User:Timothee Flutre/Notebook/Postdoc/2011/11/16

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==About statistical modeling==
==About statistical modeling==
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* '''great courses''':
+
* '''intro courses''':
 +
** "OpenIntro Statistics" by Diez, Barr and Cetinkaya-Rundel (free [http://www.openintro.org/stat/textbook.php textbook])
 +
** "Statistics Done Wrong" by Alex Reinhart (free [http://www.refsmmat.com/statistics/ textbook])
 +
** "Mixed effects models for the population approach" by Marc Lavielle and the POPIX team at INRIA (free [http://popix.lixoft.net/index.php?title=Home_page wiki])
 +
** "Graphical Models" by Zoubin Ghahramani (2012, free [http://videolectures.net/mlss2012_ghahramani_graphical_models/ video & slides])
 +
** [http://swirlstats.com/ swirl], R package to learn stats and R simultaneously and interactively
 +
 
 +
* '''advanced courses''':
** "Advanced Data Analysis from an Elementary Point of View" by Cosma Shalizi (free [http://www.stat.cmu.edu/~cshalizi/ADAfaEPoV/ book])
** "Advanced Data Analysis from an Elementary Point of View" by Cosma Shalizi (free [http://www.stat.cmu.edu/~cshalizi/ADAfaEPoV/ book])
-
** "A First Course in Bayesian Statistical Methods" by Peter Hoff ([http://www.amazon.com/gp/product/0387922997 book])
+
** "A First Course in Bayesian Statistical Methods" by Peter Hoff (2010, [http://www.amazon.com/gp/product/0387922997 book])
-
** "Bayesian Data Analysis" by Andrew Gelman (free [http://www.stat.columbia.edu/~gelman/book/slides slides], [http://www.amazon.com/dp/1439840954 book])
+
** "Bayesian Data Analysis" by Andrew Gelman & co (2013, free [http://www.stat.columbia.edu/~gelman/book/slides slides], [http://www.amazon.com/dp/1439840954 3rd edition] of the book)
 +
** "Statistical Decision Theory and Bayesian Analysis" by James Berger (1993, [https://www.springer.com/statistics/statistical+theory+and+methods/book/978-0-387-96098-2 2nd edition] of the book)
* '''mathematical aspects''':
* '''mathematical aspects''':
** "Introduction to Linear Algebra" by Gilbert Strang (free [http://ocw.mit.edu/courses/mathematics/18-06-linear-algebra-spring-2010/ videos], [http://www.amazon.com/dp/0980232716 book])
** "Introduction to Linear Algebra" by Gilbert Strang (free [http://ocw.mit.edu/courses/mathematics/18-06-linear-algebra-spring-2010/ videos], [http://www.amazon.com/dp/0980232716 book])
-
** "Matrix Differential Calculus with Applications in Statistics and Econometrics" by Magnus and Neudecker (free [http://www.janmagnus.nl/misc/mdc2007-3rdedition pdf], [http://www.amazon.com/dp/047198633X book])
+
** "Matrix Differential Calculus with Applications in Statistics and Econometrics" by Magnus and Neudecker (2007, free [http://www.janmagnus.nl/misc/mdc2007-3rdedition pdf] for the 3rd edition)
* '''practical, computational aspects''':
* '''practical, computational aspects''':
-
** "How to share data with a statistician" by Jeff Leek (free on [https://github.com/jtleek/datasharing github])
+
** "How to share data with a statistician" by Jeff Leek ([https://github.com/jtleek/datasharing procedure] on GitHub), see also the [http://simplystatistics.org/2014/02/03/the-three-tables-for-genomics-collaborations/ advice] on genomics metadata by Raphael Irrizary and "statistical consulting" by Karl Broman ([http://www.biostat.wisc.edu/~kbroman/teaching/misc/consulting.pdf slides])
** "Exploratory Data Analysis with R" by Jennifer Bryan (free [http://www.stat.ubc.ca/~jenny/STAT545A/2012-lectures/ course])
** "Exploratory Data Analysis with R" by Jennifer Bryan (free [http://www.stat.ubc.ca/~jenny/STAT545A/2012-lectures/ course])
** "Tutorial on Big Data with Python" by Marcel Caraciolo (free Python [https://github.com/marcelcaraciolo/big-data-tutorial notebooks])
** "Tutorial on Big Data with Python" by Marcel Caraciolo (free Python [https://github.com/marcelcaraciolo/big-data-tutorial notebooks])
-
** interpreted languages: obviously [http://openwetware.org/wiki/User:Timothee_Flutre/Notebook/Postdoc/2011/11/07 R], but more and more Python ([http://www.scipy.org/ SciPy] for NumPy, IPython, Matplotlib, and pandas, but also [http://scikit-learn.org/ scikit-learn] and [http://statsmodels.sourceforge.net/ statsmodels]), as well as others (Julia?)
