Decision theory [[electronic resource] ] : principles and approaches / / Giovanni Parmigiani, Lurdes Y.T. Inoue, Hedibert F. Lopes |
Autore | Parmigiani G (Giovanni) |
Edizione | [1st edition] |
Pubbl/distr/stampa | Chichester, West Sussex, : John Wiley & Sons, c2009 |
Descrizione fisica | 1 online resource (404 p.) |
Disciplina |
519.5
519.5/42 519.542 |
Altri autori (Persone) |
InoueLurdes Y. T <1970-> (Lurdes Yoshiko Tani)
LopezHedibert Freitas |
Collana | Wiley Series in Probability and Statistics |
Soggetto topico |
Statistical decision
Axiomatic set theory Experimental design |
ISBN |
0-470-74668-8
1-282-13828-6 9786612138287 0-470-74667-X |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Decision Theory; Contents; Preface; Acknowledgments; 1 Introduction; 1.1 Controversies; 1.2 A guided tour of decision theory; Part One Foundations; 2 Coherence; 2.1 The "Dutch Book" theorem; 2.1.1 Betting odds; 2.1.2 Coherence and the axioms of probability; 2.1.3 Coherent conditional probabilities; 2.1.4 The implications of Dutch Book theorems; 2.2 Temporal coherence; 2.3 Scoring rules and the axioms of probabilities; 2.4 Exercises; 3 Utility; 3.1 St. Petersburg paradox; 3.2 Expected utility theory and the theory of means; 3.2.1 Utility and means; 3.2.2 Associative means
3.2.3 Functional means3.3 The expected utility principle; 3.4 The von Neumann-Morgenstern representation theorem; 3.4.1 Axioms; 3.4.2 Representation of preferences via expected utility; 3.5 Allais' criticism; 3.6 Extensions; 3.7 Exercises; 4 Utility in action; 4.1 The "standard gamble"; 4.2 Utility of money; 4.2.1 Certainty equivalents; 4.2.2 Risk aversion; 4.2.3 A measure of risk aversion; 4.3 Utility functions for medical decisions; 4.3.1 Length and quality of life; 4.3.2 Standard gamble for health states; 4.3.3 The time trade-off methods; 4.3.4 Relation between QALYs and utilities 4.3.5 Utilities for time in ill health4.3.6 Difficulties in assessing utility; 4.4 Exercises; 5 Ramsey and Savage; 5.1 Ramsey's theory; 5.2 Savage's theory; 5.2.1 Notation and overview; 5.2.2 The sure thing principle; 5.2.3 Conditional and a posteriori preferences; 5.2.4 Subjective probability; 5.2.5 Utility and expected utility; 5.3 Allais revisited; 5.4 Ellsberg paradox; 5.5 Exercises; 6 State independence; 6.1 Horse lotteries; 6.2 State-dependent utilities; 6.3 State-independent utilities; 6.4 Anscombe-Aumann representation theorem; 6.5 Exercises; Part Two Statistical Decision Theory 7 Decision functions7.1 Basic concepts; 7.1.1 The loss function; 7.1.2 Minimax; 7.1.3 Expected utility principle; 7.1.4 Illustrations; 7.2 Data-based decisions; 7.2.1 Risk; 7.2.2 Optimality principles; 7.2.3 Rationality principles and the Likelihood Principle; 7.2.4 Nuisance parameters; 7.3 The travel insurance example; 7.4 Randomized decision rules; 7.5 Classification and hypothesis tests; 7.5.1 Hypothesis testing; 7.5.2 Multiple hypothesis testing; 7.5.3 Classification; 7.6 Estimation; 7.6.1 Point estimation; 7.6.2 Interval inference; 7.7 Minimax-Bayes connections; 7.8 Exercises 8 Admissibility8.1 Admissibility and completeness; 8.2 Admissibility and minimax; 8.3 Admissibility and Bayes; 8.3.1 Proper Bayes rules; 8.3.2 Generalized Bayes rules; 8.4 Complete classes; 8.4.1 Completeness and Bayes; 8.4.2 Sufficiency and the Rao-Blackwell inequality; 8.4.3 The Neyman-Pearson lemma; 8.5 Using the same α level across studies with different sample sizes is inadmissible; 8.6 Exercises; 9 Shrinkage; 9.1 The Stein effect; 9.2 Geometric and empirical Bayes heuristics; 9.2.1 Is x too big for θ?; 9.2.2 Empirical Bayes shrinkage; 9.3 General shrinkage functions 9.3.1 Unbiased estimation of the risk of x + g(x) |
Record Nr. | UNINA-9910840749303321 |
