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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.
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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
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Предметный указатель
Dispersion parameter for generalized linear models 416
Distinct parameters and ignorability 204
distribution 573—584
Distribution, 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- 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- 78 99
Distribution, Poisson 576 582
Distribution, scaled inverse- 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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