Introduction to Bayesian Scientific Computing: Ten Lectures on Subjective Computing

English | PDF | 2007 | 212 Pages | ISBN : 0387733930 | 4.1 MB

A combination of the concepts subjective – or Bayesian – statistics and scientific computing, the book provides an integrated view across numerical linear algebra and computational statistics. Inverse problems act as the bridge between these two fields where the goal is to estimate an unknown parameter that is not directly observable by using measured data and a mathematical model linking the observed and the unknown.