Highly Structured Stochastic Systems

by Peter J. Green, Nils Lid Hjort, Sylvia Richardson

Highly Structured Stochastic Systems (HSSS) is a modern strategy for building statistical models for challenging real-world problems, for computing with them, and for interpreting the resulting inference. The aim of this book is to make recent developments in HSSS accessible to a general statistical audience including graduate students and researchers.

532 pages, Hardcover

First published July 3, 2003

Reviews

[Nils Lid Hjort · Rating 5 out of 5]

I'm one of the three authors, with honoured colleagues Peter Green and Sylvia Richardson, and hence biased. But I do like & recommend the HSSS book (Oxford University Press, 2003), and admire chapters written by very clever and far-seeing colleagues.

The HSSS methodology, touching a wide spectrum of statistical methods and applications, including Bayesian nonparametrics (see my own chapter, and the following discussion contributions), has arguably changed "ordinary statistics", and pushed bits & pieces of data science, recommendation systems, hierarchical models, expert systems, etc.

Check you my FocuStat website, with stories and material related to HSSS.

https://www.mn.uio.no/math/english/re...