Description
Book SynopsisThis accessible guide to data modeling introduces basic probabilistic concepts, gradually building toward state-of-the art data modeling and analysis techniques. Aimed at students and researchers in the sciences, the text is self-contained and pedagogical, including practical examples and end of chapter problems.
Table of ContentsPart I. Concepts from Modeling, Inference, and Computing: 1. Probabilistic modeling and inference; 2. Dynamical systems and Markov processes; 3. Likelihoods and latent variables; 4. Bayesian inference; 5. Computational inference; Part II. Statistical Models: 6. Regression models; 7. Mixture models; 8. Hidden Markov models; 9. State-space models; 10. Continuous time models*; Part III. Appendix: Appendix A: Notation and other conventions; Appendix B: Numerical random variables; Appendix C: The Kronecker and Dirac deltas; Appendix D: Memoryless distributions; Appendix E: Foundational aspects of probabilistic modeling; Appendix F: Derivation of key relations; References; Index.