Large Scale inference_Bradley Efron_2010.pdf

Large Scale inference_Bradley Efron_2010.pdf

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时间:2019-03-08

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1、ThispageintentionallyleftblankLarge-ScaleInferenceWeliveinanewageforstatisticalinference,wheremodernscientifictechnologysuchasmicroarraysandfMRImachinesroutinelyproducethousandsandsometimesmillionsofparalleldatasets,eachwithitsownestimationortestingproblem.Doingthousandsofproblemsato

2、nceinvolvesmorethanrepeatedapplicationofclassicalmethods.TakinganempiricalBayesapproach,BradleyEfron,inventorofthebootstrap,showshowinformationaccruesacrossproblemsinawaythatcombinesBayesianandfrequentistideas.Estimation,testing,andpredictionblendinthisframework,producingopportuniti

3、esfornewmethodologiesofincreasedpower.Newdifficultiesalsoarise,easilyleadingtoflawedinferences.Thisbooktakesacarefullookatboththepromiseandpitfallsoflarge-scalestatisticalinference,withparticularattentiontofalsediscoveryrates,themostsuccessfulofthenewstatisticaltechniques.Emphasisisont

4、heinferentialideasunderlyingtechnicaldevelopments,illustratedusingalargenumberofrealexamples.bradleyefronisMaxH.SteinProfessorofStatisticsandBiostatisticsattheStanfordUniversitySchoolofHumanitiesandSciences,andtheDepartmentofHealthResearchandPolicyattheSchoolofMedicine.INSTITUTEOFMA

5、THEMATICALSTATISTICSMONOGRAPHSEditorialBoardD.R.Cox(UniversityofOxford)B.Hambly(UniversityofOxford)S.Holmes(StanfordUniversity)X.-L.Meng(HarvardUniversity)IMSMonographsareconciseresearchmonographsofhighqualityonanybranchofstatisticsorprobabilityofsufficientinteresttowarrantpublication

6、asbooks.Someconcernrelativelytraditionaltopicsinneedofup-to-dateassessment.Othersareonemergingthemes.Inallcasestheobjectiveistoprovideabalancedviewofthefield.Large-ScaleInferenceEmpiricalBayesMethodsforEstimation,Testing,andPredictionBRADLEYEFRONStanfordUniversitycambridgeuniversityp

7、ressCambridge,NewYork,Melbourne,Madrid,CapeTown,Singapore,SaoPaulo,Delhi,Dubai,Tokyo,MexicoCityCambridgeUniversityPressTheEdinburghBuilding,CambridgeCB28RU,UKPublishedintheUnitedStatesofAmericabyCambridgeUniversityPress,NewYorkwww.cambridge.orgInformationonthistitle:www.cambridge.or

8、g/9780521192491cB.

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