This comprehensive introduction enables readers to develop a multifaceted and thorough knowledge of modern statistical computing and computational statistics. Backed by many years of classroom experience, the authors help readers gain a practical understanding of how and why modern statistical methods work, enabling readers to apply these methods effectively. Detailed examples are drawn from diverse fields such as bioinformatics, ecology, medicine, computer vision, and stochastic finance.
The text emphasizes areas that are central to understanding the evolving field of computational statistics including areas where routine application of software often fails to solve complex problems. Topics covered include ordinary and combinatorial optimization, algorithms for missing data, numerical and Monte Carlo integration, simulation, introductory and advanced Markov chain Monte Carlo, bootstrapping, density estimation, and smoothing.
Knowledge of computer languages is not required, making examples and algorithms easier for readers to follow. Everything needed to quickly learn and apply the material is provided and is presented in a fluid, jargon-free style with fascinating real-world examples and problem sets that have been tested in the classroom for more than a decade.
Computational Statistics is recommended for graduate-level courses in statistics, computer science, mathematics, engineering, and other quantitative sciences. Advanced undergraduate students can also use this text to learn the basics and for deeper study as they progress. Chapters are written to stand independently, allowing instructors to build their own courses by selecting topics. Statisticians and quantitative empirical scientists will refer to this desktop reference often. By providing readers with a thorough understanding of contemporary statistical techniques, the book gives readers a solid foundation for contributing their own ideas and finding new applications for this dynamic field.
