Emerging technologies generate data sets of increased size and complexity that require new or updated statistical inferential methods and scalable, reproducible software. These data sets often invol……続きを見る
Stochastic mechanics is a theory that holds great promise in resolving the mathematical and interpretational issues encountered in the canonical and path integral formulations of quantum theories. I……続きを見る
This Open Access book reviews recent theoretical and numerical developments in nonlinear model order reduction in continuum mechanics, being addressed to Master and PhD students, as well as to resea……続きを見る
This is the most comprehensive survey of the mathematical life of the legendary Paul Erdős (1913-1996), one of the most versatile and prolific mathematicians of our time. For the first time, all the……続きを見る
This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original mater……続きを見る
This open access proceedings volume brings selected, peer-reviewed contributions presented at the Third Stochastic Transport in Upper Ocean Dynamics (STUOD) 2022 Workshop, held virtually and in pers……続きを見る
This comprehensive open access book enables readers to discover the essential techniques for load forecasting in electricity networks, particularly for active distribution networks.
From statistical……続きを見る
出版社: Springer International Publishing
発売日: 2023年01月14日
This open access proceedings volume brings selected, peer-reviewed contributions presented at the Stochastic Transport in Upper Ocean Dynamics (STUOD) 2021 Workshop, held virtually and in person at ……続きを見る
This book presents the fundamentals of stochastic thermodynamics, one of the most central subjects in non-equilibrium statistical mechanics. It also explores many recent advances, e.g., in informati……続きを見る
In this "important and comprehensive" guide to statistical thinking (New Yorker), discover how data literacy is changing the world and gives you a better understanding of life’s biggest problems.
St……続きを見る
This open access book provides a comprehensive treatment of recent developments in kernel-based identification that are of interest to anyone engaged in learning dynamic systems from data. The reade……続きを見る
This book covers seismic probabilistic risk assessment (S-PRA) and related studies which have become more important to increase the safety of nuclear facilities against earthquakes and tsunamis in t……続きを見る
出版社: Springer International Publishing
発売日: 2022年04月28日
This open access book provides an introduction to uncertainty quantification in engineering. Starting with preliminaries on Bayesian statistics and Monte Carlo methods, followed by material on imprec……続きを見る
出版社: Springer International Publishing
発売日: 2022年05月02日
This open access book collects expert contributions on actuarial modelling and related topics, from machine learning to legal aspects, and reflects on possible insurance designs during an epidemic/p……続きを見る
著者:Karl Svozil
出版社: Springer International Publishing
発売日: 2022年04月29日
This open access book addresses the physical phenomenon of events that seem to occur spontaneously and without any known cause. These are to be contrasted with events that happen in a (pre-)determin……続きを見る
This open access book focuses on robot introspection, which has a direct impact on physical human–robot interaction and long-term autonomy, and which can benefit from autonomous anomaly monitoring a……続きを見る
著者:Asaf Nachmias
出版社: Springer International Publishing
発売日: 2022年05月02日
This open access book focuses on the interplay between random walks on planar maps and Koebe’s circle packing theorem. Further topics covered include electric networks, the He–Schramm theorem on inf……続きを見る
著者:Jean Walrand
出版社: Springer International Publishing
発売日: 2022年04月15日
This revised textbook motivates and illustrates the techniques of applied probability by applications in electrical engineering and computer science (EECS). The author presents information processin……続きを見る
出版社: Springer International Publishing
発売日: 2022年04月29日
This book presents a multidisciplinary perspective on chance, with contributions from distinguished researchers in the areas of biology, cognitive neuroscience, economics, genetics, general history,……続きを見る
出版社: Springer International Publishing
発売日: 2022年04月28日
These Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers in the fields of finance, energy, stochastics and risk, who present ……続きを見る
This book demonstrates how nonlinear/non-Gaussian Bayesian time series estimation methods were used to produce a probability distribution of potential MH370 flight paths. It provides details of how ……続きを見る
出版社: Springer International Publishing
発売日: 2022年04月29日
This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The contributions, written by leading researchers in the field as well as experienced a……続きを見る
This open access book presents the key aspects of statistics in Wasserstein spaces, i.e. statistics in the space of probability measures when endowed with the geometry of optimal transportation. Fur……続きを見る
Your correlation results are probably wrong. Sorry, but they are.
You see, there is one really important thing to know about your correlations that mean that whatever results you get you can't be su……続きを見る
This book provides an overview of the risk components of CoCo bonds. CoCos are hybrid financial instruments that convert into equity or suffer a write-down of the face value upon the appearance of a……続きを見る
Correlation Is Not Causation.
You know it and I know it, and yet we are constantly having to be reminded of it because we can't seem to help but get it wrong.
How many times have you heard someone r……続きを見る
著者:Yaozhong Hu
出版社: World Scientific Publishing Company
発売日: 2016年08月30日
'Written by a well-known expert in fractional stochastic calculus, this book offers a comprehensive overview of Gaussian analysis, with particular emphasis on nonlinear Gaussian functionals. In addi……続きを見る
Praise for the Second Edition
"This book is a systematic, well-written, well-organized text on multivariate analysis packed with intuition and insight . . . There is much practical wisdom in this bo……続きを見る
Learn regression analysis at a deeper level with guidance written in everyday language!
Intuitively understand regression analysis by focusing on concepts and graphs rather than equations. Learn pra……続きを見る
This book discusses the interplay of stochastics (applied probability theory) and numerical analysis in the field of quantitative finance. The stochastic models, numerical valuation techniques, comp……続きを見る