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Gelman A., Carlin J.B., Stern H.S. — Bayesian data analysis
Gelman A., Carlin J.B., Stern H.S. — Bayesian data analysis



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Название: Bayesian data analysis

Авторы: Gelman A., Carlin J.B., Stern H.S.

Аннотация:

Incorporating new and updated information, this second edition of THE bestselling text in Bayesian data analysis continues to emphasize practice over theory, describing how to conceptualize, perform, and critiques statistical analysis from a Bayesian perspective. Changes in the new edition include: added material on how Bayesian methods are connected to other approaches, stronger focus on MCMC, added chapter on further computation topics, more examples, and additional chapters on current models for Bayesian data analysis such as equation models, generalized linear mixed models, and more. The book is an introductory text and a reference for working scientists throughout their professional life.


Язык: en

Рубрика: Математика/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Издание: 2nd edition

Год издания: 2004

Количество страниц: 668

Добавлена в каталог: 11.02.2006

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID
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Предметный указатель
Dispersion parameter for generalized linear models      416
Distinct parameters and ignorability      204
distribution      573—584
Distribution, $\chi^{2}$      574 580
Distribution, Bernoulli      583
Distribution, Beta      34 40 70 576 581
Distribution, beta-binomial      70 576 583
Distribution, binomial      576 583
Distribution, Cauchy      113
Distribution, Dirichlet      83 576 582
Distribution, exponential      574 580
Distribution, gamma      53 574 579
Distribution, Gaussian      see "Normal distribution"
Distribution, inverse-$\chi^{2}$      574 580
Distribution, inverse-gamma      50 574 580
Distribution, inverse-Wishart      87 574 581
Distribution, lognormal      578
Distribution, long-tailed      444
Distribution, multinomial      576 583
Distribution, multivariate normal      95 574 578
Distribution, multivariate normal, marginals and conditionals      578
Distribution, multivariate t      315 576
Distribution, negative binomial      52 150 576 583
Distribution, normal      574 578
Distribution, normal-inverse-$\chi^{2}$      78 99
Distribution, Poisson      576 582
Distribution, scaled inverse-$\chi^{2}$      50 75 574 580
Distribution, standard normal      578
Distribution, Student-t      76 576 581
Distribution, uniform      573 574
Distribution, Weibull      580
Distribution, Wishart      574 581
Divorce rates      122 153
Dobra, A.      440
Dog metabolism example      387
Dominici, F.      152
Donoho, D.      66
Dose-response relation      89
Doviak, M.      31
Dransfield, M.      348
Draper, D.      28 191
Duane, S.      348
DuMouchel, W.      152
Dunsmore, I.      66
Earls, F.      411
ECM and ECME algorithms      321 322 331
Eddy, W.      190
Educational testing experiments      see "SAT coaching experiments"
Edwards, W.      113 237
Effective number of parameters      181—182
Effective number of parameters, educational testing example      183
Effective number of simulation draws      298
Efficiency      111
Efron, B.      150 244 255 257 332
Ehrenberg, A.      257
Eight schools      see "SAT coaching experiments"
Elections, forecasting Presidential elections      392—399
Elections, incumbency in U.S. Congress      359—367
Elections, pre-election polling in Slovenia      534—539
Elections, pre-election polling in U.S.      428—430 526—533
Elections, probability of a tie      30
Eltinge, J.      539
EM algorithm      317—324
EM algorithm for missing-data models      521—522
EM algorithm, AECM algorithm      322
EM algorithm, debugging      319
EM algorithm, ECM and ECME algorithms      321 322 331
EM algorithm, parameter expansion      324 331
EM algorithm, SEM and SECM algorithms      322—324
Empirical Bayes      121
Environmental health, allergen measurements      498
Environmental health, perchloroethlyene      504
Environmental health, radon      555
Ericson, W.      237
Estimands      4 26 276
Exchangeability      28
Exchangeable models      5 121—125 239
