Book picks similar to
The Minimum Description Length Principle by Peter D. Grünwald


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machine-learning
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cs-programming-etc

Statistical Inference


George Casella - 2001
    Starting from the basics of probability, the authors develop the theory of statistical inference using techniques, definitions, and concepts that are statistical and are natural extensions and consequences of previous concepts. This book can be used for readers who have a solid mathematics background. It can also be used in a way that stresses the more practical uses of statistical theory, being more concerned with understanding basic statistical concepts and deriving reasonable statistical procedures for a variety of situations, and less concerned with formal optimality investigations.

Introduction to Machine Learning


Ethem Alpaydin - 2004
    Many successful applications of machine learning exist already, including systems that analyze past sales data to predict customer behavior, recognize faces or spoken speech, optimize robot behavior so that a task can be completed using minimum resources, and extract knowledge from bioinformatics data. "Introduction to Machine Learning" is a comprehensive textbook on the subject, covering a broad array of topics not usually included in introductory machine learning texts. It discusses many methods based in different fields, including statistics, pattern recognition, neural networks, artificial intelligence, signal processing, control, and data mining, in order to present a unified treatment of machine learning problems and solutions. All learning algorithms are explained so that the student can easily move from the equations in the book to a computer program. The book can be used by advanced undergraduates and graduate students who have completed courses in computer programming, probability, calculus, and linear algebra. It will also be of interest to engineers in the field who are concerned with the application of machine learning methods.After an introduction that defines machine learning and gives examples of machine learning applications, the book covers supervised learning, Bayesian decision theory, parametric methods, multivariate methods, dimensionality reduction, clustering, nonparametric methods, decision trees, linear discrimination, multilayer perceptrons, local models, hidden Markov models, assessing and comparing classification algorithms, combining multiple learners, and reinforcement learning.

Introduction to Probability


Dimitri P. Bertsekas - 2002
    This is the currently used textbook for "Probabilistic Systems Analysis," an introductory probability course at the Massachusetts Institute of Technology, attended by a large number of undergraduate and graduate students. The book covers the fundamentals of probability theory (probabilistic models, discrete and continuous random variables, multiple random variables, and limit theorems), which are typically part of a first course on the subject. It also contains, a number of more advanced topics, from which an instructor can choose to match the goals of a particular course. These topics include transforms, sums of random variables, least squares estimation, the bivariate normal distribution, and a fairly detailed introduction to Bernoulli, Poisson, and Markov processes. The book strikes a balance between simplicity in exposition and sophistication in analytical reasoning. Some of the more mathematically rigorous analysis has been just intuitively explained in the text, but is developed in detail (at the level of advanced calculus) in the numerous solved theoretical problems. The book has been widely adopted for classroom use in introductory probability courses within the USA and abroad.

Statistical Rethinking: A Bayesian Course with Examples in R and Stan


Richard McElreath - 2015
    Reflecting the need for even minor programming in today's model-based statistics, the book pushes readers to perform step-by-step calculations that are usually automated. This unique computational approach ensures that readers understand enough of the details to make reasonable choices and interpretations in their own modeling work.The text presents generalized linear multilevel models from a Bayesian perspective, relying on a simple logical interpretation of Bayesian probability and maximum entropy. It covers from the basics of regression to multilevel models. The author also discusses measurement error, missing data, and Gaussian process models for spatial and network autocorrelation.By using complete R code examples throughout, this book provides a practical foundation for performing statistical inference. Designed for both PhD students and seasoned professionals in the natural and social sciences, it prepares them for more advanced or specialized statistical modeling.Web ResourceThe book is accompanied by an R package (rethinking) that is available on the author's website and GitHub. The two core functions (map and map2stan) of this package allow a variety of statistical models to be constructed from standard model formulas.

The Book of Why: The New Science of Cause and Effect


Judea Pearl - 2018
    Today, that taboo is dead. The causal revolution, instigated by Judea Pearl and his colleagues, has cut through a century of confusion and established causality -- the study of cause and effect -- on a firm scientific basis. His work explains how we can know easy things, like whether it was rain or a sprinkler that made a sidewalk wet; and how to answer hard questions, like whether a drug cured an illness. Pearl's work enables us to know not just whether one thing causes another: it lets us explore the world that is and the worlds that could have been. It shows us the essence of human thought and key to artificial intelligence. Anyone who wants to understand either needs The Book of Why.