Parmigiani G (Giovanni)
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Chichester, West Sussex, : John Wiley & Sons, c2009 | ||
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Lo trovi qui: Univ. Federico II | ||
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Decision-making and action [[electronic resource] /] / Jean-Charles Pomerol |
Autore | Pomerol Jean-Charles |
Pubbl/distr/stampa | London, : ISTE Ltd. |
Descrizione fisica | 1 online resource (287 p.) |
Disciplina |
519.5/42
519.542 620.1126 |
Collana | ISTE |
Soggetto topico |
Statistical decision
Decision making |
ISBN |
1-118-56169-4
1-299-18711-0 1-118-58809-6 1-118-58806-1 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Decision-Making and Action; Title Page; Copyright Page; Table of Contents; Introduction; Chapter 1. What is a Decision, or What Does Decision Theory Have to Teach Us?; 1.1. Actions and events; 1.2. Probabilities; 1.3. Expected utility; 1.4. Subjective probabilities and rationality of the decision; 1.5. Caveats and recommendations; 1.5.1. Distinction between actions and events; 1.5.2. Distinction between decisions and results; 1.5.3. Expectancy-based reasoning; 1.5.4. Identification of all the probabilities and all the possible events.; Chapter 2. Scenarios and Conditional Probabilities
2.1. Scenarios2.2. Compound probabilities; 2.3. Scenarios and conditional probabilities; 2.4. Decision tree; 2.5. Scenarios, information and pragmatics; 2.6. Pursuance of the scenarios and the ""just one more push""; 2.7. Conditional probabilities and accidents; 2.8. Caveats and recommendations; 2.8.1. Robustness of the result; 2.8.2. Updating the scenarios and conditional probabilities; 2.8.3. Slight probabilities; 2.8.4. Re-evaluation of decisions; 2.8.5. Knowing how to lose Chapter 3. The Process of Decision-Making and its Rationality, or What Does Artificial Intelligence Have to Teach Us?3.1. A decision as a problem; 3.2. Decision table; 3.3. The general process of decision-making; 3.4. Case-based reasoning; 3.5. The Olympian point-of-view, and H. Simon's view; 3.6. Information; 3.7. Limited rationality; 3.8. Heuristics; 3.9. Cognitive limitation; 3.10. Feedback on rationality in decisions; 3.11. Caveats and recommendations; 3.11.1. Be imaginative; 3.11.2. Stay on top of the problem and of time; 3.11.3. Filter the information; 3.11.4. Take a retrospective view 3.11.5. Be reactive rather than optimal3.11.6. Constantly re-evaluate your objectives; Chapter 4. Intuition, Emotion, Recognition and Reasoning or, What Does the Neurobiology of Decision-Making Have to Teach Us?; 4.1. Introduction; 4.2. Animal ""decision""; 4.3. Recognition-primed decision; 4.4. The brain and emotion; 4.5. Short-term, long-term; 4.6. The Bayesian brain; 4.7. Caveats and recommendations; 4.7.1. Beware of the emotions generated by recognition of decisional patterns; 4.7.2. Structure the knowledge; 4.7.3. The colors of the projection 4.7.4. Introduce learning into recognition-based learning systemsChapter 5. Decision-Making in the Presence of Conflicting Criteria, or What Does a Multicriterion Decision Aid Have to Teach Us?; 5.1. Preference structures; 5.2. Multicriterion decision aid; 5.3. Weighted sum aggregation; 5.4. Other aggregation methods; 5.5. Aggregation of votes; 5.6. Social choice and collective decision; 5.7. Individual reactions to multicriterion decision-making; 5.8. Constraints and multicriterion decision-making in organizations; 5.9. Caveats and recommendations 5.9.1. Finding a compromise between the different Pareto optima |
Record Nr. | UNINA-9910141495103321 |
Pomerol Jean-Charles
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London, : ISTE Ltd. | ||
