Edited by: Michiko Watanabe / Toyo University, Japan
Kazunori Yamaguchi / Aikkyo University, Tokyo, Japan

The EM Algorithm and Related Statistical Models

Series
Statistics: Textbooks and Monographs series.Volume: 171

Textbook | Print Published: 10/01/2003
Hard Cover
250 pages | Illustrated
Print ISBN: 0-8247-4701-1

Description

Provides a comprehensive description on a method of constructing a statistical model when only incomplete data is available, and then proposes specific estimation algorithms for solving various individual incomplete data problems. Discusses the realistic problems on the processing of missing values commonly seen in multidimensional data and the various methods to cope with them.

Table of Contents

Incomplete Data and the Generation Mechanisms
Type of Incomplete Data and its Analysis
Statistical Models for Incomplete Data
Analysis of Data with Missing Values
Missing Data in Multinominal Data
Algorithms for MLE for Multivariate Normal Data with Missing Values
Scoring Method
EM Algorithm
Basics of EM Algorithm
Extension of EM Algorithm and Acceleration
EM Algorithm as an Optimization Tool
Robust Model and Outlier Detection
Scale Mixture Model of Normal Distributions
Multivariate and Contaminated Normal Distribution
Robust Tobit Model
Robust Factor Model
Statistical Model with Latent Variables
Latent Structure Model and EM Algorithm
Latent Class Model and Latent Trait Model
Structured Equations Model with Latent Variables
Extensions of EM Algorithm
ECM Algorithm ECME Algorithm
Optimal EM Algorithm
MCEM Algorithm
Covergence Speed of EM Algorithm
Convergence Speed
Comparisons of EM and Other Optimization Algorithms Quasi Newton Method
Acceleration Methods of the EM Algorithm
Neural networks and EM algorithm
EM Algorithm in Neural Networks
Geometric Interpretation of EM Algorithm
Marcov Chain Monte Carlo
Bayes Estimation
Marcov Chain
Metropolis-Hastings Algorithm
Data Augmentation Algorithm
Poor Manfs Data Augmentation Algorithm
Gibbs Sampling Algorithm
References
Appendix A: SOLAS for Missing Data Analysis
Appendix B: Lem.

Narayan C. Giri / Universite de Montreal, Quebec, Canada

Multivariate Statistical Analysis
Second Edition, Revised and Expanded

Series
Statistics: Textbooks and Monographs series.Volume: 171

Textbook | Print Published: 10/01/2003
Hard Cover
550 pages | Illustrated
Print ISBN: 0-8247-4713-5

Description

This Second Edition adds new topics in properties and characterization of symmetric distribution, elliptically symmetric multivariate distributions, singular symmetric distributions, estimation of covariance matrices, tests of mean against one-sided alternatives, and more. Draws on multivariate data from biometry, agriculture, biomedical sciences, economics, filtering and stochastic control, stock market data analysis, and random signal processing.

Table of Contents

Vector and Matrix Algebra
Groups, Jacobian of Some Transformations, Functions, and Spaces

Multivariate Distributions and Invariance
Properties of Multivariate Distributions

Estimators of Parameters and Their Functions
Basic Multivariate Sampling Distributions

Tests of Hypotheses of Mean Vectors
Tests Concerning Covariance Matrices and Mean Vectors
Discriminant Analysis
Principal Components
Canonical Correlations

Factor Analysis
Bibliography of Related Recent Publications
Appendix A: Tables for the Chi-Square Adjustment Factor
Appendix B: Publications of the Author.


Edited by
N. Balakrishnan, McMaster University, Department of Mathematics and Statistics, Ontario, Canada
C.R. Rao, The Pennsylvania State University, Department of Statistics, PA, USA

Handbook of Statistics 23: Advances in Survival Analysis

Description

In this book, a comprehensive and up-to-date review of the area of Survival Analysis is provided. Important topics such as Censored and Truncated Data Analysis, Competing Risks Analysis, Proportional Hazards Model, Stochastic Models in Epidemiology, and ROC Curve and Analysis, are reviewed by renowned experts working in this area of research. The coverage includes both theoretical advances as well as applied data analysis. The articles are written in a user-friendly manner and hence will serve as a useful reference source for researchers in the area of Survival Analysis, as well as a guide for students and practitioners interested in this area of research.

Key features:

Includes up-to-date reviews on many important topics.
Chapters written by many internationally renowned experts.
Some Chapters provide completely new methodologies and analyses.
Includes some new data and methods of analyzing them.
A unique collection of expertly written review articles covering all divers aspects of the area of Survival Analysis.

Audience

Biostatisticans, Mathematical Statisticans, Reliability Engineers.

Year 2004
Hardbound
ISBN: 0-444-50079-0
1000 pages

A. Bayoumi,
King Saud University, College of Science, Mathematics Department, Riyadh 14511, Saudi Arabia

Foundations of Complex Analysis in Non Locally Convex Spaces
Infinite Dimensional Holomorphy Without Convexity Condition

North-Holland Mathematics Studies, 193

Description

All the existing books in Infinite Dimensional Complex Analysis focus on the problems of locally convex spaces. However, the theory without convexity condition is covered for the first time in this book. This shows that we are really working with a new, important and interesting field.

