Statistical Multiple Integration: Proceedings of a Joint Summer Research Conference Held at Humboldt University, June 17-23, 1989
Nancy Flournoy · Robert K. Tsutakawa · American Mathematical Society · Institute of Mathematical Statistics · Society for Industrial and Applied Mathematics
Jan 1991 · Contemporary mathematics - American Mathematical Society Book 115 · American Mathematical Soc.
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276
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About this ebook
High dimensional integration arises naturally in two major sub-fields of statistics: multivariate and Bayesian statistics. Indeed, the most common measures of central tendency, variation, and loss are defined by integrals over the sample space, the parameter space, or both. Recent advances in computational power have stimulated significant new advances in both Bayesian and classical multivariate statistics. In many statistical problems, however, multiple integration can be the major obstacle to solutions. This volume contains the proceedings of an AMS-IMS-SIAM Joint Summer Research Conference on Statistical Multiple Integration, held in June 1989 at Humboldt State University in Arcata, California. The conference represents an attempt to bring together mathematicians, statisticians, and computational scientists to focus on the many important problems in statistical multiple integration. The papers document the state of the art in this area with respect to problems in statistics, potential advances blocked by problems with multiple integration, and current work directed at expanding the capability to integrate over high dimensional surfaces.
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