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Lo trovi qui: Univ. Federico II | ||
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Examples in Markov decision processes [[electronic resource] /] / A. B. Piunovskiy |
Autore | Piunovskiy A. B |
Pubbl/distr/stampa | London, : Imperial College Press |
Descrizione fisica | 1 online resource (308 p.) |
Disciplina | 519.233 |
Collana | Imperial College Press optimization series |
Soggetto topico |
Markov processes
Statistical decision |
Soggetto genere / forma | Electronic books. |
ISBN |
1-299-28108-7
1-84816-794-6 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; Preface; 1. Finite-Horizon Models; 1.1 Preliminaries; 1.2 Model Description; 1.3 Dynamic Programming Approach; 1.4 Examples; 1.4.1 Non-transitivity of the correlation; 1.4.2 The more frequently used control is not better; 1.4.3 Voting; 1.4.4 The secretary problem; 1.4.5 Constrained optimization; 1.4.6 Equivalent Markov selectors in non-atomic MDPs; 1.4.7 Strongly equivalent Markov selectors in nonatomic MDPs; 1.4.8 Stock exchange; 1.4.9 Markov or non-Markov strategy? Randomized or not? When is the Bellman principle violated?; 1.4.10 Uniformly optimal, but not optimal strategy
1.4.11 Martingales and the Bellman principle1.4.12 Conventions on expectation and infinities; 1.4.13 Nowhere-differentiable function vt(x); discontinuous function vt(x); 1.4.14 The non-measurable Bellman function; 1.4.15 No one strategy is uniformly -optimal; 1.4.16 Semi-continuous model; 2. Homogeneous Infinite-Horizon Models: Expected Total Loss; 2.1 Homogeneous Non-discounted Model; 2.2 Examples; 2.2.1 Mixed Strategies; 2.2.2 Multiple solutions to the optimality equation; 2.2.3 Finite model: multiple solutions to the optimality equation; conserving but not equalizing strategy 2.2.4 The single conserving strategy is not equalizing and not optimal2.2.5 When strategy iteration is not successful; 2.2.6 When value iteration is not successful; 2.2.7 When value iteration is not successful: positive model I; 2.2.8 When value iteration is not successful: positive model II; 2.2.9 Value iteration and stability in optimal stopping problems; 2.2.10 A non-equalizing strategy is uniformly optimal; 2.2.11 A stationary uniformly -optimal selector does not exist (positive model); 2.2.12 A stationary uniformly -optimal selector does not exist (negative model) 2.2.13 Finite-action negative model where a stationary uniformly -optimal selector does not exist2.2.14 Nearly uniformly optimal selectors in negative models; 2.2.15 Semi-continuous models and the blackmailer's dilemma; 2.2.16 Not a semi-continuous model; 2.2.17 The Bellman function is non-measurable and no one strategy is uniformly -optimal; 2.2.18 A randomized strategy is better than any selector (finite action space); 2.2.19 The fluid approximation does not work; 2.2.20 The fluid approximation: refined model; 2.2.21 Occupation measures: phantom solutions 2.2.22 Occupation measures in transient models2.2.23 Occupation measures and duality; 2.2.24 Occupation measures: compactness; 2.2.25 The bold strategy in gambling is not optimal (house limit); 2.2.26 The bold strategy in gambling is not optimal (inflation); 2.2.27 Search strategy for a moving target; 2.2.28 The three-way duel ("Truel"); 3. Homogeneous Infinite-Horizon Models: Discounted Loss; 3.1 Preliminaries; 3.2 Examples; 3.2.1 Phantom solutions of the optimality equation; 3.2.2 When value iteration is not successful: positive model 3.2.3 A non-optimal strategy for which v x solves the optimality equation |
Record Nr. | UNINA-9910465390503321 |
Piunovskiy A. B
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||
London, : Imperial College Press | ||
