing the concept of a fractal structure.
The book is the extended and revised version of the 1st edition and is composed of two main parts: mathematical background and queueing systems with applications.
