The Probability Companion for Engineering and Computer Science

Using examples and building intuition, this friendly guide helps readers understand and use probabilistic tools from basic to sophisticated.

Adam Prügel-Bennett (Author)

9781108727709, Cambridge University Press

Paperback / softback, published 23 January 2020

470 pages, 356 b/w illus.
25.3 x 17.8 x 2.3 cm, 1 kg

'The book can be very recommended all readers, who are interested in this field.' Ludwig Paditz, Theatre and Performance Theory

This friendly guide is the companion you need to convert pure mathematics into understanding and facility with a host of probabilistic tools. The book provides a high-level view of probability and its most powerful applications. It begins with the basic rules of probability and quickly progresses to some of the most sophisticated modern techniques in use, including Kalman filters, Monte Carlo techniques, machine learning methods, Bayesian inference and stochastic processes. It draws on thirty years of experience in applying probabilistic methods to problems in computational science and engineering, and numerous practical examples illustrate where these techniques are used in the real world. Topics of discussion range from carbon dating to Wasserstein GANs, one of the most recent developments in Deep Learning. The underlying mathematics is presented in full, but clarity takes priority over complete rigour, making this text a starting reference source for researchers and a readable overview for students.

1. Introduction
2. Survey of distributions
3. Monte Carlo
4. Discrete random variables
5. The normal distribution
6. Handling experimental data
7. Mathematics of random variables
8. Bayes
9. Entropy
10. Collective behavior
11. Markov chains
12. Stochastic processes
Appendix A. Answers to exercises
Appendix B. Probability distributions.

Subject Areas: Computer science [UY], Stochastics [PBWL], Insurance & actuarial studies [KFFN], Econometrics [KCH]