Probably Approximately Correct: Nature's Algorithms for Learning and Prospering in a Complex World


Leslie Valiant - 2013
    We nevertheless muddle through even in the absence of theories of how to act. But how do we do it?In Probably Approximately Correct, computer scientist Leslie Valiant presents a masterful synthesis of learning and evolution to show how both individually and collectively we not only survive, but prosper in a world as complex as our own. The key is “probably approximately correct” algorithms, a concept Valiant developed to explain how effective behavior can be learned. The model shows that pragmatically coping with a problem can provide a satisfactory solution in the absence of any theory of the problem. After all, finding a mate does not require a theory of mating. Valiant’s theory reveals the shared computational nature of evolution and learning, and sheds light on perennial questions such as nature versus nurture and the limits of artificial intelligence.Offering a powerful and elegant model that encompasses life’s complexity, Probably Approximately Correct has profound implications for how we think about behavior, cognition, biological evolution, and the possibilities and limits of human and machine intelligence.

Predictive Analytics: The Power to Predict Who Will Click, Buy, Lie, or Die


Eric Siegel - 2013
    Rather than a "how to" for hands-on techies, the book entices lay-readers and experts alike by covering new case studies and the latest state-of-the-art techniques.You have been predicted — by companies, governments, law enforcement, hospitals, and universities. Their computers say, "I knew you were going to do that!" These institutions are seizing upon the power to predict whether you're going to click, buy, lie, or die.Why? For good reason: predicting human behavior combats financial risk, fortifies healthcare, conquers spam, toughens crime fighting, and boosts sales.How? Prediction is powered by the world's most potent, booming unnatural resource: data. Accumulated in large part as the by-product of routine tasks, data is the unsalted, flavorless residue deposited en masse as organizations churn away. Surprise! This heap of refuse is a gold mine. Big data embodies an extraordinary wealth of experience from which to learn.Predictive analytics unleashes the power of data. With this technology, the computer literally learns from data how to predict the future behavior of individuals. Perfect prediction is not possible, but putting odds on the future — lifting a bit of the fog off our hazy view of tomorrow — means pay dirt.In this rich, entertaining primer, former Columbia University professor and Predictive Analytics World founder Eric Siegel reveals the power and perils of prediction: -What type of mortgage risk Chase Bank predicted before the recession. -Predicting which people will drop out of school, cancel a subscription, or get divorced before they are even aware of it themselves. -Why early retirement decreases life expectancy and vegetarians miss fewer flights. -Five reasons why organizations predict death, including one health insurance company. -How U.S. Bank, European wireless carrier Telenor, and Obama's 2012 campaign calculated the way to most strongly influence each individual. -How IBM's Watson computer used predictive modeling to answer questions and beat the human champs on TV's Jeopardy! -How companies ascertain untold, private truths — how Target figures out you're pregnant and Hewlett-Packard deduces you're about to quit your job. -How judges and parole boards rely on crime-predicting computers to decide who stays in prison and who goes free. -What's predicted by the BBC, Citibank, ConEd, Facebook, Ford, Google, IBM, the IRS, Match.com, MTV, Netflix, Pandora, PayPal, Pfizer, and Wikipedia. A truly omnipresent science, predictive analytics affects everyone, every day. Although largely unseen, it drives millions of decisions, determining whom to call, mail, investigate, incarcerate, set up on a date, or medicate.Predictive analytics transcends human perception. This book's final chapter answers the riddle: What often happens to you that cannot be witnessed, and that you can't even be sure has happened afterward — but that can be predicted in advance?Whether you are a consumer of it — or consumed by it — get a handle on the power of Predictive Analytics.

Probability Theory: The Logic of Science


E.T. Jaynes - 1999
    It discusses new results, along with applications of probability theory to a variety of problems. The book contains many exercises and is suitable for use as a textbook on graduate-level courses involving data analysis. Aimed at readers already familiar with applied mathematics at an advanced undergraduate level or higher, it is of interest to scientists concerned with inference from incomplete information.

Bayesian Statistics the Fun Way: Understanding Statistics and Probability with Star Wars, Lego, and Rubber Ducks


Will Kurt - 2019
    But many people use data in ways they don't even understand, meaning they aren't getting the most from it. Bayesian Statistics the Fun Way will change that.This book will give you a complete understanding of Bayesian statistics through simple explanations and un-boring examples. Find out the probability of UFOs landing in your garden, how likely Han Solo is to survive a flight through an asteroid shower, how to win an argument about conspiracy theories, and whether a burglary really was a burglary, to name a few examples.By using these off-the-beaten-track examples, the author actually makes learning statistics fun. And you'll learn real skills, like how to:- How to measure your own level of uncertainty in a conclusion or belief- Calculate Bayes theorem and understand what it's useful for- Find the posterior, likelihood, and prior to check the accuracy of your conclusions- Calculate distributions to see the range of your data- Compare hypotheses and draw reliable conclusions from themNext time you find yourself with a sheaf of survey results and no idea what to do with them, turn to Bayesian Statistics the Fun Way to get the most value from your data.

