Computational Statistics

by James E. Gentle

Overview

Computational inference is based on an approach to statistical methods that uses modern computational power to simulate distributional properties of estimators and test statistics. This book describes computationally intensive statistical methods in a unified presentation, emphasizing techniques, such as the PDF decomposition, that arise in a wide range of methods.

Product Details

ISBN-13:	9780387981437
Publisher:	Springer New York
Publication date:	08/07/2009
Series:	Statistics and Computing
Edition description:	2009
Pages:	728
Product dimensions:	6.20(w) x 9.40(h) x 1.90(d)

About the Author

James E. Gentle is University Professor of Computational Statistics at George Mason University. He is a Fellow of the American Statistical Association (ASA) and of the American Association for the Advancement of Science. He has held several national offices in the ASA and has served as associate editor of journals of the ASA as well as for other journals in statistics and computing. He is author of Random Number Generation and Monte Carlo Methods and Matrix Algebra.

Table of Contents

Preliminaries.- Mathematical and Statistical Preliminaries.- Statistical Computing.- Computer Storage and Arithmetic.- Algorithms and Programming.- Approximation of Functions and Numerical Quadrature.- Numerical Linear Algebra.- Solution of Nonlinear Equations and Optimization.- Generation of Random Numbers.- Methods of Computational Statistics.- Graphical Methods in Computational Statistics.- Tools for Identification of Structure in Data.- Estimation of Functions.- Monte Carlo Methods for Statistical Inference.- Data Randomization, Partitioning, and Augmentation.- Bootstrap Methods.- Exploring Data Density and Relationships.- Estimation of Probability Density Functions Using Parametric Models.- Nonparametric Estimation of Probability Density Functions.- Statistical Learning and Data Mining.- Statistical Models of Dependencies.

Editorial Reviews

From the reviews:

“This is a book that covers many of the computational issues that statisticians will encounter as part of their research and applied work. … The writing in the book is quite clear and the author has done a good job providing the essence of each topic. … Overall, I think this is an excellent book. … This book will give a graduate student a good overview of the field. There are exercises provided for each chapter together with some solutions.” (Michael J. Evans, Mathematical Reviews, Issue 2011 b)

“This book is a superior treatment of the important subject of statistical computing. I strongly recommend this book to anyone who analyzes data using either a commercial statistical software package or statistical computer programs written by the user or someone else. Thus this book is important not only for data oriented statisticians but for econometricians, psychometricians, political methodologists and biometricians as well. … All terms in this work including computing terms are clearly defined.” (Melvin Hinich, Technometrics, Vol. 53 (1), February, 2011)

“I greatly appreciated the author’s command of both numerical and statistical computing … . The book also contains many exercises that substantiate the concepts, with solutions and hints in the appendix, an extensive bibliography, and a link to further literature and notes. The target readership includes undergraduates, postgraduates in statistics and allied fields such as computer science and mathematics, scientific research workers, and practitioners of statistics and numerical techniques. … I strongly recommend it for all scientific libraries.” (Soubhik Chakraborty, ACM Computing Reviews, October, 2010)

“This book has a very large scope in that … it covers the dual fields of computational statistics and of statistical computing. … must-read for all students and researchers engaging into any kind of serious statistical programming. … is well-written, in a lively and personal style. … a reference book that should appear in the shortlist of any computational statistics/statistical computing graduate course as well as on the shelves of any researchers supporting his or her statistical practice with a significant dose of computing backup.”­­­ (Christian P. Robert, Statistical and Computation, Vol. 21, 2011)

From the Publisher