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Finite-dimensional optimization problems occur throughout the mathematical sciences. The majority of these problems cannot be solved analytically. This introduction to optimization attempts to strike a balance between presentation of mathematical theory and development of numerical algorithms. Building on students’ skills in calculus and linear algebra, the text provides a rigorous exposition without undue abstraction. Its stress on statistical applications will be especially appealing to graduate students of statistics and biostatistics. The intended audience also includes students in applied mathematics, computational biology, computer science, economics, and physics who want to see rigo...
Lange is a Springer author of other successful books. This is the first book that emphasizes the applications of optimization to statistics. The emphasis on statistical applications will be especially appealing to graduate students of statistics and biostatistics.
Numerical analysis is the study of computation and its accuracy, stability and often its implementation on a computer. This book focuses on the principles of numerical analysis and is intended to equip those readers who use statistics to craft their own software and to understand the advantages and disadvantages of different numerical methods.
Algorithms are a dominant force in modern culture, and every indication is that they will become more pervasive, not less. The best algorithms are undergirded by beautiful mathematics. This text cuts across discipline boundaries to highlight some of the most famous and successful algorithms. Readers are exposed to the principles behind these examples and guided in assembling complex algorithms from simpler building blocks. Written in clear, instructive language within the constraints of mathematical rigor, Algorithms from THE BOOK includes a large number of classroom-tested exercises at the end of each chapter. The appendices cover background material often omitted from undergraduate courses. Most of the algorithm descriptions are accompanied by Julia code, an ideal language for scientific computing. This code is immediately available for experimentation. Algorithms from THE BOOK is aimed at first-year graduate and advanced undergraduate students. It will also serve as a convenient reference for professionals throughout the mathematical sciences, physical sciences, engineering, and the quantitative sectors of the biological and social sciences.
MM Optimization Algorithms?offers an overview of the MM principle, a device for deriving optimization algorithms satisfying the ascent or descent property. These algorithms can separate the variables of a problem, avoid large matrix inversions, linearize a problem, restore symmetry, deal with equality and inequality constraints gracefully, and turn a nondifferentiable problem into a smooth problem.? The author presents the first extended treatment of MM algorithms, which are ideal for high-dimensional optimization problems in data mining, imaging, and genomics; derives numerous algorithms from a broad diversity of application areas, with a particular emphasis on statistics, biology, and data mining; and summarizes a large amount of literature that has not reached book form before.?
Written to equip students in the mathematical siences to understand and model the epidemiological and experimental data encountered in genetics research. This second edition expands the original edition by over 100 pages and includes new material. Sprinkled throughout the chapters are many new problems.
Despite the fears of university mathematics departments, mathematics educat,ion is growing rather than declining. But the truth of the matter is that the increases are occurring outside departments of mathematics. Engineers, computer scientists, physicists, chemists, economists, statis- cians, biologists, and even philosophers teach and learn a great deal of mathematics. The teaching is not always terribly rigorous, but it tends to be better motivated and better adapted to the needs of students. In my own experience teaching students of biostatistics and mathematical bi- ogy, I attempt to convey both the beauty and utility of probability. This is a tall order, partially because probability t...
You want increased customer satisfaction, faster development cycles, and less wasted work. Domain-driven design (DDD) combined with functional programming is the innovative combo that will get you there. In this pragmatic, down-to-earth guide, you'll see how applying the core principles of functional programming can result in software designs that model real-world requirements both elegantly and concisely - often more so than an object-oriented approach. Practical examples in the open-source F# functional language, and examples from familiar business domains, show you how to apply these techniques to build software that is business-focused, flexible, and high quality. Domain-driven design is...
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This classic reference for the fundamental formulae of physics and astrophysics has become part of nearly every astronomers and astrophysicists library. "A magnificent compendium" - OPTICA ACTA (ON THE FIRST EDITION)