Computer Age Statistical Inference
Algorithms, Evidence, and Data Science

Take an exhilarating journey through the modern revolution in statistics with two of the ringleaders.

Bradley Efron (Author), Trevor Hastie (Author)

9781107149892, Cambridge University Press

Hardback, published 21 July 2016

495 pages, 5 b/w illus. 40 colour illus. 50 tables
23.6 x 15.8 x 2.7 cm, 0.93 kg

'Efron and Hastie (both, Stanford Univ.) have superbly crafted a central text/reference book that presents a broad overview of modern statistics. The work examines major developments in computation from the late-20th and early-21st centuries, ranging from electronic computations to 'big data' analysis. Focusing primarily on the last six decades, the text thoroughly documents the progression within the discipline of statistics … This text is highly recommended for graduate libraries.' D. J. Gougeon, Choice

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.

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.

Subject Areas: Pattern recognition [UYQP], Machine learning [UYQM], Probability & statistics [PBT], Epidemiology & medical statistics [MBNS], Economic statistics [KCHS], Psychological testing & measurement [JMBT], Social research & statistics [JHBC]