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Statistical Modelling Using Local Gaussian Approximation

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Statistical Modeling Using Local Gaussian Approximation

Statistical Modeling Using Local Gaussian Approximation Book
Author : Dag Tjostheim,Håkon Otneim,Bård Stove
Publisher : Academic Press
Release : 2021-10-19
ISBN : 0128154454
Language : En, Es, Fr & De

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Book Description :

Statistical Modeling using Local Gaussian Approximation extends powerful characteristics of the Gaussian distribution, perhaps, the most well-known and most used distribution in statistics, to a large class of non-Gaussian and nonlinear situations through local approximation. This extension enables the reader to follow new methods in assessing dependence and conditional dependence, in estimating probability and spectral density functions, and in discrimination. Chapters in this release cover Parametric, nonparametric, locally parametric, Dependence, Local Gaussian correlation and dependence, Local Gaussian correlation and the copula, Applications in finance, and more. Additional chapters explores Measuring dependence and testing for independence, Time series dependence and spectral analysis, Multivariate density estimation, Conditional density estimation, The local Gaussian partial correlation, Regression and conditional regression quantiles, and a A local Gaussian Fisher discriminant. Reviews local dependence modeling with applications to time series and finance markets Introduces new techniques for density estimation, conditional density estimation, and tests of conditional independence with applications in economics Evaluates local spectral analysis, discovering hidden frequencies in extremes and hidden phase differences Integrates textual content with three useful R packages

Statistical Modeling Using Local Gaussian Approximation

Statistical Modeling Using Local Gaussian Approximation Book
Author : Dag Tjostheim,Håkon Otneim,Bård Stove
Publisher : Elsevier
Release : 2021-11
ISBN : 0128158611
Language : En, Es, Fr & De

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Book Description :

Statistical Modeling using Local Gaussian Approximation extends powerful characteristics of the Gaussian distribution, perhaps, the most well-known and most used distribution in statistics, to a large class of non-Gaussian and nonlinear situations through local approximation. This extension enables the reader to follow new methods in assessing dependence and conditional dependence, in estimating probability and spectral density functions, and in discrimination. Chapters in this release cover Parametric, nonparametric, locally parametric, Dependence, Local Gaussian correlation and dependence, Local Gaussian correlation and the copula, Applications in finance, and more. Additional chapters explores Measuring dependence and testing for independence, Time series dependence and spectral analysis, Multivariate density estimation, Conditional density estimation, The local Gaussian partial correlation, Regression and conditional regression quantiles, and a A local Gaussian Fisher discriminant. Reviews local dependence modeling with applications to time series and finance markets Introduces new techniques for density estimation, conditional density estimation, and tests of conditional independence with applications in economics Evaluates local spectral analysis, discovering hidden frequencies in extremes and hidden phase differences Integrates textual content with three useful R packages

Stochastic Models Statistics and Their Applications

Stochastic Models  Statistics and Their Applications Book
Author : Ansgar Steland,Ewaryst Rafajłowicz,Krzysztof Szajowski
Publisher : Springer
Release : 2015-02-04
ISBN : 3319138812
Language : En, Es, Fr & De

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Book Description :

This volume presents the latest advances and trends in stochastic models and related statistical procedures. Selected peer-reviewed contributions focus on statistical inference, quality control, change-point analysis and detection, empirical processes, time series analysis, survival analysis and reliability, statistics for stochastic processes, big data in technology and the sciences, statistical genetics, experiment design, and stochastic models in engineering. Stochastic models and related statistical procedures play an important part in furthering our understanding of the challenging problems currently arising in areas of application such as the natural sciences, information technology, engineering, image analysis, genetics, energy and finance, to name but a few. This collection arises from the 12th Workshop on Stochastic Models, Statistics and Their Applications, Wroclaw, Poland.

