Linear algebra and matrix analysis for statistics

Author

• Banerjee, Sudipto

Additional Author(s)

• Roy, Anindya

Publisher

Boca Raton: CRC Press, 2014

Language

English

ISBN

9781420095388

Series

Texts in Statistical Science

Subject(s)

• ALGEBRAS, LINEAR
• MATHEMATICAL STATISTICS
• MATRICES

Notes

. Includes bibliographical references (p. 555-557). Includes index (p. 559-565)

Abstract

Linear algebra and the study of matrix algorithms have become fundamental to the development of statistical models. Using a vector-space approach, this book provides an understanding of the major concepts that underlie linear algebra and matrix analysis. Each chapter introduces a key topic, such as infinite-dimensional spaces, and provides illustrative examples. The authors examine recent developments in diverse fields such as spatial statistics, machine learning, data mining, and social network analysis. Complete in its coverage and accessible to students without prior knowledge of linear algebra, the text also includes results that are useful for traditional statistical applications.

Physical Dimension

Number of Page(s)

xvii, 565 p.

Dimension

24 cm.

Other Desc.

ill.

Summary / Review / Table of Content

Matrices, vectors and their operations --
Systems of linear equations --
More on linear equations --
Euclidean spaces --
The rank of a matrix --
Complementary subspaces --
Orthogonality, orthogonal subspaces and projections --
More on orthogonality --
Revisiting linear equations --
Determinants --
Eigenvalues and Eigenvectors --
Singular value and Jordan decompositions --
Quadratic forms --
The Kronecker product and related operations --
Linear iterative systems, norms and convergence --
Abstract linear algebra.

Exemplar(s)

#	Accession No.	Call Number	Location	Status
1.	00223/17	512.5 Ban L	Library - 7th Floor	Available