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Computer Age Statistical Inference: Algorithms, Evidence, and Data Science

Bradley Efron (Stanford University, California) Trevor Hastie (Stanford University, California)



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Cambridge University Press
20 July 2016
Social research & statistics; Epidemiology & medical statistics; Mathematics & Sciences; Probability & statistics; Artificial intelligence
The twenty-first century has seen a breathtaking expansion of statistical methodology, both in scope and in influence. 'Big data', 'data science', and 'machine learning' have become familiar terms in the news, as statistical methods are brought to bear upon the enormous data sets of modern science and commerce. How did we get here? And where are we going? This book takes us on an exhilarating journey through the revolution in data analysis following the introduction of electronic computation in the 1950s. Beginning with classical inferential theories - Bayesian, frequentist, Fisherian - individual chapters take up a series of influential topics: survival analysis, logistic regression, empirical Bayes, the jackknife and bootstrap, random forests, neural networks, Markov chain Monte Carlo, inference after model selection, and dozens more. The distinctly modern approach integrates methodology and algorithms with statistical inference. The book ends with speculation on the future direction of statistics and data science.
By:   Bradley Efron (Stanford University California), Trevor Hastie (Stanford University, California)
Imprint:   Cambridge University Press
Country of Publication:   United Kingdom
Volume:   5
Dimensions:   Height: 236mm,  Width: 158mm,  Spine: 27mm
Weight:   930g
ISBN:   9781107149892
ISBN 10:   1107149894
Series:   Institute of Mathematical Statistics Monographs
Pages:   491
Publication Date:   20 July 2016
Audience:   Professional and scholarly ,  Undergraduate
Format:   Hardback
Publisher's Status:   Active
Part I. Classic Statistical Inference: 1. Algorithms and inference; 2. Frequentist inference; 3. Bayesian inference; 4. Fisherian inference and maximum likelihood estimation; 5. Parametric models and exponential families; Part II. Early Computer-Age Methods: 6. Empirical Bayes; 7. James-Stein estimation and ridge regression; 8. Generalized linear models and regression trees; 9. Survival analysis and the EM algorithm; 10. The jackknife and the bootstrap; 11. Bootstrap confidence intervals; 12. Cross-validation and Cp estimates of prediction error; 13. Objective Bayes inference and Markov chain Monte Carlo; 14. Statistical inference and methodology in the postwar era; Part III. Twenty-First Century Topics: 15. Large-scale hypothesis testing and false discovery rates; 16. Sparse modeling and the lasso; 17. Random forests and boosting; 18. Neural networks and deep learning; 19. Support-vector machines and kernel methods; 20. Inference after model selection; 21. Empirical Bayes estimation strategies; Epilogue; References; Index.

Bradley Efron is Max H. Stein Professor, Professor of Statistics, and Professor of Biomedical Data Science at Stanford University, California. He has held visiting faculty appointments at Harvard University, Massachusetts, the University of California, Berkeley, and Imperial College of Science, Technology and Medicine, London. Efron has worked extensively on theories of statistical inference, and is the inventor of the bootstrap sampling technique. He received the National Medal of Science in 2005 and the Guy Medal in Gold of the Royal Statistical Society in 2014. Trevor Hastie is John A. Overdeck Professor, Professor of Statistics, and Professor of Biomedical Data Science at Stanford University, California. He is coauthor of Elements of Statistical Learning, a key text in the field of modern data analysis. He is also known for his work on generalized additive models and principal curves, and for his contributions to the R computing environment. Hastie was awarded the Emmanuel and Carol Parzen prize for Statistical Innovation in 2014.

Reviews for Computer Age Statistical Inference: Algorithms, Evidence, and Data Science

Advance praise: 'How and why is computational statistics taking over the world? In this serious work of synthesis that is also fun to read, Efron and Hastie, two pioneers in the integration of parametric and nonparametric statistical ideas, give their take on the unreasonable effectiveness of statistics and machine learning in the context of a series of clear, historically informed examples.' Andrew Gelman, Columbia University, New York Advance praise: 'A masterful guide to how the inferential bases of classical statistics can provide a principled disciplinary frame for the data science of the twenty-first century.' Stephen Stigler, University of Chicago, and author of Seven Pillars of Statistical Wisdom Advance praise: 'Efron and Hastie guide us through the maze of breakthrough statistical methodologies following the computing evolution: why they were developed, their properties, and how they are used. Highlighting their origins, the book helps understand each method's roles in inference and/or prediction. The inference-prediction distinction maintained throughout the book is a welcome and important novelty in the landscape of statistics books.' Galit Shmueli, National Tsing Hua University, Taiwan Advance praise: 'This is a guided tour of modern statistics that emphasizes the conceptual and computational advances of the last century. Authored by two masters of the field, it offers just the right mix of mathematical analysis and insightful commentary.' Hal Varian, Google Advance praise: 'Computer Age Statistical Inference offers a refreshing view of modern statistics. Algorithmics are put on equal footing with intuition, properties and the abstract arguments behind them. The methods covered are indispensable to practicing statistical analysts in today's big data and big computing landscape.' Robert Gramacy, University of Chicago Booth School of Business

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