Handbook of Research on Cloud Computing and Big Data Applications in IoT

Handbook of Research on Cloud Computing and Big Data Applications in IoT Book
Author : Gupta, B. B.,Agrawal, Dharma P.
Publisher : IGI Global
Release : 2019-04-12
ISBN : 1522584080
Language : En, Es, Fr & De

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Book Description :

Today, cloud computing, big data, and the internet of things (IoT) are becoming indubitable parts of modern information and communication systems. They cover not only information and communication technology but also all types of systems in society including within the realms of business, finance, industry, manufacturing, and management. Therefore, it is critical to remain up-to-date on the latest advancements and applications, as well as current issues and challenges. The Handbook of Research on Cloud Computing and Big Data Applications in IoT is a pivotal reference source that provides relevant theoretical frameworks and the latest empirical research findings on principles, challenges, and applications of cloud computing, big data, and IoT. While highlighting topics such as fog computing, language interaction, and scheduling algorithms, this publication is ideally designed for software developers, computer engineers, scientists, professionals, academicians, researchers, and students.

Probabilistic Finite Element Model Updating Using Bayesian Statistics

Probabilistic Finite Element Model Updating Using Bayesian Statistics Book
Author : Tshilidzi Marwala,Ilyes Boulkaibet,Sondipon Adhikari
Publisher : John Wiley & Sons
Release : 2016-09-23
ISBN : 111915300X
Language : En, Es, Fr & De

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Book Description :

Probabilistic Finite Element Model Updating Using Bayesian Statistics: Applications to Aeronautical and Mechanical Engineering Tshilidzi Marwala and Ilyes Boulkaibet, University of Johannesburg, South Africa Sondipon Adhikari, Swansea University, UK Covers the probabilistic finite element model based on Bayesian statistics with applications to aeronautical and mechanical engineering Finite element models are used widely to model the dynamic behaviour of many systems including in electrical, aerospace and mechanical engineering. The book covers probabilistic finite element model updating, achieved using Bayesian statistics. The Bayesian framework is employed to estimate the probabilistic finite element models which take into account of the uncertainties in the measurements and the modelling procedure. The Bayesian formulation achieves this by formulating the finite element model as the posterior distribution of the model given the measured data within the context of computational statistics and applies these in aeronautical and mechanical engineering. Probabilistic Finite Element Model Updating Using Bayesian Statistics contains simple explanations of computational statistical techniques such as Metropolis-Hastings Algorithm, Slice sampling, Markov Chain Monte Carlo method, hybrid Monte Carlo as well as Shadow Hybrid Monte Carlo and their relevance in engineering. Key features: Contains several contributions in the area of model updating using Bayesian techniques which are useful for graduate students. Explains in detail the use of Bayesian techniques to quantify uncertainties in mechanical structures as well as the use of Markov Chain Monte Carlo techniques to evaluate the Bayesian formulations. The book is essential reading for researchers, practitioners and students in mechanical and aerospace engineering.

Biomedical Image Segmentation

Biomedical Image Segmentation Book
Author : Ayman El-Baz,Xiaoyi Jiang,Jasjit S. Suri
Publisher : CRC Press
Release : 2016-11-17
ISBN : 1482258560
Language : En, Es, Fr & De

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Book Description :

As one of the most important tasks in biomedical imaging, image segmentation provides the foundation for quantitative reasoning and diagnostic techniques. A large variety of different imaging techniques, each with its own physical principle and characteristics (e.g., noise modeling), often requires modality-specific algorithmic treatment. In recent years, substantial progress has been made to biomedical image segmentation. Biomedical image segmentation is characterized by several specific factors. This book presents an overview of the advanced segmentation algorithms and their applications.

Bayesian Statistics 7

Bayesian Statistics 7 Book
Author : Dennis V. Lindley
Publisher : Oxford University Press
Release : 2003-07-03
ISBN : 9780198526155
Language : En, Es, Fr & De

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Book Description :

This volume contains the proceedings of the 7th Valencia International Meeting on Bayesian Statistics. This conference is held every four years and provides the main forum for researchers in the area of Bayesian statistics to come together to present and discuss frontier developments in the field.

