概率論
Causal Inference in Statistics 豆瓣
作者: Judea Pearl 出版社: Wiley 2016 - 2
Causality is central to the understanding and use of data. Without an understanding of cause effect relationships, we cannot use data to answer questions as basic as, “Does this treatment harm or help patients?” But though hundreds of introductory texts are available on statistical methods of data analysis, until now, no beginner-level book has been written about the exploding arsenal of methods that can tease causal information from data.
Causal Inference in Statistics fills that gap. Using simple examples and plain language, the book lays out how to define causal parameters; the assumptions necessary to estimate causal parameters in a variety of situations; how to express those assumptions mathematically; whether those assumptions have testable implications; how to predict the effects of interventions; and how to reason counterfactually. These are the foundational tools that any student of statistics needs to acquire in order to use statistical methods to answer causal questions of interest.
This book is accessible to anyone with an interest in interpreting data, from undergraduates, professors, researchers, or to the interested layperson. Examples are drawn from a wide variety of fields, including medicine, public policy, and law; a brief introduction to probability and statistics is provided for the uninitiated; and each chapter comes with study questions to reinforce the readers understanding.
Bayesian Nets and Causality 豆瓣
作者: Jon Williamson 出版社: OUP Oxford 2004
Bayesian nets are widely used in artificial intelligence as a calculus for causal reasoning, enabling machines to make predictions, perform diagnoses, take decisions and even to discover causal relationships. But many philosophers have criticised and ultimately rejected the central assumption on which such work is based - the Causal Markov Condition. So should Bayesian nets be abandoned? What explains their success in artificial intelligence? This book argues that the Causal Markov Condition holds as a default rule: it often holds but may need to be repealed in the face of counterexamples. Thus Bayesian nets are the right tool to use by default but naively applying them can lead to problems. The book develops a systematic account of causal reasoning and shows how Bayesian nets can be coherently employed to automate the reasoning processes of an artificial agent. The resulting framework for causal reasoning involves not only new algorithms but also new conceptual foundations. Probability and causality are treated as mental notions - part of an agent's belief state.Yet probability and causality are also objective - different agents with the same background knowledge ought to adopt the same or similar probabilistic and causal beliefs. This book, aimed at researchers and graduate students in computer science, mathematics and philosophy, provides a general introduction to these philosophical views as well as an exposition of the computational techniques that they motivate.
Computer Age Statistical Inference 豆瓣
作者: Bradley Efron / Trevor Hastie 出版社: Cambridge University Press 2016 - 7
The twenty-first century has seen a breathtaking expansion of statistical methodology, both in scope and in influence. 'Big data', 'data science', and 'machine learning' have become familiar terms in the news, as statistical methods are brought to bear upon the enormous data sets of modern science and commerce. How did we get here? And where are we going? This book takes us on an exhilarating journey through the revolution in data analysis following the introduction of electronic computation in the 1950s. Beginning with classical inferential theories - Bayesian, frequentist, Fisherian - individual chapters take up a series of influential topics: survival analysis, logistic regression, empirical Bayes, the jackknife and bootstrap, random forests, neural networks, Markov chain Monte Carlo, inference after model selection, and dozens more. The distinctly modern approach integrates methodology and algorithms with statistical inference. The book ends with speculation on the future direction of statistics and data science.
Clarifies both traditional methods and current, popular algorithms (e.g. neural nets, random forests)
Written by two world-leading researchers
Addressed to all fields that work with data