+
** interpreted languages: obviously [http://openwetware.org/wiki/User:Timothee_Flutre/Notebook/Postdoc/2011/11/07 R], but more and more Python ([https://en.wikipedia.org/wiki/Scipy SciPy] for NumPy, Matplotlib, and pandas, but see also [https://en.wikipedia.org/wiki/Scikit-learn scikit-learn] and [http://statsmodels.sourceforge.net/ statsmodels]), as well as others ([https://en.wikipedia.org/wiki/Julia_%28programming_language%29 Julia])
** C/C++: [http://en.wikipedia.org/wiki/GNU_Scientific_Library GSL], [http://en.wikipedia.org/wiki/Armadillo_%28C++_library%29 Armadillo], [http://en.wikipedia.org/wiki/Eigen_(C%2B%2B_library) Eigen], [http://www.rcpp.org/ Rcpp], [http://mc-stan.org/ Stan]
** C/C++: [http://en.wikipedia.org/wiki/GNU_Scientific_Library GSL], [http://en.wikipedia.org/wiki/Armadillo_%28C++_library%29 Armadillo], [http://en.wikipedia.org/wiki/Eigen_(C%2B%2B_library) Eigen], [http://www.rcpp.org/ Rcpp], [http://mc-stan.org/ Stan]
-
** editor: [https://openwetware.org/wiki/User:Timothee_Flutre/Notebook/Postdoc/2012/07/25 Emacs]
+
** editor: obviously [https://openwetware.org/wiki/User:Timothee_Flutre/Notebook/Postdoc/2012/07/25 Emacs] (language-agnostic, org-mode, etc), but also [https://en.wikipedia.org/wiki/RStudio Rstudio] (R-only...) and [https://en.wikipedia.org/wiki/Ipython IPython] (Python-only...)
* '''visualizing, plotting''':
* '''visualizing, plotting''':
** "Visualizing uncertainty about the future" by Spiegelhalter et al. (Science 2011, [http://dx.doi.org/10.1126/science.1191181 DOI])
** "Visualizing uncertainty about the future" by Spiegelhalter et al. (Science 2011, [http://dx.doi.org/10.1126/science.1191181 DOI])
** "Let's practice what we preach: turning tables into graphs" by Gelman et al. (The American Statistician 2002, [http://dx.doi.org/10.1198/000313002317572790 DOI])
** "Let's practice what we preach: turning tables into graphs" by Gelman et al. (The American Statistician 2002, [http://dx.doi.org/10.1198/000313002317572790 DOI])
 +
** "Top ten worst graphs" by Karl Broman ([http://www.biostat.wisc.edu/~kbroman/topten_worstgraphs/ webpage])
* '''philosophy, history, pragmatism''':
* '''philosophy, history, pragmatism''':
-
** "Mathematical Models and Reality: A Constructivist Perspective" by Christian Hennig (Foundations of Science 2007, [http://dx.doi.org/10.1007/s10699-009-9167-x DOI])
+
** "Statistical analysis and the illusion of objectivity" by Berger and Berry (American Scientist 1988, [http://dx.doi.org/10.1016/0278-2316(88)90057-6 DOI], [http://www.medicine.mcgill.ca/epidemiology/joseph/courses/EPIB-675/Berger.Berry.pdf pdf])
 +
** "Bayesian methods: general background" by E. T. Jaynes (1985, free [http://bayes.wustl.edu/etj/articles/general.background.pdf pdf]) and "Where do we stand on maximum entropy?" by E. T. Jaynes (1978, free [http://bayes.wustl.edu/etj/articles/stand.on.entropy.pdf pdf])
 +
