James E. Gentle: Computational statistics (Statistics and Computing Series)

摘要

This book has a very large scope in that, beyond its title, it covers the dual fields of computational statistics and of statistical computing. If only for this reason it thus constitutes a reference text for any statistics course including some degree of computing. The first field, computational statistics, focus on statistical methods that rely heavily on computational tools ("Computational inference, together with exact inference and asymptotic inference, is an important component of statistical methods"), like the Bayesian analysis of hierarchical models (Gelman et al. 2001), while the second field covers computational or numerical methods that are used by computational statistics, like the EM algorithm (Dempster et al. 1977). The latter field being more easily chartered and more operational than conceptual, it may appear to the reader that, paradoxically, Computational Statistics focus more on statistical computing than on computational statistics.