Numerical Analysis for Statisticians Lange Kenneth
Every advance in computer architecture and software tempts statisticians to tackle numerically harder problems. This book equips students to craft their own software and to understand the advantages and disadvantages of different numerical methods. To do so intelligently requires… Celý popis ↓
Porovnanie cien Numerical Analysis for Statisticians Lange Kenneth
Popis Numerical Analysis for Statisticians Lange Kenneth
Numerical Analysis for Statisticians Lange Kenneth
Every advance in computer architecture and software tempts statisticians to tackle numerically harder problems. This book equips students to craft their own software and to understand the advantages and disadvantages of different numerical methods. To do so intelligently requires a good working knowledge of numerical analysis.
In this second edition, the material on optimization has been completely rewritten. Issues of numerical stability, accurate approximation, computational complexity, and mathematical modeling share the limelight in a broad yet rigorous overview of those parts of numerical analysis most relevant to statisticians. There is now an entire chapter on the MM algorithm in addition to more comprehensive treatments of constrained optimization, penalty and barrier methods, and model selection via the lasso.
There is also new material on the Cholesky decomposition,
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