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Computer Age Statistical Inference: Algorithms, Evidence and Data Science

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Re: Computer Age Statistical Inference: Algorithms, Evidence and Data Science

#13
post #7
post #6

Earlier quoted context omitted.

Can you specify which book you mean, when you say "ISLR"? Thanks!

This one: http://www-bcf.usc.edu/~gareth/ISL/ Not to be confused with this one: https://web.stanford.edu/~hastie/ElemStatLearn/ (a.k.a. ESL)

Do you happen to know how the two books compare to each other?

Re: Computer Age Statistical Inference: Algorithms, Evidence and Data Science

#15
Tangential: for anyone reading the PDF,

  pdfcrop --verbose --margins "20 30 20 30" --bbox "110 180 440 740" casi.pdf
trims the over-large margins without clipping any content.

http://manpages.ubuntu.com/manpages/precise/en/man1/pdfcrop....

Re: Computer Age Statistical Inference: Algorithms, Evidence and Data Science

#16
post #12
post #11

How much math must one know to be able to read this book? Is this an introductory book?

It assumes you know a fair bit. McElreath's _Statistical Rethinking_ is a better introduction: http://xcelab.net/rm/statistical-rethinking/

I don't think statistical rethinking is a good book for general statistic at all.

It's more a good book for introduction bayesian statistic. And it's super math/stat lite.

If you really want to stick with Bayesian Statistic and need a comprehendsive stat for a foundation a better book would be: Doing Bayesian Data Analysis by John K. Kruschke.

Re: Computer Age Statistical Inference: Algorithms, Evidence and Data Science

#17

Another amazing book from Hastie/Efron. The ISLR book was my first foray into ML and landed me my current job. Will be sure to devour this one as well!

Could you tell me how exactly did you land (and what it is) your current job, and from what previous possition did you come from?

Re: Computer Age Statistical Inference: Algorithms, Evidence and Data Science

#18
post #7

Earlier quoted context omitted.

This one: http://www-bcf.usc.edu/~gareth/ISL/ Not to be confused with this one: https://web.stanford.edu/~hastie/ElemStatLearn/ (a.k.a. ESL)

Do you happen to know how the two books compare to each other?

Elements is much more rigorous and also longer.

Re: Computer Age Statistical Inference: Algorithms, Evidence and Data Science

#19

Efron is the creator of bootstrap. Hastie iirc is one of the two responsible for LASSO, Ridge, and I think elasticnet.

Not ridge, that was popularised by Hoerl and Kennard (1970). However, the method of augmenting the diagonals of the X'X matrix (ridge regression) was studied by Tikhonov in the early 40's as a method for solving ill-posed problems.

I believe Hastie has done lots of work on LASSO/L_1 norm related regularization methods and algorithms though.

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