User:Timothee Flutre/Notebook/Postdoc/2011/11/16: Difference between revisions

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(→‎About statistical modeling: add link Reinhart)
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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]

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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)
  • 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 "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)
    • "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