<電子ブック>
The Elements of Hawkes Processes / by Patrick J. Laub, Young Lee, Thomas Taimre
版 | 1st ed. 2021. |
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出版者 | (Cham : Springer International Publishing : Imprint: Springer) |
出版年 | 2021 |
大きさ | XIV, 133 p. 121 illus., 119 illus. in color : online resource |
著者標目 | *Laub, Patrick J author Lee, Young author Taimre, Thomas author SpringerLink (Online service) |
件 名 | LCSH:Statistics LCSH:Probabilities LCSH:Machine learning FREE:Statistical Theory and Methods FREE:Probability Theory FREE:Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences FREE:Machine Learning |
一般注記 | Background -- Hawes Process Essentials -- Simulation Methods -- Likelihood Methods -- EM Algorithm -- Bayesian Methods -- Spectral Methods -- Goodness of Fit -- Traditional Applications -- Financial and Actuarial Applications -- Biological Applications Hawkes processes are studied and used in a wide range of disciplines: mathematics, social sciences, and earthquake modelling, to name a few. This book presents a selective coverage of the core and recent topics in the broad field of Hawkes processes. It consists of three parts. Parts I and II summarise and provide an overview of core theory (including key simulation methods) and inference methods, complemented by a selection of recent research developments and applications. Part III is devoted to case studies in seismology and finance that connect the core theory and inference methods to practical scenarios. This book is designed primarily for applied probabilists, statisticians, and machine learners. However, the mathematical prerequisites have been kept to a minimum so that the content will also be of interest to undergraduates in advanced mathematics and statistics, as well as machine learning practitioners. Knowledge of matrix theory with basics of probability theory, including Poisson processes, is considered a prerequisite. Colour-blind-friendly illustrations are included HTTP:URL=https://doi.org/10.1007/978-3-030-84639-8 |
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電子ブック | 配架場所 | 資料種別 | 巻 次 | 請求記号 | 状 態 | 予約 | コメント | ISBN | 刷 年 | 利用注記 | 指定図書 | 登録番号 |
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電子ブック | オンライン | 電子ブック |
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Springer eBooks | 9783030846398 |
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電子リソース |
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EB00201076 |