COMPUTATIONAL STATISTICS PDF
James E. Gentle is University professor of computational statistics at George Mason University. He is the author of Computational Statistics, Random Number Generation and Monte Carlo Methods, and Matrix Algebra. These methods are part of the field of computational statistics. ST Computational Statistics. 1 c J Penzer . Public folder – to find copies of the notes in pdf format, open Outlook and go to. Computational inference has taken its place alongside asymptotic inference and Front Matter. Pages PDF · Graphical Methods in Computational Statistics.
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This new edition continues to serve as a comprehensive guide to modern and classical methods of statistical computing. The book is comprised. COURSE DESCRIPTION „ Faculté des sciences économiques „ www sppn.info Computational statistics Characteristics 6 ECTS credits. Department of Computational Statistics and Data Analysis, Augsburg University, Germany Computational Statistics / Statistical Computing.
His research interests include statistical problems in wildlife conservation biology including ecology, population modeling and management, and automated computer face recognition. She is an award-winning teacher who co-leads large research efforts for the National Science Foundation. She has served as associate editor for the Journal of the American Statistical Association and Environmetrics.
Her research interests include spatial statistics, Bayesian methods, and model selection. Givens and Hoeting have taught graduate courses on computational statistics for nearly twenty years, and short courses to leading statisticians and scientists around the world. Please check your email for instructions on resetting your password.
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Skip to Main Content. Computational Statistics , Second Edition Author s: Geof H.
STATG: Introduction to Computational Statistics
Givens Jennifer A. First published: Print ISBN: About this book This new edition continues to serve as a comprehensive guide to modern and classical methods of statistical computing.
The book is comprised of four main parts spanning the field: Optimization Integration and Simulation Bootstrapping Density Estimation and Smoothing Within these sections,each chapter includes a comprehensive introduction and step-by-step implementation summaries to accompany the explanations of key methods.
Free Access. Summary PDF Request permissions. Part I: PDF Request permissions. The editors explain how advances in computing power and its availability have led to a slight shift in the statistical paradigm. This has occurred in a 2-fold process: advances in computational methods allow new developments in statistical theory, while advances in theoretical statistics demand new computational methods.
This division determines the rest of the volume which is organized in three parts: statistical computing part II, 13 chapters , statistical methodology part III, 16 chapters , and applications part IV, 5 chapters. Part II starts with chapters on basic computational algorithms and random number generation, which are perhaps the aspects of the subject that have changed the least in the last 25 years, though new technical developments appear constantly.
These are followed by a review on MCMC technology with clear explanations of the basic concepts, and a chapter on numerical linear algebra, which covers the usual material on eigenvalues, and on direct and iterative methods for solving linear systems, but has some non-standard sections, e.
Chapter 5 is on the EM algorithm, its definition and properties to variations of the basic algorithm and applications in bioinformatics and hidden Markov models, and is followed by a wordy chapter on stochastic optimization examining random search, stochastic approximation, and genetic algorithms.
This chapter includes an introduction to the use of Fourier and related transforms in statistics and two sections on wavelets.
Chapter 9 is about statistical databases, explaining general concepts of database design and analysis in an abstract way. It ends with an interesting section on privacy and security.
Chapters 10 and 11 are about graphics: one is on interactive and dynamic graphics exploring visual representations of datasets, the other is on a grammar of graphs consisting of seven components, from variables to aesthetics specifying subtasks required to produce graphics from data. Part II concludes with a chapter on statistical user interface, perhaps the weakest in the volume, which compares incompletely seven software packages and discusses rules for good user interface design, and another, very formal, chapter on object oriented computing, describing the unified modelling language.
It is followed by a very thorough survey on bootstrap and resampling methods, including a discussion on bootstrapping for dependent data.
Chapter 3 deals with design and analysis of Monte Carlo experiments, including a section on applications of Kriging interpolation. The next two chapters are on multivariate density estimation and visualization including trivariate functions , and on smoothing and local regression techniques including likelihood smoothing and are sound reviews of these areas.
Chapter 6 is on dimension reduction methods and covers methods which do not distinguish between response and explanatory variables e.
The next four chapters are on modelling: generalized linear models, linear and non-linear regression modelling, robust statistics, and semiparametric models. Some overlapping between these four chapters and the first one in Part III is inevitable, and perhaps the five of them could have been combined into two bigger chapters.
Chapter 11 is a survey of Bayesian computational methods covering point estimation, tests of hypotheses, model choice, and a comprehensive review of Monte Carlo methods and their applications illustrating them with several interesting examples; it is followed by a brief chapter on computational methods in survival analysis, which does not cover interval censored problems nor frailty.Forgot your username?
Chapter 6 is on dimension reduction methods and covers methods which do not distinguish between response and explanatory variables e. We have not even tried.
Concepts and Methods
Summary PDF Request permissions. The editors should be congratulated for bringing together a very good snapshot of the current state of a rapidly evolving subject. Gentle , Random number generation and Monte Carlo methods, Springer. Our editor Steve Quigley and the folks at Wiley were supportive and helpful during the publication process. Finally, some topics e.
Part I Preliminaries.