Bayesian Spectrum Analysis and Parameter Estimation
by G. Larry Bretthorst
Publisher: Springer 1988
Number of pages: 220
This work is primarily a research document on the application of probability theory to the parameter estimation problem. The people who will be interested in this material are physicists, economists, and engineers who have to deal with data on a daily basis; consequently, we have included a great deal of introductory and tutorial material.
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by Terence Tao
This is a textbook for a graduate course on random matrix theory, inspired by recent developments in the subject. This text focuses on foundational topics in random matrix theory upon which the most recent work has been based.
This book is developed as a free, collaborative and interactive learning environment for elementary probability and statistics education. The book blends information technology, scientific techniques and modern pedagogical concepts.
by Arak M. Mathai, Hans J. Haubold - De Gruyter Open
This is an introduction to concepts of probability theory, probability distributions relevant in the applied sciences, as well as basics of sampling distributions, estimation and hypothesis testing. Designed for students in engineering and physics.
by J. C. Lemm - arXiv.org
A particular Bayesian field theory is defined by combining a likelihood model, providing a probabilistic description of the measurement process, and a prior model, providing the information necessary to generalize from training to non-training data.