Linear Estimation and Detection in Krylov Subspaces
Focuses on the foundations of linear estimation theory which is essential for effective signal processing. In its first part, it gives a comprehensive overview of several key methods like reduced-rank signal processing and Krylov subspace methods of numerical mathematics. Based on the derivation of the multistage Wiener filter in its most general form, the relationship between statistical signal processing and numerical mathematics is presented. In the second part, the theory is applied to iterative multiuser detection receivers (Turbo equalization) which are typically desired in wireless communication systems.
Le raisonnement bayésien : Modélisation et inférence = Bayesian reasoning : Modeling and inference
Describes in detail the practice of the Bayesian statistical approach using many examples chosen for their educational interest. The first part gives the general principles of statistical modeling making it possible to supervise but also to come to the aid of the imagination of the apprentice modeler. By examining examples of increasing difficulty, the reader forges the keys to building their own model. The second part presents the most useful calculation algorithms for estimating the unknowns of the model. Each inference method is presented and illustrated by numerous application cases.
Le choix bayésien: Principes et pratique
Covers the so-called Bayesian approach to statistical inference and in particular its decision-making aspects. The bases of this axiomatics (choice of the a priori, optimal decisions, tests and regions of confidence) are discussed in detail, as well as more recent openings of Bayesian analysis such as the choice of models, the use of numerical methods. Stochastic approximation (MCMC), the theory of noninformative laws (Berger-Bernardo axioms) and the relation to the classical theory of admissibility. Each chapter is completed by an extensive series of exercises of increasing difficulty and by bibliographical notes on the themes addressed. This book can be used in a Master's program in Applied Mathematics, Biometrics, Econometrics or any other program that uses quantitative information processing techniques. It only requires a basic course in probability theory and mathematical statistics as a preliminary.
Complex Nonlinearity : Chaos, Phase Transitions, Topology Change and Path Integrals
The book starts with a textbook-like expose on nonlinear dynamics, attractors and chaos, both temporal and spatio-temporal, including modern techniques of chaos–control. Chapter 2 turns to the edge of chaos, in the form of phase transitions (equilibrium and non-equilibrium, oscillatory, fractal and noise-induced), as well as the related field of synergetics. While the natural stage for linear dynamics comprises of flat, Euclidean geometry (with the corresponding calculation tools from linear algebra and analysis), the natural stage for nonlinear dynamics is curved, Riemannian geometry (with the corresponding tools from nonlinear, tensor algebra and analysis). The extreme nonlinearity – chaos – corresponds to the topology change of this curved geometrical stage, usually called configuration manifold. Chapter 3 elaborates on geometry and topology change in relation with complex nonlinearity and chaos. Chapter 4 develops general nonlinear dynamics, continuous and discrete, deterministic and stochastic, in the unique form of path integrals and their action-amplitude formalism.
Complex decision making : Theory and practice
The increasingly complex environment of today's world, characterized by technological innovation and global communication, generates myriads of possible and actual interactions while limited physical and intellectual resources severely impinge on decision makers, be it in the public or private domains. At the core of the decision-making process is the need for quality information that allows the decision maker to better assess the impact of decisions in terms of outcomes, nonlinear feedback processes and time delays on the performance of the complex system invoked.
Complex and Adaptive Dynamical Systems : A Primer
We are living in an ever more complex world, an epoch where human actions can accordingly acquire far-reaching potentialities. Complex and adaptive dynamical systems are ubiquitous in the world surrounding us and require us to adapt to new realities and the way of dealing with them. This primer has been developed with the aim of conveying a wide range of "commons-sense" knowledge in the field of quantitative complex system science at an introductory level, providing an entry point to this both fascinating and vitally important subject.
Compendium of Theoretical Physics
Mechanics, Electrodynamics, Quantum Mechanics, and Statistical Mechanics and Thermodynamics comprise the canonical undergraduate curriculum of theoretical physics. In Compendium of Theoretical Physics, Armin Wachter and Henning Hoeber offer a concise, rigorous and structured overview that will be invaluable for students preparing for their qualifying examinations, readers needing a supplement to standard textbooks, and research or industrial physicists seeking a bridge between extensive textbooks and formula books. The authors take an axiomatic-deductive approach to each topic, starting the discussion of each theory with its fundamental equations. By subsequently deriving the various physical relationships and laws in logical rather than chronological order, and by using a consistent presentation and notation throughout, they emphasize the connections between the individual theories. The reader’s understanding is then reinforced with exercises, solutions and topic summaries.
