Probability for statistics and machine learning
Subtitle: fundamentals and advanced topics
By: Anirban DasGupta
Series: Springer texts in statistics
Publisher: Springer
Published: 2011
Place of publication: New York
Language: eng
Number of pages: 782
ISBN-13: 9781441996336; 9781441996343
Subjects: Probabilities; Stochastic processes; Mathematical statistics; Machine learning
Description: This book provides a versatile and lucid treatment of classic as well as modern probability theory, while integrating them with core topics in statistical theory and also some key tools in machine learning. It is written in an extremely accessible style, with elaborate motivating discussions and numerous worked out examples and exercises. The book has 20 chapters on a wide range of topics, 423 worked out examples, and 808 exercises. It is unique in its unification of probability and statistics, its coverage and its superb exercise sets, detailed bibliography, and in its substantive treatment of many topics of current importance. This book can be used as a text for a year long graduate course in statistics, computer science, or mathematics, for self-study, and as an invaluable research reference on probabiliity and its applications. Particularly worth mentioning are the treatments of distribution theory, asymptotics, simulation and Markov Chain Monte Carlo, Markov chains and martingales, Gaussian processes, VC theory, probability metrics, large deviations, bootstrap, the EM algorithm, confidence intervals, maximum likelihood and Bayes estimates, exponential families, kernels, and Hilbert spaces, and a self contained complete review of univariate probability.
Notes: Includes bibliographical references and indexes.