The Visual Display of Quantitative Information


Edward R. Tufte - 1983
    Theory and practice in the design of data graphics, 250 illustrations of the best (and a few of the worst) statistical graphics, with detailed analysis of how to display data for precise, effective, quick analysis. Design of the high-resolution displays, small multiples. Editing and improving graphics. The data-ink ratio. Time-series, relational graphics, data maps, multivariate designs. Detection of graphical deception: design variation vs. data variation. Sources of deception. Aesthetics and data graphical displays. This is the second edition of The Visual Display of Quantitative Information. Recently published, this new edition provides excellent color reproductions of the many graphics of William Playfair, adds color to other images, and includes all the changes and corrections accumulated during 17 printings of the first edition.

Information Theory, Inference and Learning Algorithms


David J.C. MacKay - 2002
    These topics lie at the heart of many exciting areas of contemporary science and engineering - communication, signal processing, data mining, machine learning, pattern recognition, computational neuroscience, bioinformatics, and cryptography. This textbook introduces theory in tandem with applications. Information theory is taught alongside practical communication systems, such as arithmetic coding for data compression and sparse-graph codes for error-correction. A toolbox of inference techniques, including message-passing algorithms, Monte Carlo methods, and variational approximations, are developed alongside applications of these tools to clustering, convolutional codes, independent component analysis, and neural networks. The final part of the book describes the state of the art in error-correcting codes, including low-density parity-check codes, turbo codes, and digital fountain codes -- the twenty-first century standards for satellite communications, disk drives, and data broadcast. Richly illustrated, filled with worked examples and over 400 exercises, some with detailed solutions, David MacKay's groundbreaking book is ideal for self-learning and for undergraduate or graduate courses. Interludes on crosswords, evolution, and sex provide entertainment along the way. In sum, this is a textbook on information, communication, and coding for a new generation of students, and an unparalleled entry point into these subjects for professionals in areas as diverse as computational biology, financial engineering, and machine learning.

Computer Age Statistical Inference: Algorithms, Evidence, and Data Science


Bradley Efron - 2016
    '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.

All of Statistics: A Concise Course in Statistical Inference


Larry Wasserman - 2003
    But in spirit, the title is apt, as the book does cover a much broader range of topics than a typical introductory book on mathematical statistics. This book is for people who want to learn probability and statistics quickly. It is suitable for graduate or advanced undergraduate students in computer science, mathematics, statistics, and related disciplines. The book includes modern topics like nonparametric curve estimation, bootstrapping, and clas- sification, topics that are usually relegated to follow-up courses. The reader is presumed to know calculus and a little linear algebra. No previous knowledge of probability and statistics is required. Statistics, data mining, and machine learning are all concerned with collecting and analyzing data. For some time, statistics research was con- ducted in statistics departments while data mining and machine learning re- search was conducted in computer science departments. Statisticians thought that computer scientists were reinventing the wheel. Computer scientists thought that statistical theory didn't apply to their problems. Things are changing. Statisticians now recognize that computer scientists are making novel contributions while computer scientists now recognize the generality of statistical theory and methodology. Clever data mining algo- rithms are more scalable than statisticians ever thought possible. Formal sta- tistical theory is more pervasive than computer scientists had realized.

Introduction to Probability


Joseph K. Blitzstein - 2014
    The book explores a wide variety of applications and examples, ranging from coincidences and paradoxes to Google PageRank and Markov chain Monte Carlo MCMC. Additional application areas explored include genetics, medicine, computer science, and information theory. The print book version includes a code that provides free access to an eBook version. The authors present the material in an accessible style and motivate concepts using real-world examples. Throughout, they use stories to uncover connections between the fundamental distributions in statistics and conditioning to reduce complicated problems to manageable pieces. The book includes many intuitive explanations, diagrams, and practice problems. Each chapter ends with a section showing how to perform relevant simulations and calculations in R, a free statistical software environment.

Rethinking Immortality


Robert Lanza - 2013
    Contemplation of time and the discoveries of modern science lead to the assertion that the mind is paramount and limitless.