332 Pages
by
Chapman & Hall
330 Pages
50 B/W Illustrations
by
Chapman & Hall
330 Pages
50 B/W Illustrations
by
Chapman & Hall
Also available as eBook on:
Mathematical Theory of Bayesian Statistics introduces the mathematical foundation of Bayesian inference which is well-known to be more accurate in many real-world problems than the maximum likelihood method. Recent research has uncovered several mathematical laws in Bayesian statistics, by which both the generalization loss and the marginal likelihood are estimated even if the posterior... Read more
Mathematical Theory of Bayesian Statistics
Biography
Sumio Watanabe is a professor in the Department of Computational Intelligence and Systems Science at Tokyo Institute of Technology, Japan.
"Information criteria are introduced from the two viewpoints, model selection and hyperparameter optimization. In each viewpoint, the properties of the generalization loss and the free energy or the minus log marginal likelihood are investigated. The book is very nicely written with well-defined concepts and contexts. I recommend to all students and researchers." ~Rozsa Horvath-Bokor, Zentralblatt MATH
