Probability, random processes, and statistical analysis

"Together with the fundamentals of probability, random processes and statistical analysis, this insightful book also presents a broad range of advanced topics and applications. There is extensive coverage of Bayesian vs. frequentist statistics, time series and spectral representation, inequalit...

Deskribapen osoa

Gorde:
Xehetasun bibliografikoak
Egile nagusia: Kobayashi, Hisashi
Erakunde egilea: ebrary, Inc
Beste egile batzuk: Mark, Brian L. (Brian Lai-bue), 1969-, Turin, William
Formatua: Baliabide elektronikoa eBook
Hizkuntza:ingelesa
Argitaratua: Cambridge ; New York : Cambridge University Press, 2012.
Gaiak:
Sarrera elektronikoa:An electronic book accessible through the World Wide Web; click to view
Etiketak: Etiketa erantsi
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Deskribapena
Gaia:"Together with the fundamentals of probability, random processes and statistical analysis, this insightful book also presents a broad range of advanced topics and applications. There is extensive coverage of Bayesian vs. frequentist statistics, time series and spectral representation, inequalities, bound and approximation, maximum-likelihood estimation and the expectation-maximization (EM) algorithm, geometric Brownian motion and It's process. Applications such as hidden Markov models (HMM), the Viterbi, BCJR, and Baum-Welch algorithms, algorithms for machine learning, Wiener and Kalman filters, and queueing and loss networks are treated in detail. The book will be useful to students and researchers in such areas as communications, signal processing, networks, machine learning, bioinformatics, econometrics and mathematical finance. With a solutions manual, lecture slides, supplementary materials and MATLAB programs all available online, it is ideal for classroom teaching as well as a valuable reference for professionals"--
Deskribapen fisikoa:xxxi, 780 p.
Bibliografia:Includes bibliographical references and index.