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Lo trovi qui: Univ. Federico II | ||
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Examples in Markov decision processes [[electronic resource] /] / A. B. Piunovskiy |
Autore | Piunovskiy A. B |
Pubbl/distr/stampa | London, : Imperial College Press |
Descrizione fisica | 1 online resource (308 p.) |
Disciplina | 519.233 |
Collana | Imperial College Press optimization series |
Soggetto topico |
Markov processes
Statistical decision |
ISBN |
1-299-28108-7
1-84816-794-6 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; Preface; 1. Finite-Horizon Models; 1.1 Preliminaries; 1.2 Model Description; 1.3 Dynamic Programming Approach; 1.4 Examples; 1.4.1 Non-transitivity of the correlation; 1.4.2 The more frequently used control is not better; 1.4.3 Voting; 1.4.4 The secretary problem; 1.4.5 Constrained optimization; 1.4.6 Equivalent Markov selectors in non-atomic MDPs; 1.4.7 Strongly equivalent Markov selectors in nonatomic MDPs; 1.4.8 Stock exchange; 1.4.9 Markov or non-Markov strategy? Randomized or not? When is the Bellman principle violated?; 1.4.10 Uniformly optimal, but not optimal strategy
1.4.11 Martingales and the Bellman principle1.4.12 Conventions on expectation and infinities; 1.4.13 Nowhere-differentiable function vt(x); discontinuous function vt(x); 1.4.14 The non-measurable Bellman function; 1.4.15 No one strategy is uniformly -optimal; 1.4.16 Semi-continuous model; 2. Homogeneous Infinite-Horizon Models: Expected Total Loss; 2.1 Homogeneous Non-discounted Model; 2.2 Examples; 2.2.1 Mixed Strategies; 2.2.2 Multiple solutions to the optimality equation; 2.2.3 Finite model: multiple solutions to the optimality equation; conserving but not equalizing strategy 2.2.4 The single conserving strategy is not equalizing and not optimal2.2.5 When strategy iteration is not successful; 2.2.6 When value iteration is not successful; 2.2.7 When value iteration is not successful: positive model I; 2.2.8 When value iteration is not successful: positive model II; 2.2.9 Value iteration and stability in optimal stopping problems; 2.2.10 A non-equalizing strategy is uniformly optimal; 2.2.11 A stationary uniformly -optimal selector does not exist (positive model); 2.2.12 A stationary uniformly -optimal selector does not exist (negative model) 2.2.13 Finite-action negative model where a stationary uniformly -optimal selector does not exist2.2.14 Nearly uniformly optimal selectors in negative models; 2.2.15 Semi-continuous models and the blackmailer's dilemma; 2.2.16 Not a semi-continuous model; 2.2.17 The Bellman function is non-measurable and no one strategy is uniformly -optimal; 2.2.18 A randomized strategy is better than any selector (finite action space); 2.2.19 The fluid approximation does not work; 2.2.20 The fluid approximation: refined model; 2.2.21 Occupation measures: phantom solutions 2.2.22 Occupation measures in transient models2.2.23 Occupation measures and duality; 2.2.24 Occupation measures: compactness; 2.2.25 The bold strategy in gambling is not optimal (house limit); 2.2.26 The bold strategy in gambling is not optimal (inflation); 2.2.27 Search strategy for a moving target; 2.2.28 The three-way duel ("Truel"); 3. Homogeneous Infinite-Horizon Models: Discounted Loss; 3.1 Preliminaries; 3.2 Examples; 3.2.1 Phantom solutions of the optimality equation; 3.2.2 When value iteration is not successful: positive model 3.2.3 A non-optimal strategy for which v x solves the optimality equation |
Record Nr. | UNINA-9910792049603321 |
Piunovskiy A. B
![]() |
||
London, : Imperial College Press | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Examples in Markov decision processes [[electronic resource] /] / A. B. Piunovskiy |
