This textbook, written by Steffen L. Lauritzen, provides a deep and authoritative explanation of the theory of graphical models. It focuses on the fundamental mathematical and statistical principles, with a traditional approach within statistics. This book offers a comprehensive overview of the Markov properties and the underlying graph theory.
Contents
The theory of graphical models finds its origins in various scientific disciplines such as statistical physics, genetics, and the analysis of contingency tables. The book covers in depth the statistical theory behind log-linear models, covariance selection, and graphical models with both discrete and continuous variables. In addition, special topics such as applications in probabilistic expert systems are briefly highlighted. Appendices provide additional information on the multivariate normal distribution and regular exponential families. The author received the RSS Guy Medal in Silver in 1996 for his pioneering work in this field.
Product information
- Author: Steffen L. Lauritzen (University of Aalborg, Denmark)
- Series: Oxford Statistical Science Series volume 17
- Publisher: Oxford University Press
- Imprint: Clarendon Press
- Publication date: 1996-05-02
- Number of pages: 308
- ISBN: 9780198522195
- Subject: Probability and statistics
- BISAC: MATHEMATICS / Probability & Statistics / General
About the author
Steffen L. Lauritzen is a professor at the University of Aalborg, Department of Mathematics and Computer Science. Before that, he was Professor of Statistics at the University of Oxford.