Exchangeable models and explanatory variables      6
Exchangeable models, no conflict with robustness      444
Exchangeable models, objections to      124 148
Exchangeable models, universal applicability of      123
experiments      218—226
Experiments, completely randomized      218—220
Experiments, definition      218
Experiments, distinguished from observational studies      226
Experiments, Latin square      220
Experiments, randomization      223—226
Experiments, randomized block      220
Experiments, sequential      221 244
Explanatory variables      see "Regression models"
Exponential distribution      574 580
Exponential families      42
Exponential model      55 71
External validation      159
External validation, record linkage example      18
External validation, toxicology example      514
Factorial analysis, internet example      409—411
Fader, P.      440
Fagan, J.      440
Fay, R.      151
Fearn, T.      411
Federalist papers      458
Feller, W.      29 308
Fienberg, S.      95 438 440
Fill, J.      348
Finite-population inference      202—203 205 207—209 211 212 216 218—221 241
Finite-population inference in ANOVA      408—409
Fisher information      107
Fisher, R.      332 514
Fixed effects      391
Fixed effects and finite-population models in ANOVA      409
Flannery, B.      331 348 584
Fluhler, H.      28 89 95 192
Football point spreads      14—17 29 30 51—52 82
Ford, E.      569
Forecasting Presidential elections      158 392—399
Forecasting Presidential elections, hierarchical model      396
Forecasting Presidential elections, problems with ordinary linear regression      394
Fowlkes, E.      29
Fox, J.      29 385 608
Frangakis, C.      238
Freedman, L.      255
Frequency evaluations      111—113
Frequentist perspective      111
Friel, N.      349
Fulkerson, W.      238
Gamma distribution      53 574 579
Garbe, P.      569
Gatsonis, C.      28 411
Gaussian distribution      see "Normal distribution"
Gaver, D.      457
Gebler, N.      568
Geisser, S.      190
Gelfand, A.      190 191 238 309 331 348 412 440 494
Gelman, A.      28—30 66 190—193 238 255 272 308 309 348 385 395 411 412 439 457 479 480 514 515 539 540 568 569
Geman, D.      308
Geman, S.      308
Generalized linear models      415—442
Generalized linear models, computation      421—425
Generalized linear models, hierarchical      421
Generalized linear models, hierarchical logistic regression      428—430
Generalized linear models, hierarchical Poisson regression      425—428
Generalized linear models, overdispersion      418 439 441
Generalized linear models, prior distribution      420—421
Generalized linear models, simple logistic regression example      88—93
Genetics      9 30
Genovese, C.      515
Geometric mean (GM)      7
Geometric standard deviation (GSD)      7
George, E.      191 412 515
Geweke, J.      348
Geyer, C.      348 349
Ghosh, S.      191
Gibbs sampler      287—289 292 294 308—309
Gibbs sampler for separation model of covariance matrices      484
Gibbs sampler, all-at-once for hierarchical regression      402
Gibbs sampler, blockwise for hierarchical regression      401
Gibbs sampler, efficiency      302—305
Gibbs sampler, examples      300 380 449 474 538
Gibbs sampler, hierarchical linear models      299—302 400—405 407—408
Gibbs sampler, linear transformation for hierarchical regression      403
Gibbs sampler, parameter expansion for hierarchical regression      404 407
Gibbs sampler, picture of      288
Gibbs sampler, programming in R      601—608
Gibbs sampler, scalar for hierarchical regression      402
Gibbs sampler, special case of Metropolis — Hastings algorithm      293
Gilks, W.      29 113 151 191 308 309 439 608
Gill, J.      27
Gill, P.      331 385
Gilovich, T.      568
Giltinan, D.      514
Girl births, proportion of      43—46
Giudici, P.      309 348
Glickman, M.      29 239 309 411 440
Global mode, why it is not special      312
GM, geometric mean      7
Goegebeur, Y.      439
Goldman, L.      238
Goldstein, H.      238 411
Goldstein, M.      412
Golf putting, nonlinear model for      515
Golub, G.      385
Good, I.      28 95 150 440
Goodman, L.      68 440
Goodman, S.      255
Goodness-of-fit testing      250 see
Graphical models      151
Graphical posterior predictive checks      165—172
