-20%
Bayesian Optimization and Data Science
Original price was: ₹6,033.00.₹4,827.00Current price is: ₹4,827.00.
Gives readers an idea of the potential of the application of Bayesian Optimization to both traditional feels and emerging ones Provides full and updated coverage of the areas of constrained Bayesian Optimization and Safe Bayesian Optimization Covers software resources, allowing readers to make informed and educated choices among the different platforms available to set up Bayesian Optimization components in academic and industrial activities Allows a full understanding of the basic algorithmic framework, including recent proposals about acquisition functions
-20%
Bayesian Optimization and Data Science
Original price was: ₹6,033.00.₹4,827.00Current price is: ₹4,827.00.
Gives readers an idea of the potential of the application of Bayesian Optimization to both traditional feels and emerging ones Provides full and updated coverage of the areas of constrained Bayesian Optimization and Safe Bayesian Optimization Covers software resources, allowing readers to make informed and educated choices among the different platforms available to set up Bayesian Optimization components in academic and industrial activities Allows a full understanding of the basic algorithmic framework, including recent proposals about acquisition functions
-20%
Case Studies in Applied Bayesian Data Science: CIRM Jean-Morlet Chair, Fall 2018
Original price was: ₹7,596.00.₹6,078.00Current price is: ₹6,078.00.
Presenting a range of substantive applied problems within Bayesian Statistics along with their Bayesian solutions, this book arises from a research program at CIRM in France in the second semester of 2018, which supported Kerrie Mengersen as a visiting Jean-Morlet Chair and Pierre Pudlo as the local Research Professor.
-20%
Case Studies in Applied Bayesian Data Science: CIRM Jean-Morlet Chair, Fall 2018
Original price was: ₹7,596.00.₹6,078.00Current price is: ₹6,078.00.
Presenting a range of substantive applied problems within Bayesian Statistics along with their Bayesian solutions, this book arises from a research program at CIRM in France in the second semester of 2018, which supported Kerrie Mengersen as a visiting Jean-Morlet Chair and Pierre Pudlo as the local Research Professor.
-20%
Stochastic Disorder Problems
Original price was: ₹12,809.00.₹10,248.00Current price is: ₹10,248.00.
This monograph focuses on those stochastic quickest detection tasks in disorder problems that arise in the dynamical analysis of statistical data. These include quickest detection of randomly appearing targets, of spontaneously arising effects, and of arbitrage (in financial mathematics). There is also currently great interest in quickest detection methods for randomly occurring intrusions in information systems and in the design of defense methods against cyber-attacks. The author shows that the majority of quickest detection problems can be reformulated as optimal stopping problems where the stopping time is the moment the occurrence of disorder is signaled. Thus, considerable attention is devoted to the general theory of optimal stopping rules, and to its concrete problem-solving methods.The exposition covers both the discrete time case, which is in principle relatively simple and allows step-by-step considerations, and the continuous-time case, which often requires more technical machinery such as martingales, supermartingales, and stochastic integrals. There is a focus on the well-developed apparatus of Brownian motion, which enables the exact solution of many problems. The last chapter presents applications to financial markets.Researchers and graduate students interested in probability, decision theory and statistical sequential analysis will find this book useful.
-20%
Stochastic Disorder Problems
Original price was: ₹12,809.00.₹10,248.00Current price is: ₹10,248.00.
This monograph focuses on those stochastic quickest detection tasks in disorder problems that arise in the dynamical analysis of statistical data. These include quickest detection of randomly appearing targets, of spontaneously arising effects, and of arbitrage (in financial mathematics). There is also currently great interest in quickest detection methods for randomly occurring intrusions in information systems and in the design of defense methods against cyber-attacks. The author shows that the majority of quickest detection problems can be reformulated as optimal stopping problems where the stopping time is the moment the occurrence of disorder is signaled. Thus, considerable attention is devoted to the general theory of optimal stopping rules, and to its concrete problem-solving methods.The exposition covers both the discrete time case, which is in principle relatively simple and allows step-by-step considerations, and the continuous-time case, which often requires more technical machinery such as martingales, supermartingales, and stochastic integrals. There is a focus on the well-developed apparatus of Brownian motion, which enables the exact solution of many problems. The last chapter presents applications to financial markets.Researchers and graduate students interested in probability, decision theory and statistical sequential analysis will find this book useful.