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Wiener Chaos: Moments, Cumulants and Diagrams | SpringerLink
"The concept of Wiener chaos generalizes to an infinite-dimensional setting the properties of orthogonal polynomials associated with probability distributions on the real line. It plays a crucial role in modern probability theory, with applications ranging from Malliavin calculus to stochastic differential equations and from probabilistic approximations to mathematical finance. This book is concerned with combinatorial structures arising from the study of chaotic random variables related to infinitely divisible random measures. The combinatorial structures involved are those of partitions of finite sets, over which Möbius functions and related inversion formulae are defined. This combinatorial standpoint (which is originally due to Rota and Wallstrom) provides an ideal framework for diagrams, which are graphical devices used to compute moments and cumulants of random variables. Several applications are described, in particular, recent limit theorems for chaotic random variables. "
to:NB  books:noted  downloaded  probability  stochastic_processes  feynman_diagrams 
5 weeks ago by cshalizi
Facebook Democracy (Open Access) | The Architecture of Disclosure and the Threat to Public Life | Taylor & Francis Group
"In July 2010, Facebook had over 500 million subscribers worldwide and the rapid rise of the site prompted Time magazine to name Facebook's founder Mark Zuckerberg its person of the year for 2010. This novel book advances our understanding of how democratic citizens are transformed by the "Facebook revolution". Despite increasing interest in politics and popular media, there has been little academic work on the impact of Facebook on politics in general, and on democratic processes in particular. The work that does exist has been limited to Facebook's impact on politics as a mobilization tool used by social movement activists. In this book, José Marichal argues that understanding Facebook's impact on political processes requires an understanding of how Facebook's architecture of disclosure shapes the construction of individuals' political identities by drawing users further into their pre-selected social networks. Drawing on a number of disciplines and an ethnographic analysis of 250 Facebook political groups, Marichal explores how Facebook's emphasis on social connection impacts key dimensions of political participation: e.g., mobilization, deliberation, and attitude formation."

--- From 2012; somewhat interested to see how it holds up.
to:NB  books:noted  downloaded  networked_life  social_media  democracy  re:actually-dr-internet-is-the-name-of-the-monsters-creator 
6 weeks ago by cshalizi
Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation | SpringerLink
"This book explores widely used seasonal adjustment methods and recent developments in real time trend-cycle estimation. It discusses in detail the properties and limitations of X12ARIMA, TRAMO-SEATS and STAMP - the main seasonal adjustment methods used by statistical agencies.  Several real-world cases illustrate each method and real data examples can be followed throughout the text. The trend-cycle estimation is presented using nonparametric techniques based on moving averages, linear filters and reproducing kernel Hilbert spaces, taking recent advances into account. The book provides a systematical treatment of results that to date have been scattered throughout the literature.
"Seasonal adjustment and real time trend-cycle prediction play an essential part at all levels of activity in modern economies. They are used by governments to counteract cyclical recessions, by central banks to control inflation, by decision makers for better modeling and planning and by hospitals, manufacturers, builders, transportation, and consumers in general to decide on appropriate action."
to:NB  books:noted  downloaded  time_series  statistics  social_science_methodology  to_teach:data_over_space_and_time 
6 weeks ago by cshalizi
The Geography of the Internet Industry (2008)
"This groundbreaking book analyses the geography of the commercial Internet industry. It presents the first accurate map of Internet domains in the world, by country, by region, by city, and for the United States, by neighborhood.
"Demonstrates the extraordinary spatial concentration of the Internetindustry.
Explains the geographic features of the high tech venture capital behind the Internet economy.
Demonstrates how venture capitalists' abilities to create and use tacit knowledge contributes to the clustering of the internet industry
Draws on in-depth interviews and field work in San Francisco Bay Area and New York City."
to:NB  books:noted  downloaded  economics  economic_geography  internet  market_failures_in_everything 
6 weeks ago by cshalizi
How to be a Quantitative Ecologist | Wiley Online Books
"Ecological research is becoming increasingly quantitative, yet students often opt out of courses in mathematics and statistics, unwittingly limiting their ability to carry out research in the future. This textbook provides a practical introduction to quantitative ecology for students and practitioners who have realised that they need this opportunity.
"The text is addressed to readers who haven't used mathematics since school, who were perhaps more confused than enlightened by their undergraduate lectures in statistics and who have never used a computer for much more than word processing and data entry. From this starting point, it slowly but surely instils an understanding of mathematics, statistics and programming, sufficient for initiating research in ecology. The book’s practical value is enhanced by extensive use of biological examples and the computer language R for graphics, programming and data analysis."
to:NB  books:noted  downloaded  ecology  statistics  R 
6 weeks ago by cshalizi
Data Analysis: What Can Be Learned from the Past 50 Years? (Huber, 2011)
"This book explores the many provocative questions concerning the fundamentals of data analysis. It is based on the time-tested experience of one of the gurus of the subject matter. Why should one study data analysis? How should it be taught? What techniques work best, and for whom? How valid are the results? How much data should be tested? Which machine languages should be used, if used at all? Emphasis on apprenticeship (through hands-on case studies) and anecdotes (through real-life applications) are the tools that Peter J. Huber uses in this volume. Concern with specific statistical techniques is not of immediate value; rather, questions of strategy – when to use which technique – are employed. Central to the discussion is an understanding of the significance of massive (or robust) data sets, the implementation of languages, and the use of models. Each is sprinkled with an ample number of examples and case studies. Personal practices, various pitfalls, and existing controversies are presented when applicable. The book serves as an excellent philosophical and historical companion to any present-day text in data analysis, robust statistics, data mining, statistical learning, or computational statistics."
to:NB  books:noted  downloaded  statistics  huber.peter 
6 weeks ago by cshalizi
Controlled Branching Processes | Wiley Online Books
"The purpose of this book is to provide a comprehensive discussion of the available results for discrete time branching processes with random control functions. The independence of individuals’ reproduction is a fundamental assumption in the classical branching processes. Alternatively, the controlled branching processes (CBPs) allow the number of reproductive individuals in one generation to decrease or increase depending on the size of the previous generation.