** "Mathematical Models and Reality: A Constructivist Perspective" by Christian Hennig (Foundations of Science 2010, [http://dx.doi.org/10.1007/s10699-009-9167-x DOI])
** "Philosophy and the practice of Bayesian statistics" by Andrew Gelman and Cosma Shalizi (British Journal of Mathematical and Statistical Psychology 2013, [http://dx.doi.org/10.1111/j.2044-8317.2011.02037.x DOI])
** "Philosophy and the practice of Bayesian statistics" by Andrew Gelman and Cosma Shalizi (British Journal of Mathematical and Statistical Psychology 2013, [http://dx.doi.org/10.1111/j.2044-8317.2011.02037.x DOI])
** "Statistical Inference : the Big Picture" by Robert Kass (Statistical Science 2011, [http://dx.doi.org/10.1214/10-STS337 DOI], free [http://arxiv.org/pdf/1106.2895v2.pdf pdf] on arXiv)
** "Statistical Inference : the Big Picture" by Robert Kass (Statistical Science 2011, [http://dx.doi.org/10.1214/10-STS337 DOI], free [http://arxiv.org/pdf/1106.2895v2.pdf pdf] on arXiv)
** "In Praise of Simplicity not Mathematistry! Ten Simple Powerful Ideas for the Statistical Scientist" by Roderick Little (JASA 2013, [http://dx.doi.org/10.1080/01621459.2013.787932 DOI])
** "In Praise of Simplicity not Mathematistry! Ten Simple Powerful Ideas for the Statistical Scientist" by Roderick Little (JASA 2013, [http://dx.doi.org/10.1080/01621459.2013.787932 DOI])
-
** "Des spécificités de l’approche bayésienne et de ses justifications en statistique inférentielle" by Christian Robert (chapitre 2013, free [http://hal.archives-ouvertes.fr/docs/00/87/01/24/PDF/Bayes.pdf pdf] on HAL)
+
** "Des spécificités de l’approche bayésienne et de ses justifications en statistique inférentielle" par Christian Robert (chapitre 2013, [http://hal.archives-ouvertes.fr/docs/00/87/01/24/PDF/Bayes.pdf pdf] gratuit sur HAL)
* '''classics''':
* '''classics''':
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* '''litterature, community''':
* '''litterature, community''':
-
** Annals of Statistics, JRSSB, JASA, Annals of Applied Statistics, Bayesian Analysis, JMRL, NIPS
+
** [http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.aos Annals of Statistics], [http://onlinelibrary.wiley.com/journal/10.1111/(ISSN)1467-9868 JRSSB], [http://www.tandfonline.com/toc/uasa20/current JASA], [http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.aoas Annals of Applied Statistics], [http://ba.stat.cmu.edu/ Bayesian Analysis], [http://jmlr.org/ JMRL], [http://books.nips.cc/ NIPS]
-
** Biometrics, Biostatistics
+
** [http://onlinelibrary.wiley.com/journal/10.1111/(ISSN)1541-0420 Biometrics], [http://biostatistics.oxfordjournals.org/ Biostatistics], [http://biomet.oxfordjournals.org/ Biometrika]
-
** Statistical Science, The American Statistician
+
** [http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.ss Statistical Science], [http://amstat.tandfonline.com/loi/tas#.UsrQx47_7Gg The American Statistician]
** see also on [http://projecteuclid.org/ Project Euclid] and [http://arxiv.org/archive/stat arXiv]
** see also on [http://projecteuclid.org/ Project Euclid] and [http://arxiv.org/archive/stat arXiv]
** blogs: [http://andrewgelman.com/ Andrew Gelman], [http://xianblog.wordpress.com/ Christian Robert], [http://normaldeviate.wordpress.com/ Larry Wasserman]
** blogs: [http://andrewgelman.com/ Andrew Gelman], [http://xianblog.wordpress.com/ Christian Robert], [http://normaldeviate.wordpress.com/ Larry Wasserman]
 +
** links with society: [http://onlinelibrary.wiley.com/journal/10.1111/%28ISSN%291467-985X JRSSA], Statistique et Société (free [http://publications-sfds.fr/index.php/stat_soc/index pdfs])
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Revision as of 07:52, 9 February 2014

