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Author: Gerard Meurant Publisher: Academic Press ISBN: 0128015268 Category : Mathematics Languages : en Pages : 253
Book Description
The problem of identifiability is basic to all statistical methods and data analysis, occurring in such diverse areas as Reliability Theory, Survival Analysis, and Econometrics, where stochastic modeling is widely used. Mathematics dealing with identifiability per se is closely related to the so-called branch of "characterization problems" in Probability Theory. This book brings together relevant material on identifiability as it occurs in these diverse fields.
Author: Gerard Meurant Publisher: Academic Press ISBN: 0128015268 Category : Mathematics Languages : en Pages : 253
Book Description
The problem of identifiability is basic to all statistical methods and data analysis, occurring in such diverse areas as Reliability Theory, Survival Analysis, and Econometrics, where stochastic modeling is widely used. Mathematics dealing with identifiability per se is closely related to the so-called branch of "characterization problems" in Probability Theory. This book brings together relevant material on identifiability as it occurs in these diverse fields.
Author: D N Shanbhag Publisher: Gulf Professional Publishing ISBN: 9780444500144 Category : Mathematics Languages : en Pages : 990
Book Description
This volume in the series contains chapters on areas such as pareto processes, branching processes, inference in stochastic processes, Poisson approximation, Levy processes, and iterated random maps and some classes of Markov processes. Other chapters cover random walk and fluctuation theory, a semigroup representation and asymptomatic behavior of certain statistics of the Fisher-Wright-Moran coalescent, continuous-time ARMA processes, record sequence and their applications, stochastic networks with product form equilibrium, and stochastic processes in insurance and finance. Other subjects include renewal theory, stochastic processes in reliability, supports of stochastic processes of multiplicity one, Markov chains, diffusion processes, and Ito's stochastic calculus and its applications. c. Book News Inc.
Author: W. Y. Tan Publisher: World Scientific ISBN: 9812561390 Category : Mathematics Languages : en Pages : 610
Book Description
- Only book on extensive, deterministic models, statistic models, stochastic models and state space models and statistical methods for HIV epidemic involving IV drug usage and HIV epidemic in homosexual populations. - Provides most recent biological insights into HIV pathogenesis and HIV kinetics at the cellular level, and illustrates how to build up mathematical models based on these biological insights. - Only publication that provides in-depth analysis of HAART treatment protocols and discusses possible improvements to the HAART protocol. The book also provides connection between pharmacokinetics with treatment in HIV-infected individuals.
Author: Ivan Ivanov Publisher: BoD – Books on Demand ISBN: 9535108301 Category : Mathematics Languages : en Pages : 288
Book Description
Stochastic control plays an important role in many scientific and applied disciplines including communications, engineering, medicine, finance and many others. It is one of the effective methods being used to find optimal decision-making strategies in applications. The book provides a collection of outstanding investigations in various aspects of stochastic systems and their behavior. The book provides a self-contained treatment on practical aspects of stochastic modeling and calculus including applications drawn from engineering, statistics, and computer science. Readers should be familiar with basic probability theory and have a working knowledge of stochastic calculus. PhD students and researchers in stochastic control will find this book useful.
Author: Paola Lecca Publisher: Springer Nature ISBN: 3030412555 Category : Medical Languages : en Pages : 90
Book Description
This richly illustrated book presents the objectives of, and the latest techniques for, the identifiability analysis and standard and robust regression analysis of complex dynamical models. The book first provides a definition of complexity in dynamic systems by introducing readers to the concepts of system size, density of interactions, stiff dynamics, and hybrid nature of determination. In turn, it presents the mathematical foundations of and algorithmic procedures for model structural and practical identifiability analysis, multilinear and non-linear regression analysis, and best predictor selection. Although the main fields of application discussed in the book are biochemistry and systems biology, the methodologies described can also be employed in other disciplines such as physics and the environmental sciences. Readers will learn how to deal with problems such as determining the identifiability conditions, searching for an identifiable model, and conducting their own regression analysis and diagnostics without supervision. Featuring a wealth of real-world examples, exercises, and codes in R, the book addresses the needs of doctoral students and researchers in bioinformatics, bioengineering, systems biology, biophysics, biochemistry, the environmental sciences and experimental physics. Readers should be familiar with the fundamentals of probability and statistics (as provided in first-year university courses) and a basic grasp of R.
