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Field name	Details
Dewey Class	519
Title	Numerical Analysis for Statisticians ([EBook] /) / by Kenneth Lange.
Author	Lange, Kenneth
Other name(s)	SpringerLink (Online service)
Publication	New York, NY : : Springer New York, , 1999.
Physical Details	XV, 356 p. : online resource.
Series	Statistics and computing 1431-8784
ISBN	9780387227245
Summary Note	This book, like many books, was born in frustration. When in the fall of 1994 I set out to teach a second course in computational statistics to d- toral students at the University of Michigan, none of the existing texts seemed exactly right. On the one hand, the many decent, even inspiring, books on elementary computational statistics stress the nuts and bolts of using packaged programs and emphasize model interpretation more than numerical analysis. On the other hand, the many theoretical texts in - merical analysis almost entirely neglect the issues of most importance to statisticians. TheclosestbooktomyidealwastheclassicaltextofKennedy and Gentle [2]. More than a decade and a half after its publication, this book still has many valuable lessons to teach statisticians. However, upon re?ecting on the rapid evolution of computational statistics, I decided that the time was ripe for an update. The book you see before you represents a biased selection of those topics in theoretical numerical analysis most relevant to statistics. By intent this book is not a compendium of tried and trusted algorithms, is not a c- sumer’s guide to existing statistical software, and is not an exposition of computer graphics or exploratory data analysis. My focus on principles of numerical analysis is intended to equip students to craft their own software and to understand the advantages and disadvantages of di?erent numerical methods. Issues of numerical stability, accurate approximation, compu- tional complexity, and mathematical modeling share the limelight and take precedence over philosophical questions of statistical inference.:
Contents note	Recurrence Relations -- Power Series Expansions -- Continued Fraction Expansions -- Asymptotic Expansions -- Solution of Nonlinear Equations -- Vector and Matrix Norms -- Linear Regression and Matrix Inversion -- Eigenvalues and Eigenvectors -- Splines -- The EM Algorithm -- Newton’s Method and Scoring -- Variations on the EM Theme -- Convergence of Optimization Algorithms -- Constrained Optimization -- Concrete Hilbert Spaces -- Quadrature Methods -- The Fourier Transform -- The Finite Fourier Transform -- Wavelets -- Generating Random Deviates -- Independent Monte Carlo -- Bootstrap Calculations -- Finite-State Markov Chains -- Markov Chain Monte Carlo.
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site	http://dx.doi.org/10.1007/b98850
Links to Related Works	Subject References: Applications of Mathematics . Applied mathematics . Engineering mathematics . Mathematics . Authors: Lange, Kenneth . Corporate Authors: SpringerLink (Online service) . Series: Statistics and computing . Classification: 519 .

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Numerical Analysis for Statisticians

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