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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
Importance ratio 284
Importance resampling (sampling-importance resampling, SIR) 316 331 332
Importance resampling (sampling-importance resampling, SIR), examples 450 452
Importance resampling (sampling-importance resampling, SIR), unreliability of 316
Importance resampling (sampling-importance resampling, SIR), why you should sample without replacement 316
Importance sampling 342 348
Importance sampling for marginal posterior densities 343 450
Importance sampling, bridge sampling 344 348
Importance sampling, path sampling 344—345 348
Importance sampling, unreliability of 343
Improper posterior distributions see "Posterior distribution"
Improper prior distribution see "Prior distribution"
Imputation see "Multiple imputation"
Inclusion indicator 201 518
Incumbency advantage 359—367
Incumbency advantage, two variance parameters 377 381
Indicator variables 370
Indicator variables for mixture models 463
Inference, finite-population and superpopulation 203 216 218
Inference, finite-population and superpopulation in ANOVA 408—409
Inference, finite-population and superpopulation, completely randomized experiments 219—221 241
Inference, finite-population and superpopulation, pre-election polling 211—212
Inference, finite-population and superpopulation, simple random sampling 208—209
Information matrix 102 107
Informative prior distributions see "Prior distribution"
Institutional decision analysis 567—568
Instrumental variables 230—231
Intention-to-treat effect 230 231
Interactions in loglinear models 434
Interactions in regression models 370 549
Internet connect times 409—411
Intraclass correlation 391
Inverse probability 65
Inverse- distribution 574 580
Inverse-gamma distribution 50 574 580
Inverse-Wishart distribution 87 574 581
Inverse-Wishart distribution, other models for covariance matrices 483—486
Iterative proportional fitting (IPF) 435—437
Iterative simulation 283—310 335—350
Iterative weighted least squares (EM for robust regression) 455
Iversen, E. 569
Jackknife 251
Jackman, S. 440
Jackson, P. 151 411
Jacobian 24
James, W. 150
James, W.H. 66
Jaynes, E. 28 29 66 68 113 494
Jeffreys' rule for noninformative prior distributions 62—63 66 69
Jeffreys, H. 28 66 68
Jeliazkov, I. 191
Jenkins, G. 494
Jiang, J. 272 514
Jittering 15 16 29
Johnson, N. 584
Johnson, V. 190 440
Johnson, W. 439
Johnstone, I. 66
Joint posterior distribution 73
Jones, D. 494
Kadane, J. 191 238 348
Kahneman, D. 28 568
Kaldor, J. 150
Karim, M. 439
Kass, R. 28 66 191 308 348 493 515
Katz, J. 30 385
Keller, J. 29
Kelly, A. 569
Kempt home, O. 411
Kennard, R. 412
Kennedy, A. 348
Kent, J. 95
King, G. 30 385 395 411 479 540
Kirby, A. 309
Kish, L. 193 241 539
Kiss, A. 440
Kleiner, B. 29
Knauss, W. 238
Knook, D. 539
Knuiman, M. 439
Kohn, R. 494
Kolaczyk, E. 494
Kong, A. 348
Kotz, S. 584
Krantz, D. 255 569
Kreft, I. 411
Kullback — Leibler information 107 586—588
Kullback — Leibler information, connection to deviance 181 191
Kullback, S. 589
Kutner, M. 385
Laird, N. 150 331 457 479
Landis, J. 539
Landwehr, J. 439
Lange, K. 457 458
Langevin updating for MCMC 336
Laplace's method for numerical integration 341—342 348
Laplace, P. 34
Laplace, R. 34 589
Large-sample inference 101—114
Larizza, C. 113
Latent continuous models for discrete data 419
Latin square experiment 220—221
Laud, P. 191
Lauritzen, S. 151
Lavine, M. 29
LD50 92—93
Le Cam, L. 589
Learner, E. 191 412
Lee, P. 68
Lehmann, E. 255 256
Leibler, R. 589
Leonard, T. 151 493
Lepkowski, J. 539
Lewis, C. 151
Lewis, J. 151
Leyland, A. 411
Li, B. 348
Liang, K. 439
Life expectancy, quality-adjusted 553
Likelihood 9—11
Likelihood principle 9 28
Likelihood principle, misplaced appeal to 198
Likelihood, complete-data 201
Likelihood, observed-data 202