Introduction to Bayesian Methods in Ecology and Natural Resources

Introduction to Bayesian Methods in Ecology and Natural Resources Book
Author : Edwin J. Green,Andrew O. Finley,William E. Strawderman
Publisher : Springer Nature
Release : 2020-11-26
ISBN : 303060750X
Language : En, Es, Fr & De

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Book Description :

This book presents modern Bayesian analysis in a format that is accessible to researchers in the fields of ecology, wildlife biology, and natural resource management. Bayesian analysis has undergone a remarkable transformation since the early 1990s. Widespread adoption of Markov chain Monte Carlo techniques has made the Bayesian paradigm the viable alternative to classical statistical procedures for scientific inference. The Bayesian approach has a number of desirable qualities, three chief ones being: i) the mathematical procedure is always the same, allowing the analyst to concentrate on the scientific aspects of the problem; ii) historical information is readily used, when appropriate; and iii) hierarchical models are readily accommodated. This monograph contains numerous worked examples and the requisite computer programs. The latter are easily modified to meet new situations. A primer on probability distributions is also included because these form the basis of Bayesian inference. Researchers and graduate students in Ecology and Natural Resource Management will find this book a valuable reference.

Surrogates

Surrogates Book
Author : Robert B. Gramacy
Publisher : CRC Press
Release : 2020-03-10
ISBN : 1000766209
Language : En, Es, Fr & De

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Book Description :

Computer simulation experiments are essential to modern scientific discovery, whether that be in physics, chemistry, biology, epidemiology, ecology, engineering, etc. Surrogates are meta-models of computer simulations, used to solve mathematical models that are too intricate to be worked by hand. Gaussian process (GP) regression is a supremely flexible tool for the analysis of computer simulation experiments. This book presents an applied introduction to GP regression for modelling and optimization of computer simulation experiments. Features: • Emphasis on methods, applications, and reproducibility. • R code is integrated throughout for application of the methods. • Includes more than 200 full colour figures. • Includes many exercises to supplement understanding, with separate solutions available from the author. • Supported by a website with full code available to reproduce all methods and examples. The book is primarily designed as a textbook for postgraduate students studying GP regression from mathematics, statistics, computer science, and engineering. Given the breadth of examples, it could also be used by researchers from these fields, as well as from economics, life science, social science, etc.

Essays in Nonlinear Time Series Econometrics

Essays in Nonlinear Time Series Econometrics Book
Author : Niels Haldrup,Mika Meitz,Pentti Saikkonen
Publisher : Oxford University Press
Release : 2014-05
ISBN : 0199679959
Language : En, Es, Fr & De

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Book Description :

This edited collection concerns nonlinear economic relations that involve time. It is divided into four broad themes that all reflect the work and methodology of Professor Timo Teräsvirta, one of the leading scholars in the field of nonlinear time series econometrics. The themes are: Testing for linearity and functional form, specification testing and estimation of nonlinear time series models in the form of smooth transition models, model selection and econometric methodology, and finally applications within the area of financial econometrics. All these research fields include contributions that represent state of the art in econometrics such as testing for neglected nonlinearity in neural network models, time-varying GARCH and smooth transition models, STAR models and common factors in volatility modeling, semi-automatic general to specific model selection for nonlinear dynamic models, high-dimensional data analysis for parametric and semi-parametric regression models with dependent data, commodity price modeling, financial analysts earnings forecasts based on asymmetric loss function, local Gaussian correlation and dependence for asymmetric return dependence, and the use of bootstrap aggregation to improve forecast accuracy. Each chapter represents original scholarly work, and reflects the intellectual impact that Timo Teräsvirta has had and will continue to have, on the profession.

