Flowgraph Models for Multistate Time-to-Event Data


Book Description

A unique introduction to the innovative methodology of statisticalflowgraphs This book offers a practical, application-based approach toflowgraph models for time-to-event data. It clearly shows how thisinnovative new methodology can be used to analyze data fromsemi-Markov processes without prior knowledge of stochasticprocesses--opening the door to interesting applications in survivalanalysis and reliability as well as stochastic processes. Unlike other books on multistate time-to-event data, this workemphasizes reliability and not just biostatistics, illustratingeach method with medical and engineering examples. It demonstrateshow flowgraphs bring together applied probability techniques andcombine them with data analysis and statistical methods to answerquestions of practical interest. Bayesian methods of data analysisare emphasized. Coverage includes: * Clear instructions on how to model multistate time-to-event datausing flowgraph models * An emphasis on computation, real data, and Bayesian methods forproblem solving * Real-world examples for analyzing data from stochasticprocesses * The use of flowgraph models to analyze complex stochasticnetworks * Exercise sets to reinforce the practical approach of thisvolume Flowgraph Models for Multistate Time-to-Event Data is an invaluableresource/reference for researchers in biostatistics/survivalanalysis, systems engineering, and in fields that use stochasticprocesses, including anthropology, biology, psychology, computerscience, and engineering.




Modern Statistical and Mathematical Methods in Reliability


Book Description

This volume contains extended versions of 28 carefully selected and reviewed papers presented at The Fourth International Conference on Mathematical Methods in Reliability in Santa Fe, New Mexico, June 21-25, 2004, the leading conference in reliability research. A broad overview of current research activities in reliability theory and its applications is provided with coverage on reliability modeling, network and system reliability, Bayesian methods, survival analysis, degradation and maintenance modeling, and software reliability. The contributors are all leading experts in the field and include the plenary session speakers, Tim Bedford, Thierry Duchesne, Henry Wynn, Vicki Bier, Edsel Pena, Michael Hamada, and Todd Graves.




Counting Processes and Survival Analysis


Book Description

The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. "The book is a valuable completion of the literature in this field. It is written in an ambitious mathematical style and can be recommended to statisticians as well as biostatisticians." -Biometrische Zeitschrift "Not many books manage to combine convincingly topics from probability theory over mathematical statistics to applied statistics. This is one of them. The book has other strong points to recommend it: it is written with meticulous care, in a lucid style, general results being illustrated by examples from statistical theory and practice, and a bunch of exercises serve to further elucidate and elaborate on the text." -Mathematical Reviews "This book gives a thorough introduction to martingale and counting process methods in survival analysis thereby filling a gap in the literature." -Zentralblatt für Mathematik und ihre Grenzgebiete/Mathematics Abstracts "The authors have performed a valuable service to researchers in providing this material in [a] self-contained and accessible form. . . This text [is] essential reading for the probabilist or mathematical statistician working in the area of survival analysis." -Short Book Reviews, International Statistical Institute Counting Processes and Survival Analysis explores the martingale approach to the statistical analysis of counting processes, with an emphasis on the application of those methods to censored failure time data. This approach has proven remarkably successful in yielding results about statistical methods for many problems arising in censored data. A thorough treatment of the calculus of martingales as well as the most important applications of these methods to censored data is offered. Additionally, the book examines classical problems in asymptotic distribution theory for counting process methods and newer methods for graphical analysis and diagnostics of censored data. Exercises are included to provide practice in applying martingale methods and insight into the calculus itself.




High-Dimensional Covariance Estimation


Book Description

Methods for estimating sparse and large covariance matrices Covariance and correlation matrices play fundamental roles in every aspect of the analysis of multivariate data collected from a variety of fields including business and economics, health care, engineering, and environmental and physical sciences. High-Dimensional Covariance Estimation provides accessible and comprehensive coverage of the classical and modern approaches for estimating covariance matrices as well as their applications to the rapidly developing areas lying at the intersection of statistics and machine learning. Recently, the classical sample covariance methodologies have been modified and improved upon to meet the needs of statisticians and researchers dealing with large correlated datasets. High-Dimensional Covariance Estimation focuses on the methodologies based on shrinkage, thresholding, and penalized likelihood with applications to Gaussian graphical models, prediction, and mean-variance portfolio management. The book relies heavily on regression-based ideas and interpretations to connect and unify many existing methods and algorithms for the task. High-Dimensional Covariance Estimation features chapters on: Data, Sparsity, and Regularization Regularizing the Eigenstructure Banding, Tapering, and Thresholding Covariance Matrices Sparse Gaussian Graphical Models Multivariate Regression The book is an ideal resource for researchers in statistics, mathematics, business and economics, computer sciences, and engineering, as well as a useful text or supplement for graduate-level courses in multivariate analysis, covariance estimation, statistical learning, and high-dimensional data analysis.