Classical Nucleation Theory in Multicomponent Systems
Nucleation is the initial step of every first-order phase transition, and most phase transitions encountered both in everyday life and industrial processes are of the first-order. Using an elegant classical theory based on thermodynamics and kinetics, this book provides a fully detailed picture of multi-component nucleation. As many of the issues concerning multi-component nucleation theory have been solved during the last 10-15 years, it also thoroughly integrates both fundamental theory with recent advances presented in the literature. It covered are: the basic relevant thermodynamics and statistical physics; modelling a molecular cluster as a spherical liquid droplet; predicting the size and composition of the nucleating critical clusters; kinetic models for cluster growth and decay; calculating nucleation rates; and a full derivation and application of nucleation theorems that can be used to extract microscopic cluster properties from nucleation rate measurements.
Classical Methods of Statistics : With Applications in Fusion-Oriented Plasma Physics
Classical Methods of Statistics is a blend of theory and practical statistical methods written for graduate students and researchers interested in applications to plasma physics and its experimental aspects. It can also fruitfully be used by students majoring in probability theory and statistics. In the first part, the mathematical framework and some of the history of the subject are described. Many exercises help readers to understand the underlying concepts. In the second part, two case studies are presented exemplifying discriminant analysis and multivariate profile analysis. The introductions of these case studies outline contextual magnetic plasma fusion research. In the third part, an overview of statistical software is given and, in particular, SAS and S-PLUS are discussed. In the last chapter, several datasets with guided exercises, predominantly from the ASDEX Upgrade tokamak, are included and their physical background is concisely described. The book concludes with a list of essential keyword translations.
Chaos, Nonlinearity, Complexity : The Dynamical Paradigm of Nature
This carefully edited book presents a focused debate on the mathematics and physics of chaos, nonlinearity and complexity in nature. It explores the role of non-extensive statistical mechanics in non-equilibrium thermodynamics, and presents an overview of the strong nonlinearity of chaos and complexity in natural systems that draws on the relevant mathematics from topology, measure-theory, inverse and ill-posed problems, set-valued analysis, and nonlinear functional analysis. It presents a self-contained scientific theory of complexity and complex systems as the steady state of non-equilibrium systems, denoting a homeostatic dynamic equilibrium between stabilizing order and destabilizing disorder.
Chance : The life of games and the game of life
With its many easy-to-follow mathematical examples, this book takes the reader on an almost chronological trip through the fascinating and amazing laws of chance, omnipresent in the natural world and in our daily lives. Along the route many fascinating topics are discussed, such as: challenging probability paradoxes; "paranormal" coincidences; game odds; causes and effects; interpretation of opinion polls; winning chances as a game proceeds; the nature of randomness; entropy and randomness; randomness in life; algorithmic complexity and the undecidability of randomness; possibilities and limitations of learning the laws of a Universe immersed in chance events. This charming book will inform and entertain the scientist and non-scientist alike.
Carbonate Reservoir Characterization : An Integrated Approach
One principal need in petroleum recovery from carbonate reservoirs is the description of the three-dimensional distribution of petrophysical properties in order to improve performance predictions by means of fluid-flow computer simulations. The book focuses on a rock based approach for the integration of geological, petrophysical, and geostatistical methods to construct a reservoir model suitable to input into flow simulation programs. This second edition includes a new chapter on model construction and new examples of limestone, dolostone, and touching-vug reservoir models as well as improved chapters on basic petrophysical properties, rock-fabric/petrophysical relationships, calibration of wireline logs, and sequence stratigraphy.
Browning Agents and Active Particles : Collective Dynamics in the Natural and Social Sciences
Lays out a vision for a coherent framework for understanding complex systems'' (from the foreword by J. Doyne Farmer). By developing the genuine idea of Brownian agents, the author combines concepts from informatics, such as multiagent systems, with approaches of statistical many-particle physics. This way, an efficient method for computer simulations of complex systems is developed which is also accessible to analytical investigations and quantitative predictions. The book demonstrates that Brownian agent models can be successfully applied in many different contexts, ranging from physicochemical pattern formation, to active motion and swarming in biological systems, to self-assembling of networks, evolutionary optimization, urban growth, economic agglomeration and even social systems.