Analytic Statistical Models

Analytic Statistical Models Book
Author : Ib M. Skovgaard
Publisher : IMS
Release : 1990
ISBN : 9780940600201
Language : En, Es, Fr & De

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Book Description :

Download Analytic Statistical Models book written by Ib M. Skovgaard, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Handbook of Statistics

Handbook of Statistics Book
Author : Anonim
Publisher : Elsevier
Release : 2012-05-18
ISBN : 0444538631
Language : En, Es, Fr & De

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Book Description :

The field of statistics not only affects all areas of scientific activity, but also many other matters such as public policy. It is branching rapidly into so many different subjects that a series of handbooks is the only way of comprehensively presenting the various aspects of statistical methodology, applications, and recent developments. The Handbook of Statistics is a series of self-contained reference books. Each volume is devoted to a particular topic in statistics, with Volume 30 dealing with time series. The series is addressed to the entire community of statisticians and scientists in various disciplines who use statistical methodology in their work. At the same time, special emphasis is placed on applications-oriented techniques, with the applied statistician in mind as the primary audience. Comprehensively presents the various aspects of statistical methodology Discusses a wide variety of diverse applications and recent developments Contributors are internationally renowened experts in their respective areas

Handbook of Parallel Computing and Statistics

Handbook of Parallel Computing and Statistics Book
Author : Erricos John Kontoghiorghes
Publisher : CRC Press
Release : 2005-12-21
ISBN : 9781420028683
Language : En, Es, Fr & De

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Book Description :

Technological improvements continue to push back the frontier of processor speed in modern computers. Unfortunately, the computational intensity demanded by modern research problems grows even faster. Parallel computing has emerged as the most successful bridge to this computational gap, and many popular solutions have emerged based on its concepts

Statistical Models and Methods for Financial Markets

Statistical Models and Methods for Financial Markets Book
Author : Tze Leung Lai,Haipeng Xing
Publisher : Springer Science & Business Media
Release : 2008-07-25
ISBN : 0387778268
Language : En, Es, Fr & De

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Book Description :

The idea of writing this bookarosein 2000when the ?rst author wasassigned to teach the required course STATS 240 (Statistical Methods in Finance) in the new M. S. program in ?nancial mathematics at Stanford, which is an interdisciplinary program that aims to provide a master’s-level education in applied mathematics, statistics, computing, ?nance, and economics. Students in the programhad di?erent backgroundsin statistics. Some had only taken a basic course in statistical inference, while others had taken a broad spectrum of M. S. - and Ph. D. -level statistics courses. On the other hand, all of them had already taken required core courses in investment theory and derivative pricing, and STATS 240 was supposed to link the theory and pricing formulas to real-world data and pricing or investment strategies. Besides students in theprogram,thecoursealso attractedmanystudentsfromother departments in the university, further increasing the heterogeneity of students, as many of them had a strong background in mathematical and statistical modeling from the mathematical, physical, and engineering sciences but no previous experience in ?nance. To address the diversity in background but common strong interest in the subject and in a potential career as a “quant” in the ?nancialindustry,thecoursematerialwascarefullychosennotonlytopresent basic statistical methods of importance to quantitative ?nance but also to summarize domain knowledge in ?nance and show how it can be combined with statistical modeling in ?nancial analysis and decision making. The course material evolved over the years, especially after the second author helped as the head TA during the years 2004 and 2005.

Intelligence Science and Big Data Engineering Visual Data Engineering

Intelligence Science and Big Data Engineering  Visual Data Engineering Book
Author : Zhen Cui,Jinshan Pan,Shanshan Zhang,Liang Xiao,Jian Yang
Publisher : Springer Nature
Release : 2019-11-28
ISBN : 3030361896
Language : En, Es, Fr & De

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Book Description :

The two volumes LNCS 11935 and 11936 constitute the proceedings of the 9th International Conference on Intelligence Science and Big Data Engineering, IScIDE 2019, held in Nanjing, China, in October 2019. The 84 full papers presented were carefully reviewed and selected from 252 submissions.The papers are organized in two parts: visual data engineering; and big data and machine learning. They cover a large range of topics including information theoretic and Bayesian approaches, probabilistic graphical models, big data analysis, neural networks and neuro-informatics, bioinformatics, computational biology and brain-computer interfaces, as well as advances in fundamental pattern recognition techniques relevant to image processing, computer vision and machine learning.

