Mathematical theory of bayesian statistics

Watanabe, Sumio

Mathematical theory of bayesian statistics - Boca Raton CRC Press 2018 - ix, 319 p.

Mathematical Theory of Bayesian Statistics introduces the mathematical foundation of Bayesian inference which is well-known to be more accurate in many real-world problems than the maximum likelihood method. Recent research has uncovered several mathematical laws in Bayesian statistics, by which both the generalization loss and the marginal likelihood are estimated even if the posterior distribution cannot be approximated by any normal distribution.

(https://www.routledge.com/Mathematical-Theory-of-Bayesian-Statistics/Watanabe/p/book/9780367734817)

9780367734817


Bayesian statistical decision theory
Applied mathematics
Psychology - Methodology

519.542 / WAT

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