"Generating a wide range of behaviors, the CBPs have been successfully used as modeling tools in diverse areas of applications."
to:NB  books:noted  downloaded  branching_processes  stochastic_processes 
6 weeks ago by cshalizi
Discrete Time Branching Processes in Random Environment | Wiley Online Books
"Branching processes are stochastic processes which represent the reproduction of particles, such as individuals within a population, and thereby model demographic stochasticity. In branching processes in random environment (BPREs), additional environmental stochasticity is incorporated, meaning that the conditions of reproduction may vary in a random fashion from one generation to the next.
"This book offers an introduction to the basics of BPREs and then presents the cases of critical and subcritical processes in detail, the latter dividing into weakly, intermediate, and strongly subcritical regimes."
to:NB  books:noted  downloaded  branching_processes  stochastic_processes 
6 weeks ago by cshalizi
Empirical Model Building | Wiley Series in Probability and Statistics
"Successful empirical model building is founded on the relationship between data and approximate representations of the real systems that generated that data. As a result, it is essential for researchers who construct these models to possess the special skills and techniques for producing results that are insightful, reliable, and useful. Empirical Model Building: Data, Models, and Reality, Second Edition presents a hands-on approach to the basic principles of empirical model building through a shrewd mixture of differential equations, computer-intensive methods, and data. The book outlines both classical and new approaches and incorporates numerous real-world statistical problems that illustrate modeling approaches that are applicable to a broad range of audiences, including applied statisticians and practicing engineers and scientists.
"The book continues to review models of growth and decay, systems where competition and interaction add to the complextiy of the model while discussing both classical and non-classical data analysis methods. This Second Edition now features further coverage of momentum based investing practices and resampling techniques, showcasing their importance and expediency in the real world. The author provides applications of empirical modeling, such as computer modeling of the AIDS epidemic to explain why North America has most of the AIDS cases in the First World and data-based strategies that allow individual investors to build their own investment portfolios. Throughout the book, computer-based analysis is emphasized and newly added and updated exercises allow readers to test their comprehension of the presented material."
to:NB  books:noted  modeling  simulation  time_series  statistics  downloaded  to_be_shot_after_a_fair_trial 
6 weeks ago by cshalizi
Extremes in Random Fields | Wiley Series in Probability and Statistics
"Modern science typically involves the analysis of increasingly complex data. The extreme values that emerge in the statistical analysis of complex data are often of particular interest. This book focuses on the analytical approximations of the statistical significance of extreme values. Several relatively complex applications of the technique to problems that emerge in practical situations are presented.  All the examples are difficult to analyze using classical methods, and as a result, the author presents a novel technique, designed to be more accessible to the user.
"Extreme value analysis is widely applied in areas such as operational research, bioinformatics, computer science, finance and many other disciplines. This book will be useful for scientists, engineers and advanced graduate students who need to develop their own statistical tools for the analysis of their data. Whilst this book may not provide the reader with the specific answer it will inspire them to rethink their problem in the context of random fields, apply the method, and produce a solution."
to:NB  books:noted  downloaded  random_fields  stochastic_processes  extreme_values  statistics  spatial_statistics 
6 weeks ago by cshalizi
Statistical Analysis and Modelling of Spatial Point Patterns | Wiley Online Books
"Spatial point processes are mathematical models used to describe and analyse the geometrical structure of patterns formed by objects that are irregularly or randomly distributed in one-, two- or three-dimensional space. Examples include locations of trees in a forest, blood particles on a glass plate, galaxies in the universe, and particle centres in samples of material.
"Numerous aspects of the nature of a specific spatial point pattern may be described using the appropriate statistical methods. Statistical Analysis and Modelling of Spatial Point Patterns provides a practical guide to the use of these specialised methods. The application-oriented approach helps demonstrate the benefits of this increasingly popular branch of statistics to a broad audience."
to:NB  books:noted  downloaded  statistics  point_processes  spatial_statistics  to_teach:data_over_space_and_time 
6 weeks ago by cshalizi
Spatial Statistics and Spatio‐Temporal Data | Wiley Series in Probability and Statistics
"In the spatial or spatio-temporal context, specifying the correct covariance function is fundamental to obtain efficient predictions, and to understand the underlying physical process of interest. This book focuses on covariance and variogram functions, their role in prediction, and appropriate choice of these functions in applications. Both recent and more established methods are illustrated to assess many common assumptions on these functions, such as, isotropy, separability, symmetry, and intrinsic correlation."
to:NB  books:noted  downloaded  spatial_statistics  spatio-temporal_statistics  statistics  to_teach:data_over_space_and_time 
6 weeks ago by cshalizi
Spatial and Spatio‐Temporal Geostatistical Modeling and Kriging | Wiley Series in Probability and Statistics
"Statistical Methods for Spatial and Spatio-Temporal Data Analysis provides a complete range of spatio-temporal covariance functions and discusses ways of constructing them. This book is a unified approach to modeling spatial and spatio-temporal data together with significant developments in statistical methodology with applications in R.
"This book includes:
Methods for selecting valid covariance functions from the empirical counterparts that overcome the existing limitations of the traditional methods.
The most innovative developments in the different steps of the kriging process.
An up-to-date account of strategies for dealing with data evolving in space and time.
An accompanying website featuring R code and examples"
to:NB  books:noted  downloaded  spatial_statistics  spatio-temporal_statistics  to_teach:data_over_space_and_time 
6 weeks ago by cshalizi

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