Theory of functions and nonlinear analysis problems are widespread in the mathematical modeling of real world systems in a very broad range of applications. During the past three decades many new results from the author have helped to solve multiextreme problems arising from important situations, non-convex and non linear cases, in function theory.

Foundations of Complex Analysis in Non Locally Convex Spaces is a comprehensive book that covers the fundamental theorems in Complex and Functional Analysis and presents much new material.

The book includes generalized new forms of: Hahn-Banach Theorem, Multilinear maps, theory of polynomials, Fixed Point Theorems, p-extreme points and applications in Operations Research, Krein-Milman Theorem, Quasi-differential Calculus, Lagrange Mean-Value Theorems, Taylor series, Quasi-holomorphic and Quasi-analytic maps, Quasi-Analytic continuations, Fundamental Theorem of Calculus, Bolzano's Theorem, Mean-Value Theorem for Definite Integral, Bounding and weakly-bounding (limited) sets, Holomorphic Completions, and Levi problem.

Each chapter contains illustrative examples to help the student and researcher to enhance his knowledge of theory of functions.

The new concept of Quasi-differentiability introduced by the author represents the backbone of the theory of Holomorphy for non-locally convex spaces. In fact it is different but much stronger than the Frechet one.

The book is intended not only for Post-Graduate (M.Sc.& Ph.D.) students and researchers in Complex and Functional Analysis, but for all Scientists in various disciplines whom need nonlinear or non-convex analysis and holomorphy methods without convexity conditions to model and solve problems.

bull; The book contains new generalized versions of: i) Fundamental Theorem of Calculus, Lagrange Mean-Value Theorem in real and complex cases, Hahn-Banach Theorems, Bolzano Theorem, Krein-Milman Theorem, Mean value Theorem for Definite Integral, and many others. ii) Fixed Point Theorems of Bruower, Schauder and Kakutani's.

bull; The book contains some applications in Operations research and non convex analysis as a consequence of the new concept p-Extreme points given by the author.

bull; The book contains a complete theory for Taylor Series representations of the different types of holomorphic maps in F-spaces without convexity conditions.

bull; The book contains a general new concept of differentiability stronger than the Frechet one. This implies a new Differentiable Calculus called Quasi-differential (or Bayoumi differential) Calculus. It is due to the author's discovery in 1995.

bull; The book contains the theory of polynomials and Banach Stienhaus theorem in non convex spaces.

Audience

M.Sc. and Ph.D. students and reseachers in Analysis, especially in Complex and Functional Analysis.

Contents

1. Fundamental Theorems in F-Spaces.
2. Theory of Polynomials in F-Spaces.
3. Fixed-Point and P-Extreme Point.
4. Bayoumi (Quasi) Differential Calculus.
5. Generalized Mean-Value Theorem.
6. Higher Quasi-Differential in F-Spaces.
7. Quasi-Holomorphic Maps.
8. New Versions of Main Theorems.
9. Bounding and Weakly-Bounding Sets.
10. Levi Problem in Toplogical Spaces.

Year 2003
Hardbound
ISBN: 0-444-50056-1
278 pages

D.M. Gabbay, King's College, London, UK
A. Kurucz, King's College, London, UK
F. Wolter, University of Liverpool, UK
M. Zakharyaschev, King's College, London, UK

Many-Dimensional Modal Logics: Theory and Applications

Studies in Logic and the Foundations of Mathematics, 148

Description

Modal logics, originally conceived in philosophy, have recently found many applications in computer science, artificial intelligence, the foundations of mathematics, linguistics and other disciplines. Celebrated for their good computational behaviour, modal logics are used as effective formalisms for talking about time, space, knowledge, beliefs, actions, obligations, provability, etc. However, the nice computational properties can drastically change if we combine some of these formalisms into a many-dimensional system, say, to reason about knowledge bases developing in time or moving objects.

To study the computational behaviour of many-dimensional modal logics is the main aim of this book. On the one hand, it is concerned with providing a solid mathematical foundation for this discipline, while on the other hand, it shows that many seemingly different applied many-dimensional systems (e.g., multi-agent systems, description logics with epistemic, temporal and dynamic operators, spatio-temporal logics, etc.) fit in perfectly with this theoretical framework, and so their computational behaviour can be analyzed using the developed machinery.

We start with concrete examples of applied one- and many-dimensional modal logics such as temporal, epistemic, dynamic, description, spatial logics, and various combinations of these. Then we develop a mathematical theory for handling a spectrum of 'abstract' combinations of modal logics - fusions and products of modal logics, fragments of first-order modal and temporal logics - focusing on three major problems: decidability, axiomatizability, and computational complexity. Besides the standard methods of modal logic, the technical toolkit includes the method of quasimodels, mosaics, tilings, reductions to monadic second-order logic, algebraic logic techniques. Finally, we apply the developed machinery and obtained results to three case studies from the field of knowledge representation and reasoning: temporal epistemic logics for reasoning about multi-agent systems, modalized description logics for dynamic ontologies, and spatio-temporal logics.

