This book puts in one place and in accessible form Richard Berk's most recent work on forecasts of re-offending by individuals already in criminal justice custody.
In modern financial practice, asset prices are modelled by means of stochastic processes, and continuous-time stochastic calculus thus plays a central role in financial modelling.
This undergraduate textbook presents an inquiry-based learning course in stochastic models and computing designed to serve as a first course in probability.
Probabilistic Analysis and Related Topics, Volume 3 focuses on the continuity, integrability, and differentiability of random functions, including operator theory, measure theory, and functional and numerical analysis.
This is the first book to provide a comprehensive introduction to a new semiparametric causal discovery approach known as LiNGAM, with the fundamental background needed to understand it.
The application of estimation theory renders the processing of experimental results both rational and effective, and thus helps not only to make our knowledge more precise but to determine the measure of its reliability.
Empirical research has now become an essential component of software engineering yet software practitioners and researchers often lack an understanding of how the empirical procedures and practices are applied in the field.
Mathematics of Keno and Lotteries is an elementary treatment of the mathematics, primarily probability and simple combinatorics, involved in lotteries and keno.
Focusing on group sequential procedures, summarizes the sequential statistical methods used in anticancer, antiviral, cardiovascular, and gastrointestinal drug research and screening.
This brief describes the basics of Riemannian optimization-optimization on Riemannian manifolds-introduces algorithms for Riemannian optimization problems, discusses the theoretical properties of these algorithms, and suggests possible applications of Riemannian optimization to problems in other fields.
Next Generation Sequencing technology has been applied to clinical diagnoses in the past three to five years using various approaches, including target gene panels and whole exomes.
The articles in this collection are a sampling of some of the research presented during the conference "e;Stochastic Analysis and Related Topics"e;, held in May of 2015 at Purdue University in honor of the 60th birthday of Rodrigo Banuelos.
Financial Mathematics: From Discrete to Continuous Time is a study of the mathematical ideas and techniques that are important to the two main arms of the area of financial mathematics: portfolio optimization and derivative valuation.
Dieses Lehrbuch stellt die wichtigsten in der Ingenieurpraxis vorkommenden statistischen Verfahren vor und erklärt, wie sie funktionieren und angewendet werden – anschaulich, verständlich, mathematisch exakt und praxisnah.
Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance.
This textbook presents methods and techniques for time series analysis and forecasting and shows how to use Python to implement them and solve data science problems.
This book describes the probability theory associated with frequently used statistical procedures and the relation between probability theory and statistical inference.
This textbook for courses on function data analysis and shape data analysis describes how to define, compare, and mathematically represent shapes, with a focus on statistical modeling and inference.
Dependence Modeling with Copulas covers the substantial advances that have taken place in the field during the last 15 years, including vine copula modeling of high-dimensional data.
A comprehensive look at how probability and statistics is applied to the investment process Finance has become increasingly more quantitative, drawing on techniques in probability and statistics that many finance practitioners have not had exposure to before.
Quite apart from the fact that percolation theory had its orlgln in an honest applied problem (see Hammersley and Welsh (1980)), it is a source of fascinating problems of the best kind a mathematician can wish for: problems which are easy to state with a minimum of preparation, but whose solutions are (apparently) difficult and require new methods.