New Advances in Statistics and Data Science

New Advances in Statistics and Data Science Book
Author : Ding-Geng Chen,Zhezhen Jin,Gang Li,Yi Li,Aiyi Liu,Yichuan Zhao
Publisher : Springer
Release : 2018-01-17
ISBN : 3319694162
Language : En, Es, Fr & De

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Book Description :

This book is comprised of the presentations delivered at the 25th ICSA Applied Statistics Symposium held at the Hyatt Regency Atlanta, on June 12-15, 2016. This symposium attracted more than 700 statisticians and data scientists working in academia, government, and industry from all over the world. The theme of this conference was the “Challenge of Big Data and Applications of Statistics,” in recognition of the advent of big data era, and the symposium offered opportunities for learning, receiving inspirations from old research ideas and for developing new ones, and for promoting further research collaborations in the data sciences. The invited contributions addressed rich topics closely related to big data analysis in the data sciences, reflecting recent advances and major challenges in statistics, business statistics, and biostatistics. Subsequently, the six editors selected 19 high-quality presentations and invited the speakers to prepare full chapters for this book, which showcases new methods in statistics and data sciences, emerging theories, and case applications from statistics, data science and interdisciplinary fields. The topics covered in the book are timely and have great impact on data sciences, identifying important directions for future research, promoting advanced statistical methods in big data science, and facilitating future collaborations across disciplines and between theory and practice.

Geometry Driven Statistics

Geometry Driven Statistics Book
Author : Ian L. Dryden,John T. Kent
Publisher : John Wiley & Sons
Release : 2015-07-22
ISBN : 1118866614
Language : En, Es, Fr & De

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Book Description :

A timely collection of advanced, original material in the area of statistical methodology motivated by geometric problems, dedicated to the influential work of Kanti V. Mardia This volume celebrates Kanti V. Mardia's long and influential career in statistics. A common theme unifying much of Mardia’s work is the importance of geometry in statistics, and to highlight the areas emphasized in his research this book brings together 16 contributions from high-profile researchers in the field. Geometry Driven Statistics covers a wide range of application areas including directional data, shape analysis, spatial data, climate science, fingerprints, image analysis, computer vision and bioinformatics. The book will appeal to statisticians and others with an interest in data motivated by geometric considerations. Summarizing the state of the art, examining some new developments and presenting a vision for the future, Geometry Driven Statistics will enable the reader to broaden knowledge of important research areas in statistics and gain a new appreciation of the work and influence of Kanti V. Mardia.

Uncertainty Quantification and Predictive Computational Science

Uncertainty Quantification and Predictive Computational Science Book
Author : Ryan G. McClarren
Publisher : Springer
Release : 2018-11-23
ISBN : 3319995251
Language : En, Es, Fr & De

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Book Description :

This textbook teaches the essential background and skills for understanding and quantifying uncertainties in a computational simulation, and for predicting the behavior of a system under those uncertainties. It addresses a critical knowledge gap in the widespread adoption of simulation in high-consequence decision-making throughout the engineering and physical sciences. Constructing sophisticated techniques for prediction from basic building blocks, the book first reviews the fundamentals that underpin later topics of the book including probability, sampling, and Bayesian statistics. Part II focuses on applying Local Sensitivity Analysis to apportion uncertainty in the model outputs to sources of uncertainty in its inputs. Part III demonstrates techniques for quantifying the impact of parametric uncertainties on a problem, specifically how input uncertainties affect outputs. The final section covers techniques for applying uncertainty quantification to make predictions under uncertainty, including treatment of epistemic uncertainties. It presents the theory and practice of predicting the behavior of a system based on the aggregation of data from simulation, theory, and experiment. The text focuses on simulations based on the solution of systems of partial differential equations and includes in-depth coverage of Monte Carlo methods, basic design of computer experiments, as well as regularized statistical techniques. Code references, in python, appear throughout the text and online as executable code, enabling readers to perform the analysis under discussion. Worked examples from realistic, model problems help readers understand the mechanics of applying the methods. Each chapter ends with several assignable problems. Uncertainty Quantification and Predictive Computational Science fills the growing need for a classroom text for senior undergraduate and early-career graduate students in the engineering and physical sciences and supports independent study by researchers and professionals who must include uncertainty quantification and predictive science in the simulations they develop and/or perform.