The genre of the book can be defined as a research monograph. It brings the reader to the front line of current research in the field by showing both recent achievements and directions of future investigations (in particular, multiple open problems). On the other hand, well-known results from modal and first-order logic are formulated without proofs and supplied with references to accessible sources.

The intended audience of this book is logicians as well as those researchers who use logic in computer science and artificial intelligence. More specific application areas are, e.g., knowledge representation and reasoning, in particular, terminological, temporal and spatial reasoning, or reasoning about agents. And we also believe that researchers from certain other disciplines, say, temporal and spatial databases or geographical information systems, will benefit from this book as well.

Contents

I Introduction

1 Modal logic basics
1.1 Modal axiomatic systems
1.2 Possible world semantics
1.3 Classical first-order logic and the standard translation
1.4 Multimodal logics
1.5 Algebraic semantics
1.6 Decision, complexity and axiomatizability problems

2 Applied modal logic
2.1 Temporal logic
2.2 Interval temporal logic
2.3 Epistemic logic
2.4 Dynamic logic
2.5 Description logic
2.6 Spatial logic
2.7 Intuitionistic logic
2.8 'Model level' reductions between logics

3 Many-dimensional modal logics
3.1 Fusions
3.2 Spatio-temporal logics
3.3 Products
3.4 Temporal epistemic logics
3.5 Classical first-order logic as a propositional multimodal logic
3.6 First-order modal logics
3.7 First-order temporal logics
3.8 Description logics with modal operators
3.9 HS as a two-dimensional logic
3.10 Modal transition logics
3.11 Intuitionistic modal logics

II Fusions and products

4 Fusions of modal logics
4.1 Preserving Kripke completeness and the finite model property
4.2 Algebraic preliminaries
4.3 Preserving decidability of global consequence
4.4 Preserving decidability
4.5 Preserving interpolation
4.6 On the computational complexity of fusions

5 Products of modal logics: introduction
5.1 Axiomatizing products
5.2 Proving decidability with quasimodels
5.3 The finite model property
5.4 Proving undecidability
5.5 Proving complexity with tilings

6 Decidable products
6.1 Warming up: Kn x Km
6.2 CPDL x K_m
6.3 Products of epistemic logics with Km
6.4 Products of temporal logics with Km
6.5 Products with S5
6.6 Products with multimodal S5

7 Undecidable products
7.1 Products of linear orders with infinite ascending chains
7.2 Products of linear orders with infinite descending chains
7.3 Products of Dedekind complete linear orders
7.4 Products of finite linear orders
7.5 More undecidable products

8 Higher-dimensional products
8.1 S5 x S5 x ... x S5
8.2 Products between K4 x K4 x ... x K4 and S5 x S5 x ... x S5
8.3 Products with the fmp
8.4 Between K x K x ... x K and S5 x S5 x ... x S5
8.5 Finitely axiomatizable and decidable products

9 Variations on products
9.1 Relativized products
9.2 Valuation restrictions

10 Intuitionistic modal logics
10.1 Intuitionistic modal logics with Box
10.2 Intuitionistic modal logics with Box and Diamond
10.3 The finite model property

III First-order modal logics

11 Fragments of first-order temporal logics
11.1 Undecidable fragments
11.2 Monodic formulas, decidable fragments
11.3 Embedding into monadic second-order theories
11.4 Complexity of decidable fragments of QLogSU(N)
11.5 Satisfiability in models over (N,<) with finite domains
11.6 Satisfiability in models over (R,<) with finite domains
11.7 Axiomatizing monodic fragments
11.8 Monodicity and equality

12 Fragments of first-order dynamic and epistemic logics
12.1 Decision problems
12.2 Axiomatizing monodic fragments

IV Applications to knowledge representation

13 Temporal epistemic logics
13.1 Synchronous systems
13.2 Agents who know the time and neither forget nor learn

14 Modal description logics
14.1 Concept satisfiability
14.2 General formula satisfiability
14.3 Restricted formula satisfiability
14.4 Satisfiability in models with finite domains

15 Tableaux for modal description logics
15.1 Tableaux for ALC
15.2 Tableaux for K(ALC) with constant domains
15.3 Adding expressive power to K(ALC)

16 Spatio-temporal logics
16.1 Modal formalisms for spatio-temporal reasoning
16.2 Embedding spatio-temporal logics in first-order temporal logic
16.3 Complexity of spatio-temporal logics
16.4 Models based on Euclidean spaces

Epilogue. Bibliography. List of tables. List of languages and logics. Symbol index. Subject index.

Year 2003
Hardbound
ISBN: 0-444-50826-0
768 pages