Introduction to Bayesian Scientific Computing Ten Lectures on Subjective Computing /

• Main Authors: Calvetti, Daniela (Author), Somersalo, Erkki (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2007.
• Series: Surveys and Tutorials in the Applied Mathematical Sciences ; 2
• Subjects: Computer science.; Computers.; Computer mathematics.; Probabilities.; Statistics.; Computer Science.; Theory of Computation.; Computational Science and Engineering.; Statistics and Computing/Statistics Programs.; Computational Mathematics and Numerical Analysis.; Probability Theory and Stochastic Processes.

A combination of the concepts subjective – or Bayesian – statistics and scientific computing, the book provides an integrated view across numerical linear algebra and computational statistics. Inverse problems act as the bridge between these two fields where the goal is to estimate an unknown parame...

Table of Contents:

• Inverse problems and subjective computing
• Basic problem of statistical inference
• The praise of ignorance: randomness as lack of information
• Basic problem in numerical linear algebra
• Sampling: first encounter
• Statistically inspired preconditioners
• Conditional Gaussian densities and predictive envelopes
• More applications of the Gaussian conditioning
• Sampling: the real thing
• Wrapping up: hypermodels, dynamic priorconditioners and Bayesian learning.