Autore | Piunovskiy A. B |
Pubbl/distr/stampa | London, : Imperial College Press |
Descrizione fisica | 1 online resource (308 p.) |
Disciplina | 519.233 |
Collana | Imperial College Press optimization series |
Soggetto topico |
Markov processes
Statistical decision |
ISBN |
1-299-28108-7
1-84816-794-6 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; Preface; 1. Finite-Horizon Models; 1.1 Preliminaries; 1.2 Model Description; 1.3 Dynamic Programming Approach; 1.4 Examples; 1.4.1 Non-transitivity of the correlation; 1.4.2 The more frequently used control is not better; 1.4.3 Voting; 1.4.4 The secretary problem; 1.4.5 Constrained optimization; 1.4.6 Equivalent Markov selectors in non-atomic MDPs; 1.4.7 Strongly equivalent Markov selectors in nonatomic MDPs; 1.4.8 Stock exchange; 1.4.9 Markov or non-Markov strategy? Randomized or not? When is the Bellman principle violated?; 1.4.10 Uniformly optimal, but not optimal strategy
1.4.11 Martingales and the Bellman principle1.4.12 Conventions on expectation and infinities; 1.4.13 Nowhere-differentiable function vt(x); discontinuous function vt(x); 1.4.14 The non-measurable Bellman function; 1.4.15 No one strategy is uniformly -optimal; 1.4.16 Semi-continuous model; 2. Homogeneous Infinite-Horizon Models: Expected Total Loss; 2.1 Homogeneous Non-discounted Model; 2.2 Examples; 2.2.1 Mixed Strategies; 2.2.2 Multiple solutions to the optimality equation; 2.2.3 Finite model: multiple solutions to the optimality equation; conserving but not equalizing strategy 2.2.4 The single conserving strategy is not equalizing and not optimal2.2.5 When strategy iteration is not successful; 2.2.6 When value iteration is not successful; 2.2.7 When value iteration is not successful: positive model I; 2.2.8 When value iteration is not successful: positive model II; 2.2.9 Value iteration and stability in optimal stopping problems; 2.2.10 A non-equalizing strategy is uniformly optimal; 2.2.11 A stationary uniformly -optimal selector does not exist (positive model); 2.2.12 A stationary uniformly -optimal selector does not exist (negative model) 2.2.13 Finite-action negative model where a stationary uniformly -optimal selector does not exist2.2.14 Nearly uniformly optimal selectors in negative models; 2.2.15 Semi-continuous models and the blackmailer's dilemma; 2.2.16 Not a semi-continuous model; 2.2.17 The Bellman function is non-measurable and no one strategy is uniformly -optimal; 2.2.18 A randomized strategy is better than any selector (finite action space); 2.2.19 The fluid approximation does not work; 2.2.20 The fluid approximation: refined model; 2.2.21 Occupation measures: phantom solutions 2.2.22 Occupation measures in transient models2.2.23 Occupation measures and duality; 2.2.24 Occupation measures: compactness; 2.2.25 The bold strategy in gambling is not optimal (house limit); 2.2.26 The bold strategy in gambling is not optimal (inflation); 2.2.27 Search strategy for a moving target; 2.2.28 The three-way duel ("Truel"); 3. Homogeneous Infinite-Horizon Models: Discounted Loss; 3.1 Preliminaries; 3.2 Examples; 3.2.1 Phantom solutions of the optimality equation; 3.2.2 When value iteration is not successful: positive model 3.2.3 A non-optimal strategy for which v x solves the optimality equation |
Record Nr. | UNINA-9910826635703321 |
Piunovskiy A. B
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London, : Imperial College Press | ||
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Lo trovi qui: Univ. Federico II | ||
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Exponential genus problems in one-relator products of groups / / A. J. Duncan |
Autore | Duncan A. J (Andrew James), <1954-> |
Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , 2007 |
Descrizione fisica | 1 online resource (170 p.) |
Disciplina | 512/.2 |
Collana | Memoirs of the American Mathematical Society |
Soggetto topico |
Geometric group theory
Statistical decision Free products (Group theory) Equations, Quadratic |
Soggetto genere / forma | Electronic books. |
ISBN | 1-4704-0477-X |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
""Contents""; ""Chapter 1. Introduction""; ""Chapter 2. Quadratic Words""; ""Chapter 3. Quadratic Exponential Equations and L-genus""; ""1. Quadratic Exponential Equations""; ""2. Quadratic Equations and Genus""; ""Chapter 4. Resolutions of Quadratic Equations""; ""Chapter 5. Decision Problems""; ""1. Decision Problems and Quadratic Exponential Equations""; ""2. Decision Problems in Free Products and One-Relator Products""; ""Chapter 6. Pictures""; ""1. Sketches and Pictures""; ""2. Boundary Intervals""; ""3. Bridge Moves and Vertex Cancellation""
""4. Parallel Arcs and the Graph of a Picture""""5. Routes and Distance""; ""6. Pictures and Equations""; ""Chapter 7. Corridors""; ""1. Square Pictures and Corridors""; ""2. Z-Cancellation""; ""3. Corridor-Sections""; ""4. Z-Insertion""; ""5. The Z-Graph""; ""Chapter 8. Angle assignment""; ""Chapter 9. Curvature""; ""Chapter 10. Configurations C""; ""Chapter 11. Configurations D""; ""Chapter 12. Final Angle Adjustment""; ""Chapter 13. Isoperimetry""; ""Chapter 14. Proof of Theorem 5.9""; ""Bibliography"" |
Record Nr. | UNINA-9910480877403321 |
Duncan A. J (Andrew James), <1954->
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Providence, Rhode Island : , : American Mathematical Society, , 2007 | ||
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Lo trovi qui: Univ. Federico II | ||
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Exponential genus problems in one-relator products of groups / / A. J. Duncan |
Autore | Duncan A. J (Andrew James), <1954-> |
Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , 2007 |
Descrizione fisica | 1 online resource (170 p.) |
Disciplina | 512/.2 |
Collana | Memoirs of the American Mathematical Society |
Soggetto topico |
Geometric group theory
Statistical decision Free products (Group theory) Equations, Quadratic |
ISBN | 1-4704-0477-X |
Classificazione | 31.21 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
""Contents""; ""Chapter 1. Introduction""; ""Chapter 2. Quadratic Words""; ""Chapter 3. Quadratic Exponential Equations and L-genus""; ""1. Quadratic Exponential Equations""; ""2. Quadratic Equations and Genus""; ""Chapter 4. Resolutions of Quadratic Equations""; ""Chapter 5. Decision Problems""; ""1. Decision Problems and Quadratic Exponential Equations""; ""2. Decision Problems in Free Products and One-Relator Products""; ""Chapter 6. Pictures""; ""1. Sketches and Pictures""; ""2. Boundary Intervals""; ""3. Bridge Moves and Vertex Cancellation""
""4. Parallel Arcs and the Graph of a Picture""""5. Routes and Distance""; ""6. Pictures and Equations""; ""Chapter 7. Corridors""; ""1. Square Pictures and Corridors""; ""2. Z-Cancellation""; ""3. Corridor-Sections""; ""4. Z-Insertion""; ""5. The Z-Graph""; ""Chapter 8. Angle assignment""; ""Chapter 9. Curvature""; ""Chapter 10. Configurations C""; ""Chapter 11. Configurations D""; ""Chapter 12. Final Angle Adjustment""; ""Chapter 13. Isoperimetry""; ""Chapter 14. Proof of Theorem 5.9""; ""Bibliography"" |
Record Nr. | UNINA-9910788744003321 |
Duncan A. J (Andrew James), <1954->
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Providence, Rhode Island : , : American Mathematical Society, , 2007 | ||
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Lo trovi qui: Univ. Federico II | ||
