Description
Provides a comprehensive and concrete illustration for the state-space model
Covers whole solutions through a consistent Bayesian approach: the batch method by MCMC using Stan and sequential ones by Kalman/particle filter using R
Presents advanced topics such as real-time structural change detection with the horseshoe prior
Author: Junichiro Hagiwara
Publisher: Springer
Published: 08/31/2021
Pages: 347
Binding Type: Hardcover
Weight: 1.51lbs
Size: 9.21h x 6.14w x 0.81d
ISBN13: 9789811607103
ISBN10: 9811607109
BISAC Categories:
- Computers | Mathematical & Statistical Software
- Mathematics | Probability & Statistics | Bayesian Analysis
- Business & Economics | Econometrics
Covers whole solutions through a consistent Bayesian approach: the batch method by MCMC using Stan and sequential ones by Kalman/particle filter using R
Presents advanced topics such as real-time structural change detection with the horseshoe prior
Author: Junichiro Hagiwara
Publisher: Springer
Published: 08/31/2021
Pages: 347
Binding Type: Hardcover
Weight: 1.51lbs
Size: 9.21h x 6.14w x 0.81d
ISBN13: 9789811607103
ISBN10: 9811607109
BISAC Categories:
- Computers | Mathematical & Statistical Software
- Mathematics | Probability & Statistics | Bayesian Analysis
- Business & Economics | Econometrics
About the Author
Junichiro Hagiwara received the B.E., M.E., and Ph.D. degrees from Hokkaido University, Sapporo, Japan, in 1990, 1992, and 2016, respectively. He joined the Nippon Telegraph and Telephone Corporation in April 1992 and transferred to NTT Mobile Communications Network, Inc. (currently NTT DOCOMO, INC.) in July 1992. Later, he became involved in the research and development of mobile communication systems. His current research interests are in the application of stochastic theory to the communication domain. He is currently a visiting professor at Hokkaido University.