Branch-and-Bound Applications in Combinatorial Data Analysis
There are a variety of combinatorial optimization problems that are relevant to the examination of statistical data. Combinatorial problems arise in the clustering of a collection of objects, the seriation (sequencing or ordering) of objects, and the selection of variables for subsequent multivariate statistical analysis such as regression. The options for choosing a solution strategy in combinatorial data analysis can be overwhelming. Because some problems are too large or intractable for an optimal solution strategy, many researchers develop an over-reliance on heuristic methods to solve all combinatorial problems. However, with increasingly accessible computer power and ever-improving methodologies, optimal solution strategies have gained popularity for their ability to reduce unnecessary uncertainty. In this monograph, optimality is attained for nontrivially sized problems via the branch-and-bound paradigm.
Blind Speech Separation
This is the first book to provide a cutting edge reference to the fascinating topic of blind source separation (BSS) for convolved speech mixtures. Through contributions by the foremost experts on the subject, the book provides an up-to-date account of research findings, explains the underlying theory, and discusses potential applications. The individual chapters are designed to be tutorial in nature with specific emphasis on an in-depth treatment of state of the art techniques. Blind Speech Separation is divided into three parts:Part 1 presents overdetermined or critically determined BSS. Here the main technology is independent component analysis (ICA). ICA is a statistical method for extracting mutually independent sources from their mixtures. Part 2 addresses underdetermined BSS, where there are fewer microphones than source signals. Here, the sparseness of speech sources is very useful; we can utilize time-frequency diversity, where sources are active in different regions of the time-frequency plane.Part 3 presents monaural BSS where there is only one microphone. Here, we can separate a mixture by using the harmonicity and temporal structure of the sources. We can build a probabilistic framework by assuming a source model, and separate a mixture by maximizing the a posteriori probability of the sources.
Bioinformatics and Computational Biology Solutions Using R and Bioconductor
Bioconductor is a widely used open source and open development software project for the analysis and comprehension of data arising from high-throughput experimentation in genomics and molecular biology. Bioconductor is rooted in the open source statistical computing environment R. This volume's coverage is broad and ranges across most of the key capabilities of the Bioconductor project, including: Importation and preprocessing of high-throughput data from microarray, proteomic, and flow cytometry platforms / Curation and delivery of biological metadata for use in statistical modeling and interpretation. / Statistical analysis of high-throughput data, including machine learning and visualization,modeling and visualization of graphs and networks. This book is a dynamic document. Code underlying all of the computations that are shown is made available on a companion website, and readers can reproduce every number, figure, and table on their own computers.
Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series
This book discusses the statistical methods most often applied for such adjustments, ranging from ad hoc procedures to regression-based models. The latter are emphasized, because of their clarity, ease of application, and superior results. Each topic is illustrated with many real case examples. In order to facilitate understanding of their properties and limitations of the methods discussed, a real data example, the Canada Total Retail Trade Series, is followed throughout the book.This book brings together the scattered literature on these topics and presents them using a consistent notation and a unifying view.
Bayesian core : A practical approach to computational Bayesian statistics
This Bayesian modeling book provides an operational methodology for conducting Bayesian inference, rather than focusing on its theoretical justifications. Special attention is paid to the derivation of prior distributions in each case and specific reference solutions are given for each of the models.
Basic theoretical physics : A concise overview
This concise treatment embraces, in four parts, all the main aspects of theoretical physics (I . Mechanics and Basic Relativity, II. Electrodynamics and Aspects of Optics, III. Non-relativistic Quantum Mechanics, IV. Thermodynamics and Statistical Physics). It summarizes the material that every graduate student, physicist working in industry, or physics teacher should master during his or her degree course. It thus serves both as an excellent revision and preparation tool, and as a convenient reference source, covering the whole of theoretical physics. It may also be successfully employed to deepen its readers' insight and add new dimensions to their understanding of these fundamental concepts. Recent topics such as holography and quantum cryptography are included, thus making this a unique contribution to the learning material for theoretical physics.
Asymptotic Theory of Statistics and Probability
An encyclopedic treatment of classic as well as contemporary large sample theory, dealing with both statistical problems and probabilistic issues and tools. It is written in an extremely lucid style, with an emphasis on the conceptual discussion of the importance of a problem and the impact and relevance of the theorems. The book has 34 chapters over a wide range of topics, nearly 600 exercises for practice and instruction, and another 300 worked out examples. It also includes a large compendium of 300 useful inequalities on probability, linear algebra, and analysis that are collected together from numerous sources, as an invaluable reference for researchers in statistics, probability, and mathematics.



