Author: Mark Davis Publisher: Springer Science & Business Media ISBN: 940094828X Category : Science Languages : en Pages : 405
Book Description
This book aims to provide a unified treatment of input/output modelling and of control for discrete-time dynamical systems subject to random disturbances. The results presented are of wide applica bility in control engineering, operations research, econometric modelling and many other areas. There are two distinct approaches to mathematical modelling of physical systems: a direct analysis of the physical mechanisms that comprise the process, or a 'black box' approach based on analysis of input/output data. The second approach is adopted here, although of course the properties ofthe models we study, which within the limits of linearity are very general, are also relevant to the behaviour of systems represented by such models, however they are arrived at. The type of system we are interested in is a discrete-time or sampled-data system where the relation between input and output is (at least approximately) linear and where additive random dis turbances are also present, so that the behaviour of the system must be investigated by statistical methods. After a preliminary chapter summarizing elements of probability and linear system theory, we introduce in Chapter 2 some general linear stochastic models, both in input/output and state-space form. Chapter 3 concerns filtering theory: estimation of the state of a dynamical system from noisy observations. As well as being an important topic in its own right, filtering theory provides the link, via the so-called innovations representation, between input/output models (as identified by data analysis) and state-space models, as required for much contemporary control theory.
Author: Paul A. Bekker Publisher: Academic Press ISBN: 148321639X Category : Social Science Languages : en Pages : 224
Book Description
Identification, Equivalent Models, and Computer Algebra provides information pertinent to computer algebra. This book presents a brief discussion of the commutation matrix, an operator that plays a role when derivatives have to be evaluated involving symmetric matrices. Organized into eight chapters, this book begins with an overview of the link between identification of a parameter and the existence of a consistent estimator, and the link between identification of a model and the rank of a Jacobian matrix. This text then describes an algorithm for the determination of the exact rank of a parametrized matrix. Other chapters consider the identification in the simultaneous equation model. This book discusses as well the identification assessment in confirmatory factor analysis, a problem related to the simultaneous equations model. The final chapter deals with various computer programs that the enclosed diskette contains. This book is a valuable resource for readers who are interested in computer algebra.
Author: D N Shanbhag Publisher: Gulf Professional Publishing ISBN: 9780444500137 Category : Mathematics Languages : en Pages : 1028
Book Description
This sequel to volume 19 of Handbook on Statistics on Stochastic Processes: Modelling and Simulation is concerned mainly with the theme of reviewing and, in some cases, unifying with new ideas the different lines of research and developments in stochastic processes of applied flavour. This volume consists of 23 chapters addressing various topics in stochastic processes. These include, among others, those on manufacturing systems, random graphs, reliability, epidemic modelling, self-similar processes, empirical processes, time series models, extreme value therapy, applications of Markov chains, modelling with Monte Carlo techniques, and stochastic processes in subjects such as engineering, telecommunications, biology, astronomy and chemistry. particular with modelling, simulation techniques and numerical methods concerned with stochastic processes. The scope of the project involving this volume as well as volume 19 is already clarified in the preface of volume 19. The present volume completes the aim of the project and should serve as an aid to students, teachers, researchers and practitioners interested in applied stochastic processes.
Author: Gerard Meurant
Author: Gerard Meurant
Author: D N Shanbhag
Author: W. Y. Tan
Author: Maybeck
Author: Ivan Ivanov
Author: Paola Lecca
Author: Paul A. Bakker
Author: Mark Davis
Author: Paul A. Bekker
Author: D N Shanbhag