Optimization: 95 (Springer Texts in Statistics, 95) - Tapa dura

Libro 67 de 103: Springer Texts in Statistics

Lange, Kenneth

 
9781461458371: Optimization: 95 (Springer Texts in Statistics, 95)
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ISBN 10: 1461458374 ISBN 13: 9781461458371
Editorial: Springer, 2013

Sinopsis

Finite-dimensional optimization problems occur throughout the mathematical sciences. The majority of these problems cannot be solved analytically. This introduction to optimization attempts to strike a balance between presentation of mathematical theory and development of numerical algorithms. Building on students’ skills in calculus and linear algebra, the text provides a rigorous exposition without undue abstraction. Its stress on statistical applications will be especially appealing to graduate students of statistics and biostatistics. The intended audience also includes students in applied mathematics, computational biology, computer science, economics, and physics who want to see rigorous mathematics combined with real applications.

In this second edition the emphasis remains on finite-dimensional optimization. New material has been added on the MM algorithm, block descent and ascent, and the calculus of variations. Convex calculus is now treated in much greater depth. Advanced topics such as the Fenchel conjugate, subdifferentials, duality, feasibility, alternating projections, projected gradient methods, exact penalty methods, and Bregman iteration will equip students with the essentials for understanding modern data mining techniques in high dimensions.

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Acerca del autor

Kenneth Lange is the Rosenfeld Professor of Computational Genetics at UCLA. He is also Chair of the Department of Human Genetics and Professor of Biomathematics and Statistics. At various times during his career, he has held appointments at the University of New Hampshire, MIT, Harvard, the University of Michigan, the University of Helsinki, and Stanford. He is a fellow of the American Statistical Association, the Institute of Mathematical Statistics, and the American Institute for Medical and Biomedical Engineering. His research interests include human genetics, population modeling, biomedical imaging, computational statistics, and applied stochastic processes. Springer previously published his books Mathematical and Statistical Methods for Genetic Analysis, Numerical Analysis for Statisticians, and Applied Probability, all in second editions.

De la contraportada

<p><p>Finite-dimensional optimization problems occur throughout the mathematical sciences. The majority of these problems cannot be solved analytically. This introduction to optimization attempts to strike a balance between presentation of mathematical theory and development of numerical algorithms. Building on students’ skills in calculus and linear algebra, the text provides a rigorous exposition without undue abstraction. Its stress on statistical applications will be especially appealing to graduate students of statistics and biostatistics. The intended audience also includes students in applied mathematics, computational biology, computer science, economics, and physics who want to see rigorous mathematics combined with real applications.</p><p> </p><p>In this second edition, the emphasis remains on finite-dimensional optimization. New material has been added on the MM algorithm, block descent and ascent, and the calculus of variations. Convex calculus is now treated in much greater depth.  Advanced topics such as the Fenchel conjugate, subdifferentials, duality, feasibility, alternating projections, projected gradient methods, exact penalty methods, and Bregman iteration will equip students with the essentials for understanding modern data mining techniques in high dimensions.</p><p><p></p></p></p>

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Editorial
Springer
Año de publicación
2013
Idioma
Inglés
ISBN 10 
1461458374
ISBN 13 
9781461458371
Encuadernación
Tapa dura
Número de edición
2
Número de páginas
548
Contacto del fabricante
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Poststr. 9
Darmstadt
64293
Alemania

Otras ediciones populares con el mismo título

9781489992703: Optimization: 95 (Springer Texts in Statistics, 95)

Edición Destacada

ISBN 10:  1489992707 ISBN 13:  9781489992703
Editorial: Springer, 2015
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