large-scale inference - empirical bayes methods for estimation, testing, and prediction (2010)

《large-scale inference - empirical bayes methods for estimation, testing, and prediction (2010)》由會(huì)員上傳分享，免費(fèi)在線閱讀，更多相關(guān)內(nèi)容在學(xué)術(shù)論文-天天文庫(kù)。

1、ThispageintentionallyleftblankLarge-ScaleInferenceWeliveinanewageforstatisticalinference,wheremodernscienti?ctechnologysuchasmicroarraysandfMRImachinesroutinelyproducethousandsandsometimesmillionsofparalleldatasets,eachwithitsownestimationortestingproblem.Doingthousandsofproblemsatonc

2、einvolvesmorethanrepeatedapplicationofclassicalmethods.TakinganempiricalBayesapproach,BradleyEfron,inventorofthebootstrap,showshowinformationaccruesacrossproblemsinawaythatcombinesBayesianandfrequentistideas.Estimation,testing,andpredictionblendinthisframework,producingopportunitiesfo

3、rnewmethodologiesofincreasedpower.Newdi?cultiesalsoarise,easilyleadingto?awedinferences.Thisbooktakesacarefullookatboththepromiseandpitfallsoflarge-scalestatisticalinference,withparticularattentiontofalsediscoveryrates,themostsuccessfulofthenewstatisticaltechniques.Emphasisisontheinfe

4、rentialideasunderlyingtechnicaldevelopments,illustratedusingalargenumberofrealexamples.bradleyefronisMaxH.SteinProfessorofStatisticsandBiostatisticsattheStanfordUniversitySchoolofHumanitiesandSciences,andtheDepartmentofHealthResearchandPolicyattheSchoolofMedicine.INSTITUTEOFMATHEMATIC

5、ALSTATISTICSMONOGRAPHSEditorialBoardD.R.Cox(UniversityofOxford)B.Hambly(UniversityofOxford)S.Holmes(StanfordUniversity)X.-L.Meng(HarvardUniversity)IMSMonographsareconciseresearchmonographsofhighqualityonanybranchofstatisticsorprobabilityofsu?cientinteresttowarrantpublicationasbooks.So

6、meconcernrelativelytraditionaltopicsinneedofup-to-dateassessment.Othersareonemergingthemes.Inallcasestheobjectiveistoprovideabalancedviewofthe?eld.Large-ScaleInferenceEmpiricalBayesMethodsforEstimation,Testing,andPredictionBRADLEYEFRONStanfordUniversitycambridgeuniversitypressCambridg

7、e,NewYork,Melbourne,Madrid,CapeTown,Singapore,SaoPaulo,Delhi,Dubai,Tokyo,MexicoCityCambridgeUniversityPressTheEdinburghBuilding,CambridgeCB28RU,UKPublishedintheUnitedStatesofAmericabyCambridgeUniversityPress,NewYorkwww.cambridge.orgInformationonthistitle:www.cambridge.org/978052119249

8、1cB.