Bayesian Thinking, Modeling and Computation


Book Description

This volume describes how to develop Bayesian thinking, modelling and computation both from philosophical, methodological and application point of view. It further describes parametric and nonparametric Bayesian methods for modelling and how to use modern computational methods to summarize inferences using simulation. The book covers wide range of topics including objective and subjective Bayesian inferences with a variety of applications in modelling categorical, survival, spatial, spatiotemporal, Epidemiological, software reliability, small area and micro array data. The book concludes with a chapter on how to teach Bayesian thoughts to nonstatisticians. Critical thinking on causal effects Objective Bayesian philosophy Nonparametric Bayesian methodology Simulation based computing techniques Bioinformatics and Biostatistics




Matrix Analysis for Statistics


Book Description

An up-to-date version of the complete, self-contained introduction to matrix analysis theory and practice Providing accessible and in-depth coverage of the most common matrix methods now used in statistical applications, Matrix Analysis for Statistics, Third Edition features an easy-to-follow theorem/proof format. Featuring smooth transitions between topical coverage, the author carefully justifies the step-by-step process of the most common matrix methods now used in statistical applications, including eigenvalues and eigenvectors; the Moore-Penrose inverse; matrix differentiation; and the distribution of quadratic forms. An ideal introduction to matrix analysis theory and practice, Matrix Analysis for Statistics, Third Edition features: • New chapter or section coverage on inequalities, oblique projections, and antieigenvalues and antieigenvectors • Additional problems and chapter-end practice exercises at the end of each chapter • Extensive examples that are familiar and easy to understand • Self-contained chapters for flexibility in topic choice • Applications of matrix methods in least squares regression and the analyses of mean vectors and covariance matrices Matrix Analysis for Statistics, Third Edition is an ideal textbook for upper-undergraduate and graduate-level courses on matrix methods, multivariate analysis, and linear models. The book is also an excellent reference for research professionals in applied statistics. James R. Schott, PhD, is Professor in the Department of Statistics at the University of Central Florida. He has published numerous journal articles in the area of multivariate analysis. Dr. Schott’s research interests include multivariate analysis, analysis of covariance and correlation matrices, and dimensionality reduction techniques.




Fast Sequential Monte Carlo Methods for Counting and Optimization


Book Description

A comprehensive account of the theory and application of Monte Carlo methods Based on years of research in efficient Monte Carlo methods for estimation of rare-event probabilities, counting problems, and combinatorial optimization, Fast Sequential Monte Carlo Methods for Counting and Optimization is a complete illustration of fast sequential Monte Carlo techniques. The book provides an accessible overview of current work in the field of Monte Carlo methods, specifically sequential Monte Carlo techniques, for solving abstract counting and optimization problems. Written by authorities in the field, the book places emphasis on cross-entropy, minimum cross-entropy, splitting, and stochastic enumeration. Focusing on the concepts and application of Monte Carlo techniques, Fast Sequential Monte Carlo Methods for Counting and Optimization includes: Detailed algorithms needed to practice solving real-world problems Numerous examples with Monte Carlo method produced solutions within the 1-2% limit of relative error A new generic sequential importance sampling algorithm alongside extensive numerical results An appendix focused on review material to provide additional background information Fast Sequential Monte Carlo Methods for Counting and Optimization is an excellent resource for engineers, computer scientists, mathematicians, statisticians, and readers interested in efficient simulation techniques. The book is also useful for upper-undergraduate and graduate-level courses on Monte Carlo methods.