Lin, C. 569
Linde, A. 191 194
Lindley, D. 27 28 30 113 151 237 411
Lindman, H. 113 237
Linear regression 353—387 see
Linear regression, analysis of residuals 364
Linear regression, classical 355
Linear regression, conjugate prior distribution 382—385
Linear regression, conjugate prior distribution, as augmented data 383
Linear regression, correlated errors 372—375
Linear regression, errors in x and y 386 387
Linear regression, fitting two variance parameters 377
Linear regression, heteroscedasticity 372—382
Linear regression, heteroscedasticity, parametric model for 376
Linear regression, hierarchical 389—414
Linear regression, hierarchical, interpretation as a single linear regression 399
Linear regression, incumbency example 359—367
Linear regression, known covariance matrix 373
Linear regression, model checking 364
Linear regression, multivariate 481—482
Linear regression, multivariate, prior distributions 483—486
Linear regression, posterior simulation 357
Linear regression, prediction 358 367
Linear regression, prediction, with correlations 374
Linear regression, residuals 359 365
Linear regression, robust 455—457
Linear regression, several variance parameters 382
Linear regression, Student-t errors 455—457
Linear regression, weighted 376
Linear transformation, with Gibbs sampler for hierarchical regression 403
Link function 416 418
Little, R. 237 238 331 457 539
Little, T. 440
Liu, C. 309 331 348 457 458 539 540
Liu, J. 308 309 331 348 412
Location and scale parameters 64
Logistic regression 88—93 417
Logistic regression for multinomial data 430
Logistic regression, hierarchical 428—430
Logistic regression, latent-data interpretation 419
Logit (logistic, log-odds) transformation 24 146
Loglinear models 433—437
Loglinear models, prior distributions 434
Lognormal distribution 578
Lohr, S. 241
Longford, N. 411
Longitudinal data, modeling covariance matrices 485
Longitudinal data, survey of adolescent smoking 214—216
Louis, T. 28 66 494
Luce, R. 568
Lunn, D. 29 151 191 309 608
Lynn, J. 238
Mack, S. 440 539
Madigan, D. 191 412
Madow, W. 539
Makov, U. 480
Malec, D. 151
Malick, B. 515
Mallows, C. 28 191
Manton, K. 66 151
Map, as used in model checking 159
Maps of cancer rates 55
Maps, artifacts in 55—66
MAR (missing at random) 204 518
MAR (missing at random), a more reasonable assumption than MCAR 519
Mardia, K. 95
Marginal and conditional means and variances 23 142
Marginal posterior distribution 73 128 129 275
Marginal posterior distribution, approximation 324—325
Marginal posterior distribution, computation for the educational testing example 600—601
Marginal posterior distribution, computation for the survey incentives example 548
Marginal posterior distribution, computation using importance sampling 343 450
Marginal posterior distribution, EM algorithm 317—324
Markov chain 286
Markov Chain Monte Carlo (MCMC) 285—310 335—350
Markov chain Monte Carlo (MCMC), adaptive algorithms 307
Markov chain Monte Carlo (MCMC), assessing convergence 294—298
Markov chain Monte Carlo (MCMC), assessing convergence, between/within variances 296
Markov chain Monte Carlo (MCMC), assessing convergence, simple example 297
Markov chain Monte Carlo (MCMC), auxiliary variables 335—339 348
Markov chain Monte Carlo (MCMC), burn-in 295
Markov chain Monte Carlo (MCMC), data augmentation 303
Markov chain Monte Carlo (MCMC), efficiency 291 302—307
Markov chain Monte Carlo (MCMC), Gibbs sampler 287—289 292—294 308—309
Markov chain Monte Carlo (MCMC), Gibbs sampler, efficiency 302—305
Markov chain Monte Carlo (MCMC), Gibbs sampler, examples 288 300 380 400 449 474 538
Markov chain Monte Carlo (MCMC), Gibbs sampler, picture of 288
Markov chain Monte Carlo (MCMC), Gibbs sampler, programming in R 601—608
Markov chain Monte Carlo (MCMC), hybrid (Hamiltonian) Monte Carlo 335—336 348