|
Exponential genus problems in one-relator products of groups / / A. J. Duncan |
Autore | Duncan A. J (Andrew James), <1954-> |
Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , 2007 |
Descrizione fisica | 1 online resource (170 p.) |
Disciplina | 512/.2 |
Collana | Memoirs of the American Mathematical Society |
Soggetto topico |
Geometric group theory
Statistical decision Free products (Group theory) Equations, Quadratic |
ISBN | 1-4704-0477-X |
Classificazione | 31.21 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
""Contents""; ""Chapter 1. Introduction""; ""Chapter 2. Quadratic Words""; ""Chapter 3. Quadratic Exponential Equations and L-genus""; ""1. Quadratic Exponential Equations""; ""2. Quadratic Equations and Genus""; ""Chapter 4. Resolutions of Quadratic Equations""; ""Chapter 5. Decision Problems""; ""1. Decision Problems and Quadratic Exponential Equations""; ""2. Decision Problems in Free Products and One-Relator Products""; ""Chapter 6. Pictures""; ""1. Sketches and Pictures""; ""2. Boundary Intervals""; ""3. Bridge Moves and Vertex Cancellation""
""4. Parallel Arcs and the Graph of a Picture""""5. Routes and Distance""; ""6. Pictures and Equations""; ""Chapter 7. Corridors""; ""1. Square Pictures and Corridors""; ""2. Z-Cancellation""; ""3. Corridor-Sections""; ""4. Z-Insertion""; ""5. The Z-Graph""; ""Chapter 8. Angle assignment""; ""Chapter 9. Curvature""; ""Chapter 10. Configurations C""; ""Chapter 11. Configurations D""; ""Chapter 12. Final Angle Adjustment""; ""Chapter 13. Isoperimetry""; ""Chapter 14. Proof of Theorem 5.9""; ""Bibliography"" |
Record Nr. | UNINA-9910827663403321 |
Duncan A. J (Andrew James), <1954->
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Providence, Rhode Island : , : American Mathematical Society, , 2007 | ||
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Lo trovi qui: Univ. Federico II | ||
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Fundamentals of statistical exponential families : with applications in statistical decision theory / Lawrence D. Brown |
Autore | Brown, Lawrence D. |
Pubbl/distr/stampa | Hayward, Calif. : IMS (Institute of Mathematical Statistics), c1986 |
Descrizione fisica | x, 283 p. : ill. ; 26 cm. |
Disciplina | 519.5 |
Collana | Lecture notes-monograph series ; 9 |
Soggetto topico |
Exponential families (Statistics)
Statistical decision |
ISBN | 0940600102 |
Classificazione |
AMS 62C07
AMS 62C15 AMS 62E10 AMS 62F10 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISALENTO-991000920909707536 |
Brown, Lawrence D.
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Hayward, Calif. : IMS (Institute of Mathematical Statistics), c1986 | ||
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Lo trovi qui: Univ. del Salento | ||
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Fundamentals of statistical exponential families : with applications in statistical decision theory |
Autore | Brown Lawrence D |
Pubbl/distr/stampa | [Place of publication not identified], : Institute of Mathematical Statistics, 1986 |
Disciplina | 519.5/42 |
Collana | Lecture notes-monograph series Fundamentals of statistical exponential families |
Soggetto topico |
Exponential families (Statistics)
Statistical decision Mathematics Physical Sciences & Mathematics Mathematical Statistics |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910482880703321 |
Brown Lawrence D
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[Place of publication not identified], : Institute of Mathematical Statistics, 1986 | ||
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Lo trovi qui: Univ. Federico II | ||
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