Medical Image Computing and Computer Assisted Intervention MICCAI 2000

Medical Image Computing and Computer Assisted Intervention   MICCAI 2000 Book
Author : Scott L. Delp,Anthony M. DiGoia,Branislav Jaramaz
Publisher : Springer Science & Business Media
Release : 2000-09-27
ISBN : 3540411895
Language : En, Es, Fr & De

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Book Description :

In previous work [6], we presented a novel information theoretic approach for calculating fMRI activation maps. The information-theoretic approach is - pealing in that it is a principled methodology requiring few assumptions about the structure of the fMRI signal. In that approach, activation was quanti'ed by measuring the mutual information (MI) between the protocol signal and the fMRI time-series at a givenvoxel.This measureis capable of detecting unknown nonlinear and higher-order statistical dependencies. Furthermore, it is relatively straightforward to implement. In practice,activation decisions at eachvoxelareindependent of neighboring voxels. Spurious responses are then removed by ad hoc techniques (e.g. morp- logicaloperators).Inthispaper,wedescribeanautomaticmaximumaposteriori (MAP) detection method where the well-known Ising model is used as a spatial prior.The Isingspatialpriordoes not assumethat the time-seriesofneighboring voxelsareindependentofeachother.Furthermore,removalofspuriousresponses is an implicit component of the detection formulation. In order to formulate the calculation of the activation map using this technique we ?rst demonstrate that the information-theoretic approach has a natural interpretation in the hypo- esis testing framework and that, speci'cally, our estimate of MI approximates the log-likelihood ratio of that hypothesis test. Consequently, the MAP det- tion problem using the Ising model can be formulated and solved exactly in polynomial time using the Ford and Fulkerson method [4]. We compare the results of our approach with and without spatial priors to an approachbased on the general linear model (GLM) popularized by Fristonet al [3]. We present results from three fMRI data sets. The data sets test motor, auditory, and visual cortex activation, respectively.

Knowledge Incorporation in Evolutionary Computation

Knowledge Incorporation in Evolutionary Computation Book
Author : Yaochu Jin
Publisher : Springer Science & Business Media
Release : 2004-10-20
ISBN : 9783540229025
Language : En, Es, Fr & De

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Book Description :

Incorporation of a priori knowledge, such as expert knowledge, meta-heuristics and human preferences, as well as domain knowledge acquired during evolu tionary search, into evolutionary algorithms has received increasing interest in the recent years. It has been shown from various motivations that knowl edge incorporation into evolutionary search is able to significantly improve search efficiency. However, results on knowledge incorporation in evolution ary computation have been scattered in a wide range of research areas and a systematic handling of this important topic in evolutionary computation still lacks. This edited book is a first attempt to put together the state-of-art and re cent advances on knowledge incorporation in evolutionary computation within a unified framework. Existing methods for knowledge incorporation are di vided into the following five categories according to the functionality of the incorporated knowledge in the evolutionary algorithms. 1. Knowledge incorporation in representation, population initialization, - combination and mutation. 2. Knowledge incorporation in selection and reproduction. 3. Knowledge incorporation in fitness evaluations. 4. Knowledge incorporation through life-time learning and human-computer interactions. 5. Incorporation of human preferences in multi-objective evolutionary com putation. The intended readers of this book are graduate students, researchers and practitioners in all fields of science and engineering who are interested in evolutionary computation. The book is divided into six parts. Part I contains one introductory chapter titled "A selected introduction to evolutionary computation" by Yao, which presents a concise but insightful introduction to evolutionary computation.