Bøger i Information Science and Statistics serien

The work reviewed in this book represents the synthesis of two important developments in modelling of complex stochastic phenomena. The book gives a thorough and rigorous mathematical treatment of the underlying ideas, structures, and algorithms.

Bayesian networks and decision graphs are formal graphical languages for representation and communication of decision scenarios requiring reasoning under uncertainty. Their strengths are two-sided. It is easy for humans to construct and to understand them, and when communicated to a computer, they can easily be compiled. Furthermore, handy algorithms are developed for analyses of the models and for providing responses to a wide range of requests such as belief updating, determining optimal strategies, conflict analyses of evidence, and most probable explanation. The book emphasizes both the human and the computer side. Part I gives a thorough introduction to Bayesian networks as well as decision trees and infulence diagrams, and through examples and exercises, the reader is instructed in building graphical models from domain knowledge. This part is self-contained and it does not require other background than standard secondary school mathematics. Part II is devoted to the presentation of algorithms and complexity issues. This part is also self-contained, but it requires that the reader is familiar with working with texts in the mathematical language. The author also: *Provides a well-founded practical introduction to Bayesian networks, decision trees and influence diagrams *Gives several examples and exercises exploiting the computer systems for Bayesian netowrks and influence diagrams *Gives practical advice on constructiong Bayesian networks and influence diagrams from domain knowledge. *Embeds decision making into the framework of Bayesian networks *Presents in detail the currently most efficient algorithms for probability updating in Bayesian networks *Discusses a wide range of analyes tools and model requests together with algorithms for calculation of responses. *Gives a detailed presentation of the currently most efficient algorithm for solving influence diagrams. Finn V. Jensen is professor of computer science at the University of Aalborg.

The decade prior to publication has seen an explosive growth in com- tational speed and memory and a rapid enrichment in our understa- ing of arti?cial neural networks. These two factors have cooperated to at last provide systems engineers and statisticians with a working, prac- cal, and successful ability to routinely make accurate complex, nonlinear models of such ill-understood phenomena as physical, economic, social, and information-based time series and signals and of the patterns h- den in high-dimensional data. The models are based closely on the data itself and require only little prior understanding of the stochastic mec- nisms underlying these phenomena. Among these models, the feedforward neural networks, also called multilayer perceptrons, have lent themselves to the design of the widest range of successful forecasters, pattern clas- ?ers, controllers, and sensors. In a number of problems in optical character recognition and medical diagnostics, such systems provide state-of-the-art performance and such performance is also expected in speech recognition applications. The successful application of feedforward neural networks to time series forecasting has been multiply demonstrated and quite visibly so in the formation of market funds in which investment decisions are based largely on neural network-based forecasts of performance. The purpose of this monograph, accomplished by exposing the meth- ology driving these developments, is to enable you to engage in these - plications and, by being brought to several research frontiers, to advance the methodology itself.

This book provides a comprehensive guide for practitioners who wish to understand, construct, and analyze intelligent systems for decision support based on probabilistic networks. The theory and methods presented are illustrated through more than 140 examples.

This book presents methods for solving multidimensional statistical problems. Covering both theory and applications, it emphasizes inverse problems, multidimensional modeling, random fields and hierarchical methods.

Probabilistic Conditional Independence Structures provides the mathematical description of probabilistic conditional independence structures; The monograph presents the methods of structural imsets and supermodular functions, and deals with independence implication and equivalence of structural imsets.

This unique reference offers a statistical methodology for practitioners and testers of biometric authentication systems, supplying rigorous statistical methods for evaluation which can be extended and generalized for a wide range of applications and tests.

This book is the first cohesive treatment of ITL algorithms to adapt linear or nonlinear learning machines both in supervised and unsupervised paradigms. It compares the performance of ITL algorithms with the second order counterparts in many applications.

Afterword of 2006

Covering CUSUMs from an application-oriented viewpoint, while also providing the essential theoretical underpinning, this is an accessible guide for anyone with a basic statistical training. The text is aimed at quality practitioners, teachers and students of quality methodologies, and people interested in analysis of time-ordered data.

This book reviews well-known methods for reducing the dimensionality of numerical databases as well as recent developments in nonlinear dimensionality reduction. All are described from a unifying point of view, which highlights their respective strengths and shortcomings.

This volume covers all the important topics concerning support vector machines. It provides a unique in-depth treatment of both fundamental and recent material on SVMs that, up to now, has been scattered in the literature.

This is the first textbook on pattern recognition to present the Bayesian viewpoint. It presents approximate inference algorithms that permit fast approximate answers in situations where exact answers are not feasible, and it uses graphical models to describe probability distributions.

The main theme in this book is to teach modeling based on the principle that the objective is to extract the information from data that can be learned with suggested classes of probability models. The prerequisites include basic probability calculus and statistics.

The aim of this book is to discuss the fundamental ideas which lie behind the statistical theory of learning and generalization. Omitting proofs and technical details, the author concentrates on discussing the main results of learning theory and their connections to fundamental problems in statistics.

This book covers the basic statistical and analytical techniques of computer intrusion detection. It begins with a description of the basics of TCP/IP, followed by chapters dealing with network traffic analysis, network monitoring for intrusion detection, host based intrusion detection, and computer viruses and other malicious code.

A collection of applied papers on time series, appearing here for the first time in English. The applications are primarily found in engineering and the physical sciences.

Monte Carlo methods are revolutionizing the on-line analysis of data in many fileds. They have made it possible to solve numerically many complex, non-standard problems that were previously intractable. This book presents the first comprehensive treatment of these techniques.

Structured in two parts, the first section focuses on probabilistic graphical models, while the second part deals with decision graphs, and in addition to the frameworks described in the previous edition, it also introduces Markov decision process and partially ordered decision problems.

Given data on a sample from some population, we aimed to discover whether the population should be considered to be a mixture of di?erent types, classes or species of thing, and, if so, how many classes were present, what each class looked like, and which things in the sample belonged to which class.

Monte Carlo methods are revolutionizing the on-line analysis of data in many fileds. They have made it possible to solve numerically many complex, non-standard problems that were previously intractable. This book presents the first comprehensive treatment of these techniques.