Bayesian Decision Analysis

1. Auflage 2010
ISBN: 978-0-521-76454-4
Verlag: Cambridge University Press

Buch, Englisch, 348 Seiten, Format (B × H): 175 mm x 250 mm, Gewicht: 784 g

Bayesian decision analysis supports principled decision making in complex domains. This textbook takes the reader from a formal analysis of simple decision problems to a careful analysis of the sometimes very complex and data rich structures confronted by practitioners. The book contains basic material on subjective probability theory and multi-attribute utility theory, event and decision trees, Bayesian networks, influence diagrams and causal Bayesian networks. The author demonstrates when and how the theory can be successfully applied to a given decision problem, how data can be sampled and expert judgements elicited to support this analysis, and when and how an effective Bayesian decision analysis can be implemented. Evolving from a third-year undergraduate course taught by the author over many years, all of the material in this book will be accessible to a student who has completed introductory courses in probability and mathematical statistics.

Autoren/Hrsg.

Smith, Jim Q.

Fachgebiete

• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
• Interdisziplinäres Wissenschaften Wissenschaften: Forschung und Information Entscheidungstheorie, Sozialwahltheorie
• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
• Mathematik | Informatik Mathematik Operations Research
• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik

Inhaltsverzeichnis

Preface
Part I. Foundations of Decision Modeling: 1. Introduction
2. Explanations of processes and trees
3. Utilities and rewards
4. Subjective probability and its elicitation
5. Bayesian inference for decision analysis
Part II. Multi-Dimensional Decision Modeling: 6. Multiattribute utility theory
7. Bayesian networks
8. Graphs, decisions and causality
9. Multidimensional learning
10. Conclusions
Bibliography.

Über Autor(innen)

Smith, Jim Q.
Jim Q. Smith is a Professor of Statistics at the University of Warwick.