Statistical Foundations of Data Science

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A01=Cun-Hui Zhang
A01=Hui Zou
A01=Jianqing Fan
A01=Runze Li
ADMM Algorithm
advanced graduate statistics
Author_Cun-Hui Zhang
Author_Hui Zou
Author_Jianqing Fan
Author_Runze Li
Bond Risk Premia
Category=PBT
Category=PS
Check Loss Function
Clustering algorithm
Covariance learning
covariance matrix estimation
CQR
Cumulative Distribution Function
Data science
deep learning
Deep Neural Network Models
Empirical Loss Function
eq_bestseller
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
eq_science
factor model
Feature Screening Procedure
graphical models
High Dimensional Covariance Matrix
High Dimensional Sparse Regression
high-dimensional data modelling
High-dimensional statistics
Kernel Ridge Regression
latent variable analysis
machine learning
Multiple Linear Regression
nonparametric modelling
penalised regression methods
Precision Matrix
Quantile Regression
Regular PCA
Ridge Regression
Ridge Regression Estimator
robust statistical inference
Scad Penalty
Sis Procedure
Sparse PCA
Sparse Principal Components
Statistical models
Statistical theories
Stochastic Block Model
supervised classification
Sure
Ultrahigh Dimensional
Ultrahigh Dimensional Data

Product details

  • ISBN 9781466510845
  • Weight: 1260g
  • Dimensions: 156 x 234mm
  • Publication Date: 17 Aug 2020
  • Publisher: Taylor & Francis Inc
  • Publication City/Country: US
  • Product Form: Hardback
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Statistical Foundations of Data Science gives a thorough introduction to commonly used statistical models, contemporary statistical machine learning techniques and algorithms, along with their mathematical insights and statistical theories. It aims to serve as a graduate-level textbook and a research monograph on high-dimensional statistics, sparsity and covariance learning, machine learning, and statistical inference. It includes ample exercises that involve both theoretical studies as well as empirical applications.

The book begins with an introduction to the stylized features of big data and their impacts on statistical analysis. It then introduces multiple linear regression and expands the techniques of model building via nonparametric regression and kernel tricks. It provides a comprehensive account on sparsity explorations and model selections for multiple regression, generalized linear models, quantile regression, robust regression, hazards regression, among others. High-dimensional inference is also thoroughly addressed and so is feature screening. The book also provides a comprehensive account on high-dimensional covariance estimation, learning latent factors and hidden structures, as well as their applications to statistical estimation, inference, prediction and machine learning problems. It also introduces thoroughly statistical machine learning theory and methods for classification, clustering, and prediction. These include CART, random forests, boosting, support vector machines, clustering algorithms, sparse PCA, and deep learning.

The authors are international authorities and leaders on the presented topics. All are fellows of the Institute of Mathematical Statistics and the American Statistical Association.

Jianqing Fan is Frederick L. Moore Professor, Princeton University. He is co-editing Journal of Business and Economics Statistics and was the co-editor of The Annals of Statistics, Probability Theory and Related Fields, and Journal of Econometrics and has been recognized by the 2000 COPSS Presidents' Award, AAAS Fellow, Guggenheim Fellow, Guy medal in silver, Noether Senior Scholar Award, and Academician of Academia Sinica.

Runze Li is Elberly family chair professor and AAAS fellow, Pennsylvania State University, and was co-editor of The Annals of Statistics.

Cun-Hui Zhang is distinguished professor, Rutgers University and was co-editor of Statistical Science.

Hui Zou is professor, University of Minnesota and was action editor of Journal of Machine Learning Research.

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