Multiscale Modeling: A Bayesian Perspective (Springer Series in Statistics)
Marco A.R. Ferreira, Herbert K.H. Lee
This highly useful book contains methodology for the analysis of data that arise from multiscale processes. It brings together a number of recent developments and makes them accessible to a wider audience. Taking a Bayesian approach allows for full accounting of uncertainty, and also addresses the delicate issue of uncertainty at multiple scales. These methods can handle different amounts of prior knowledge at different scales, as often occurs in practice.