Markov chain Monte Carlo (MCMC), inference 294—298
Markov chain Monte Carlo (MCMC), Langevin updating 336
Markov chain Monte Carlo (MCMC), Metropolis algorithm 289—292 308—309
Markov chain Monte Carlo (MCMC), Metropolis algorithm, efficient jumping rules 305—307
Markov chain Monte Carlo (MCMC), Metropolis algorithm, examples 290 301—302
Markov chain Monte Carlo (MCMC), Metropolis algorithm, generalizations 335—340
Markov chain Monte Carlo (MCMC), Metropolis algorithm, picture of 286
Markov chain Monte Carlo (MCMC), Metropolis algorithm, programming in R 604—606
Markov chain Monte Carlo (MCMC), Metropolis algorithm, relation to optimization 290
Markov Chain Monte Carlo (MCMC), Metropolis — Hastings algorithm 291 308—310
Markov chain Monte Carlo (MCMC), Metropolis — Hastings algorithm, generalizations 335—340
Markov chain Monte Carlo (MCMC), multiple sequences 294
Markov chain Monte Carlo (MCMC), output analysis 294—299
Markov chain Monte Carlo (MCMC), overdispersed starting points 295
Markov chain Monte Carlo (MCMC), perfect simulation 340 348
Markov chain Monte Carlo (MCMC), recommended strategy 307 308
Markov chain Monte Carlo (MCMC), regeneration 340 348
Markov chain Monte Carlo (MCMC), restarting methods 340 348
Markov Chain Monte Carlo (MCMC), reversible jump sampling 338—339 348
Markov chain Monte Carlo (MCMC), simulated tempering 337—338 348
Markov chain Monte Carlo (MCMC), slice sampling 336 348
Markov chain Monte Carlo (MCMC), thinning 295
Markov chain Monte Carlo (MCMC), trans-dimensional 338—339 348
Marquardt, D. 413 414
Martin, A. 440 609
Martz, H. 29
Matrix and vector notation 5
Maximum entropy 66 494
Maximum likelihood 247
MCAR (missing completely at random) 518
McClellan, M. 238
McCullagh, P. 348 439 514
McCulloch, R. 191 412 493 494 515
McGonagle, K. 568
McNeil, A. 309
McNeil, B. 238
Measurement error models, hierarchical 151
Measurement error models, linear regression with errors in x and y 387
Measurement error models, nonlinear 498—504
Medical screening, example of decision analysis 552—555
Melmon, K. 515
Meng, C. 151
Meng, X. 190 191 193 309 331 348 440 457 480 493 539
Mengersen, K. 348 494
Meta-analysis 151 156
Meta-analysis, beta-blockers study 145—150 488—491
Meta-analysis, bivariate model 488—491
Meta-analysis, goals of 147
Meta-analysis, survey incentives study 544—550
Metropolis algorithm 289—292 308—309
Metropolis algorithm, efficient jumping rules 305—307
Metropolis algorithm, examples 290 301—302
Metropolis algorithm, generalizations 335—340
Metropolis algorithm, picture of 286
Metropolis algorithm, programming in R 604—606
Metropolis algorithm, relation to optimization 290
Metropolis — Hastings algorithm 291 308—310
Metropolis — Hastings algorithm, generalizations 335—340
Metropolis, N. 308
Meulders, M. 190
Milliff, R. 494
Minimal analysis 222
Missing at random (MAR) 204 518
Missing at random (MAR), a more reasonable assumption than MCAR 519
Missing at random (MAR), a slightly misleading phrase 204
Missing completely at random (MCAR) 518
Missing data 517—540
Missing data and EM algorithm 521 523
Missing data, intentional 199
Missing data, monotone pattern 522 524—525 530—534
Missing data, multinomial model 533—534
Missing data, multivariate normal model 523—526
Missing data, multivariate t model 525
Missing data, notation 200 517—519 521
Missing data, paradigm for data collection 199
Missing data, Slovenia survey 534—539
Missing data, unintentional 199 207 517
Mixed-effects model 391
Mixture models 23 153 463—480
Mixture models, computation 467—468
Mixture models, continuous 464
Mixture models, discrete 463
Mixture models, exponential distributions 516
Mixture models, hierarchical 470
Mixture models, model checking 477 479
Mixture models, prediction 476
Mixture models, schizophrenia example 468—479
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