User:Timothee Flutre/Notebook/Postdoc/2011/11/16: Difference between revisions
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** "Advanced Data Analysis from an Elementary Point of View" by Cosma Shalizi (free online [http://www.stat.cmu.edu/~cshalizi/ADAfaEPoV/ book]) | ** "Advanced Data Analysis from an Elementary Point of View" by Cosma Shalizi (free online [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 ([http://www.amazon.com/gp/product/0387922997 book]) | ||
** "Bayesian Data Analysis" by Andrew Gelman (free online [http://www.stat.columbia.edu/~gelman/book/slides slides]) | ** "Bayesian Data Analysis" by Andrew Gelman (free online [http://www.stat.columbia.edu/~gelman/book/slides slides], [http://www.amazon.com/dp/1439840954 book]) | ||
* '''mathematical aspects''': | * '''mathematical aspects''': | ||
** " | ** "Introduction to Linear Algebra" by Gilbert Strang (free online [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 online [http://www.janmagnus.nl/misc/mdc2007-3rdedition pdf], [http://www.amazon.com/dp/047198633X book]) | ||
* '''practical, computational aspects''': | * '''practical, computational aspects''': | ||
** "Exploratory Data Analysis with R" by Jennifer Bryan (free online [http://www.stat.ubc.ca/~jenny/STAT545A/2012-lectures/ course]) | ** "Exploratory Data Analysis with R" by Jennifer Bryan (free online [http://www.stat.ubc.ca/~jenny/STAT545A/2012-lectures/ course]) | ||
** | ** "Tutorial on Big Data with Python" by Marcel Caraciolo (free online Python [https://github.com/marcelcaraciolo/big-data-tutorial notebooks]) | ||
** interpreted languages: R, Python and others (Julia?) | ** 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?) | ||
** C/C++: GSL, Armadillo, Eigen, Rcpp | ** 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] | |||
* '''visualizing, plotting''': | * '''visualizing, plotting''': | ||
** "Visualizing uncertainty about the future" by Spiegelhalter | ** "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" | ** "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]) | ||
* '''philosophy, history''': | * '''philosophy, history''': | ||
** Christian Hennig | ** "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]) | ||
** Andrew Gelman and Cosma Shalizi | ** "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]) | ||
** Christian Robert | ** "Des spécificités de l’approche bayésienne et de ses justifications en statistique inférentielle" by Christian Robert (chapitre 2013, free online [http://hal.archives-ouvertes.fr/docs/00/87/01/24/PDF/Bayes.pdf pdf]) | ||
* '''classics''': | |||
** [https://www.ceremade.dauphine.fr/~xian/M2classics.html list] from Christian Robert | |||
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About statistical modeling
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