Graphics, examples of use in model checking      159 160 166—170
Graphics, jittering      15 16 29
Graphics, posterior predictive checks      165—172
Green, P.      309 348 480
Greenberg, E.      308
Greenland, S.      237
Grenander, U.      494
Grid approximation      91—92 284
Grieve, A.      28 89 95 192
Griffin, D.      568
Griffiths, G.      255
Groves, R.      539 568
GSD, geometric standard deviation      7
Gull, s.      66 387
Guttman, I.      190
Hamiltonian (hybrid) MCMC      335—336 348
Hammersley, J.      308 348
Handscomb, D.      308 348
Hansen, M.      191
Harrell, F.      238
Harris, J.      152
Harrison, J.      494
Hartigan, J.      66
Hartley, H.      150
Harville, D.      29
Hasselblad, V.      152
Hastie, T.      191 255
Hastings, W.      308
Heckman, J.      238
Heitjan, D.      96 238 539 569
Henderson, C.      411
Herriot, R.      151
Heteroscedasticity in linear regression      372—382
Heteroscedasticity in linear regression, parametric model for      376
Hierarchical linear regression      389—414
Hierarchical linear regression, computation      400—405 407—408
Hierarchical linear regression, interpretation as a single linear regression      399
Hierarchical logistic regression      428—430
Hierarchical models      6 117—156 389—414
Hierarchical models, analysis of variance (ANOVA)      406
Hierarchical models, binomial      127—131 155
Hierarchical models, bivariate normal      212—214
Hierarchical models, business school grades      486—488
Hierarchical models, cluster sampling      214—216
Hierarchical models, computation      125—131
Hierarchical models, forecasting elections      392—399
Hierarchical models, logistic regression      428—430
Hierarchical models, many batches of random effects election forecasting example      396
Hierarchical models, many batches of random effects election forecasting example, polling example      428—430
Hierarchical models, meta-analysis      145—150 488—491
Hierarchical models, multivariate      486—491 526—533
Hierarchical models, no unique way to set up      400
Hierarchical models, normal      131—150 299—302 325—331
Hierarchical models, NYPD stops      425—428
Hierarchical models, pharmacokinetics example      260
Hierarchical models, Poisson      155 425—428
Hierarchical models, pre-election polling      212—214
Hierarchical models, prediction      125 137
Hierarchical models, prior distribution      see "Hyperprior distribution"
Hierarchical models, radon      555—567
Hierarchical models, rat tumor example      127—131
Hierarchical models, SAT coaching      138—145
Hierarchical models, schizophrenia example      468—479
Hierarchical models, stratified sampling      212—214
Hierarchical models, survey incentives      544—552
Hierarchical Poisson regression      425—428
Hierarchical regression      389—414
Hierarchical regression, an alternative to selecting regression variables      405—406
Hierarchical regression, prediction      397
Higdon, D.      309 348 494
Higgins, K.      514
Highest posterior density interval      38
Hill, B.      151
Hill, J.      238
Hills, S.      309
Hinde, J.      439 441
Hinkley, D.      195 255
Hirano, K.      238
Hoadley, B.      29
Hoch, J.      66
Hodges, J.      28 191 412 413
Hoerl, A.      412
Hoeting, J.      191
Hogan, H.      29
Holmes, C.      515
Holt, D.      238
Hornbuckle, J.      255
Hsu, J.      493
Huang, Z.      385 412
Hui, S.      411
Hunter, C.      30
Hunter, J.      309
Hunter, W.      309
Hybrid MCMC      335—336 348
Hyperparameter      40 117 122
Hyperprior distribution      124—125
Hyperprior distribution, informative      260
Hyperprior distribution, noninformative      125 127—129 134 136 137 154 470 489
Hypothesis testing      162 175 180 250
Ibrahim, J.      191 308
Identifiability      369
Ignorability      203—207 239 518
Ignorability, incumbency example      361
Ignorability, strong      205
Ignorable and known designs      205
Ignorable and known designs given covariates      205
Ignorable and unknown designs      206
Iid (independent and identically distributed)      6
Ill-posed systems, differential equation model in toxicology      504—514
Ill-posed systems, mixture of exponentials      516
Imai, K.      440
Imbens, G.      238 245
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