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.

WINNER OF THE 2001 DEGROOT PRIZE!

Probabilistic expert systems are graphical networks that support the modelling of uncertainty and decisions in large complex domains, while retaining ease of calculation. Building on original research by the authors over a number of years, this book gives a thorough and rigorous mathematical treatment of the underlying ideas, structures, and algorithms, emphasizing those cases in which exact answers are obtainable. It covers both the updating of probabilistic uncertainty in the light of new evidence, and statistical inference, about unknown probabilities or unknown model structure, in the light of new data. The careful attention to detail will make this work an important reference source for all those involved in the theory and applications of probabilistic expert systems.

This book was awarded the first DeGroot Prize by the International Society for Bayesian Analysis for a book making an important, timely, thorough, and notably original contribution to the statistics literature.

Winner of the De. Groot Prize 2002, the only book prize in the field of statistics

Autorentext
Steffen L. Lauritzen is Professor of Statistics and Head of the Department of Statistics at the University of Oxford.

Klappentext

WINNER OF THE 2001 DEGROOT PRIZE! Probabilistic expert systems are graphical networks that support the modelling of uncertainty and decisions in large complex domains, while retaining ease of calculation. Building on original research by the authors over a number of years, this book gives a thorough and rigorous mathematical treatment of the underlying ideas, structures, and algorithms, emphasizing those cases in which exact answers are obtainable. It covers both the updating of probabilistic uncertainty in the light of new evidence, and statistical inference, about unknown probabilities or unknown model structure, in the light of new data. The careful attention to detail will make this work an important reference source for all those involved in the theory and applications of probabilistic expert systems. This book was awarded the first DeGroot Prize by the International Society for Bayesian Analysis for a book making an important, timely, thorough, and notably original contribution to the statistics literature.

Inhalt
Logic, Uncertainty, and Probability.- Building and Using Probabilistic Networks.- Graph Theory.- Markov Properties on Graphs.- Discrete Networks.- Gaussian and Mixed Discrete-Gaussian Networks.- Discrete Multistage Decision Networks.- Learning About Probabilities.- Checking Models Against Data.- Structural Learning.