10% off all books and free delivery over £50
Buy from our bookstore and 25% of the cover price will be given to a school of your choice to buy more books. *15% of eBooks.

Statistical Physics for Sparse Statistical Inference

View All Editions (1)

The selected edition of this book is not available to buy right now.
Add To Wishlist
Write A Review

About

Statistical Physics for Sparse Statistical Inference Synopsis

Physicists, when modelling physical systems with a large number of degrees of freedom, and statisticians, when performing data analysis, have developed their own concepts and methods for making the `best' inference. There are mathematical similarities between the inference problems in statistics and statistical physics, and the viewpoint from statistical physics can help the quantitative understanding of inference problems. Over the last few years, it has been increasingly realised that ideas from statistical physics of disordered systems can help to develop new algorithms for important inference problems in different fields of application. This interdisciplinary field between statistical physics and statistics is now attracting much attention, but there is as yet no summarizing books to capture this synergy. This book will help researchers interested in the application of statistical inference and will enhance further development in statistical physics and statistics by presenting a review of the present landscape. It explains how the analytical tools of statistical physics can be exploited in the understanding wider inference problems. The authors describe how important statistical problems including maximum likelihood estimation, Bayesian inference, sparse estimation, information criterion and model selection can be mapped onto the statistical physics view and how the analytical tools of statistical physics can be used for solving such problems.

Key Features:

  • First book on the topic
  • Self-contained
  • Mathematically accessible by grad students
  • Author team of physicist and statistician

About This Edition

ISBN: 9780750349956
Publication date:
Author: Ayaka Sakata, Tomoyuki Obuchi
Publisher: IOP Publishing an imprint of Institute of Physics Publishing
Format: Hardback
Series: IOP Ebooks
Genres: Statistical physics
Probability and statistics

Frequently asked questions