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...
保存先:
| 第一著者: | |
|---|---|
| 団体著者: | |
| その他の著者: | , |
| フォーマット: | 電子媒体 eBook |
| 言語: | 英語 |
| 出版事項: |
Cambridge ; New York :
Cambridge University Press,
2012.
|
| 主題: | |
| オンライン･アクセス: | An electronic book accessible through the World Wide Web; click to view |
| タグ: |
タグ追加
タグなし, このレコードへの初めてのタグを付けませんか!
|
| 要約: | "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"-- |
|---|---|
| 物理的記述: | xxxi, 780 p. |
| 書誌: | Includes bibliographical references and index. |