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Linear and Graphical Models
In the last decade, graphical models have become increasingly popular as a statistical tool. This book is the first which provides an account of graphical models for multivariate complex normal distributions. Beginning with an introduction to the multivariate complex normal distribution, the authors develop the marginal and conditional distributions of random vectors and matrices. Then they introduce complex MANOVA models and parameter estimation and hypothesis testing for these models. After introducing undirected graphs, they then develop the theory of complex normal graphical models including the maximum likelihood estimation of the concentration matrix and hypothesis testing of conditional independence.
Bayesian Networks and Decision Graphs
Bayesian networks and decision graphs are formal graphical languages for representation and communication of decision scenarios requiring reasoning under uncertainty. Their strengths are two-sided. It is easy for humans to construct and understand them, and when communicated to a computer, they can easily be compiled. The book emphasizes both the human and the computer side. It gives a thorough introduction to Bayesian networks, decision trees and influence diagrams as well as algorithms and complexity issues.
Bayesian Networks and Decision Graphs
A practical guide to normative systems: Causal and bayesian networks; Building models; learning, adaptation, and tuning; Decision graphs. Algorithms ofr normative systems: Belief updating in bayesian networks; Bayesian network analysis tools; Algorithms ofr influence diagrams. List of notation.
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