Skip to main content Accessibility help
×

Online ordering will be unavailable from 17:00 GMT on Friday, April 25 until 17:00 GMT on Sunday, April 27 due to maintenance. We apologise for the inconvenience.

Hostname: page-component-669899f699-tpknm Total loading time: 0 Render date: 2025-04-26T10:19:56.594Z Has data issue: false hasContentIssue false

1 - Probabilistic Modeling and Inference

from Part I - Concepts from Modeling, Inference, and Computing

Published online by Cambridge University Press:  17 August 2023

Steve Pressé
Affiliation:
Arizona State University
Ioannis Sgouralis
Affiliation:
University of Tennessee, Knoxville
Get access

Summary

In this chapter we provide an overview of data modeling and describe the formulation of probabilistic models. We introduce random variables, their probability distributions, associated probability densities, examples of common densities, and the fundamental theorem of simulation to draw samples from discrete or continuous probability distributions. We then present the mathematical machinery required in describing and handling probabilistic models, including models with complex variable dependencies. In doing so, we introduce the concepts of joint, conditional, and marginal probability distributions, marginalization, and ancestral sampling.

Type
Chapter
Information
Data Modeling for the Sciences
Applications, Basics, Computations
, pp. 3 - 39
Publisher: Cambridge University Press
Print publication year: 2023

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

Book purchase

Temporarily unavailable

Save book to Kindle

To save this book to your Kindle, first ensure [email protected] is added to your Approved Personal Document E-mail List under your Personal Document Settings on the Manage Your Content and Devices page of your Amazon account. Then enter the ‘name’ part of your Kindle email address below. Find out more about saving to your Kindle.

Note you can select to save to either the @free.kindle.com or @kindle.com variations. ‘@free.kindle.com’ emails are free but can only be saved to your device when it is connected to wi-fi. ‘@kindle.com’ emails can be delivered even when you are not connected to wi-fi, but note that service fees apply.

Find out more about the Kindle Personal Document Service.

Available formats
×

Save book to Dropbox

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Dropbox.

Available formats
×

Save book to Google Drive

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.

Available formats
×