Methods of Multivariate Analysis


Book Description

Praise for the Second Edition "This book is a systematic, well-written, well-organized text on multivariate analysis packed with intuition and insight . . . There is much practical wisdom in this book that is hard to find elsewhere." IIE Transactions Filled with new and timely content, Methods of Multivariate Analysis, Third Edition provides examples and exercises based on more than sixty real data sets from a wide variety of scientific fields. It takes a "methods" approach to the subject, placing an emphasis on how students and practitioners can employ multivariate analysis in real-life situations. This Third Edition continues to explore the key descriptive and inferential procedures that result from multivariate analysis. Following a brief overview of the topic, the book goes on to review the fundamentals of matrix algebra, sampling from multivariate populations, and the extension of common univariate statistical procedures (including t-tests, analysis of variance, and multiple regression) to analogous multivariate techniques that involve several dependent variables. The latter half of the book describes statistical tools that are uniquely multivariate in nature, including procedures for discriminating among groups, characterizing low-dimensional latent structure in high-dimensional data, identifying clusters in data, and graphically illustrating relationships in low-dimensional space. In addition, the authors explore a wealth of newly added topics, including: Confirmatory Factor Analysis Classification Trees Dynamic Graphics Transformations to Normality Prediction for Multivariate Multiple Regression Kronecker Products and Vec Notation New exercises have been added throughout the book, allowing readers to test their comprehension of the presented material. Detailed appendices provide partial solutions as well as supplemental tables, and an accompanying FTP site features the book's data sets and related SAS® code. Requiring only a basic background in statistics, Methods of Multivariate Analysis, Third Edition is an excellent book for courses on multivariate analysis and applied statistics at the upper-undergraduate and graduate levels. The book also serves as a valuable reference for both statisticians and researchers across a wide variety of disciplines.




Sample Size Determination and Power


Book Description

A comprehensive approach to sample size determination and power with applications for a variety of fields Sample Size Determination and Power features a modern introduction to the applicability of sample size determination and provides a variety of discussions on broad topics including epidemiology, microarrays, survival analysis and reliability, design of experiments, regression, and confidence intervals. The book distinctively merges applications from numerous fields such as statistics, biostatistics, the health sciences, and engineering in order to provide a complete introduction to the general statistical use of sample size determination. Advanced topics including multivariate analysis, clinical trials, and quality improvement are addressed, and in addition, the book provides considerable guidance on available software for sample size determination. Written by a well-known author who has extensively class-tested the material, Sample Size Determination and Power: Highlights the applicability of sample size determination and provides extensive literature coverage Presents a modern, general approach to relevant software to guide sample size determination including CATD (computer-aided trial design) Addresses the use of sample size determination in grant proposals and provides up-to-date references for grant investigators An appealing reference book for scientific researchers in a variety of fields, such as statistics, biostatistics, the health sciences, mathematics, ecology, and geology, who use sampling and estimation methods in their work, Sample Size Determination and Power is also an ideal supplementary text for upper-level undergraduate and graduate-level courses in statistical sampling.




Statistical Analysis of Profile Monitoring


Book Description

A one-of-a-kind presentation of the major achievements in statistical profile monitoring methods Statistical profile monitoring is an area of statistical quality control that is growing in significance for researchers and practitioners, specifically because of its range of applicability across various service and manufacturing settings. Comprised of contributions from renowned academicians and practitioners in the field, Statistical Analysis of Profile Monitoring presents the latest state-of-the-art research on the use of control charts to monitor process and product quality profiles. The book presents comprehensive coverage of profile monitoring definitions, techniques, models, and application examples, particularly in various areas of engineering and statistics. The book begins with an introduction to the concept of profile monitoring and its applications in practice. Subsequent chapters explore the fundamental concepts, methods, and issues related to statistical profile monitoring, with topics of coverage including: Simple and multiple linear profiles Binary response profiles Parametric and nonparametric nonlinear profiles Multivariate linear profiles monitoring Statistical process control for geometric specifications Correlation and autocorrelation in profiles Nonparametric profile monitoring Throughout the book, more than two dozen real-world case studies highlight the discussed topics along with innovative examples and applications of profile monitoring. Statistical Analysis of Profile Monitoring is an excellent book for courses on statistical quality control at the graduate level. It also serves as a valuable reference for quality engineers, researchers and anyone who works in monitoring and improving statistical processes.