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About statistical modeling

  • intro courses:
    • "OpenIntro Statistics" by Diez, Barr and Cetinkaya-Rundel (free textbook)
    • "Statistics Done Wrong" by Alex Reinhart (free textbook)
    • "Mixed effects models for the population approach" by Marc Lavielle and the POPIX team at INRIA (free wiki)
    • "Graphical Models" by Zoubin Ghahramani (2012, free video & slides)
    • swirl, R package to learn stats and R simultaneously and interactively
  • advanced courses:
    • "Advanced Data Analysis from an Elementary Point of View" by Cosma Shalizi (free book)
    • "A First Course in Bayesian Statistical Methods" by Peter Hoff (2010, book)
    • "Bayesian Data Analysis" by Andrew Gelman & co (2013, free slides, 3rd edition of the book)
    • "Statistical Decision Theory and Bayesian Analysis" by James Berger (1993, 2nd edition of the book)
  • mathematical aspects:
    • "Introduction to Linear Algebra" by Gilbert Strang (free videos, book)
    • "Matrix Differential Calculus with Applications in Statistics and Econometrics" by Magnus and Neudecker (2007, free pdf for the 3rd edition)
  • practical, computational aspects:
    • "How to share data with a statistician" by Jeff Leek (procedure on GitHub), see also the advice on genomics metadata by Raphael Irrizary and "statistical consulting" by Karl Broman (slides)
    • "Exploratory Data Analysis with R" by Jennifer Bryan (free course)
    • "Tutorial on Big Data with Python" by Marcel Caraciolo (free Python notebooks)
    • interpreted languages: obviously R, but more and more Python (SciPy for NumPy, Matplotlib, and pandas, but see also scikit-learn and statsmodels), as well as others (Julia)
    • C/C++: GSL, Armadillo, Eigen, Rcpp, Stan
    • editor: obviously Emacs (language-agnostic, org-mode, etc), but also Rstudio (R-only...) and IPython (Python-only...)
  • visualizing, plotting:
    • "Visualizing uncertainty about the future" by Spiegelhalter et al. (Science 2011, DOI)
    • "Let's practice what we preach: turning tables into graphs" by Gelman et al. (The American Statistician 2002, DOI)
    • "Top ten worst graphs" by Karl Broman (webpage)
  • philosophy, history, pragmatism:
    • "Statistical analysis and the illusion of objectivity" by Berger and Berry (American Scientist 1988, DOI, pdf)
    • "Bayesian methods: general background" by E. T. Jaynes (1985, free pdf) and "Where do we stand on maximum entropy?" by E. T. Jaynes (1978, free pdf)
    • "Mathematical Models and Reality: A Constructivist Perspective" by Christian Hennig (Foundations of Science 2010, DOI)
    • "Philosophy and the practice of Bayesian statistics" by Andrew Gelman and Cosma Shalizi (British Journal of Mathematical and Statistical Psychology 2013, DOI)
    • "Statistical Inference : the Big Picture" by Robert Kass (Statistical Science 2011, DOI, free pdf on arXiv)
    • "In Praise of Simplicity not Mathematistry! Ten Simple Powerful Ideas for the Statistical Scientist" by Roderick Little (JASA 2013, DOI)
    • "Des spécificités de l’approche bayésienne et de ses justifications en statistique inférentielle" par Christian Robert (chapitre 2013, pdf gratuit sur HAL)
  • classics:
    • list from Christian Robert


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