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'What's going to happen next?' Time series data hold the answers. This ambitious book is the first unified treatment of the emerging knowledge-base in Bayesian time series techniques. Readers with only a basic understanding of applied probability are guided from fundamental concepts to the state-of-the-art in research and practice.

Produktbeschreibung
'What's going to happen next?' Time series data hold the answers. This ambitious book is the first unified treatment of the emerging knowledge-base in Bayesian time series techniques. Readers with only a basic understanding of applied probability are guided from fundamental concepts to the state-of-the-art in research and practice.
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Autorenporträt
Chiappa, SilviaSilvia Chiappa is a Marie Curie Fellow at the Statistical Laboratory, Cambridge.
Rezensionen
'This volume is an ambitious attempt to bring researchers from many areas together into a common theme and exhibits well the challenges of such efforts in terms of finding a common ground or terminology. The book is well organized and the contributors provide highly technical material with 'brea[d]th and depth' ... The topics in the book are very broad and several of them go beyond the common theme of Bayesian time series. Perhaps an alternative title that would be more reflective of the contents of the book could be Highly Structured Probabilistic Modeling for Researchers Interested in Bayesian Methods, Modern Monte Carlo, and Time Series.' Gabriel Huerta, Journal of the American Statistical Association