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Item Details
Title: LARGE-SCALE INFERENCE
EMPIRICAL BAYES METHODS FOR ESTIMATION, TESTING, AND PREDICTION
By: Bradley Efron
Format: Electronic book text

List price: £162.00


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ISBN 10: 0511761368
ISBN 13: 9780511761362
Publisher: CAMBRIDGE UNIVERSITY PRESS
Pub. date: 5 September, 2013
Series: Institute of Mathematical Statistics Monographs 1
Description: Bradley Efron explains how to perform thousands of simultaneous estimates and tests, as required by new scientific technology.
Synopsis: We live in a new age for statistical inference, where modern scientific technology such as microarrays and fMRI machines routinely produce thousands and sometimes millions of parallel data sets, each with its own estimation or testing problem. Doing thousands of problems at once is more than repeated application of classical methods. Taking an empirical Bayes approach, Bradley Efron, inventor of the bootstrap, shows how information accrues across problems in a way that combines Bayesian and frequentist ideas. Estimation, testing and prediction blend in this framework, producing opportunities for new methodologies of increased power. New difficulties also arise, easily leading to flawed inferences. This book takes a careful look at both the promise and pitfalls of large-scale statistical inference, with particular attention to false discovery rates, the most successful of the new statistical techniques. Emphasis is on the inferential ideas underlying technical developments, illustrated using a large number of real examples.
Illustrations: 65 b/w illus. 10 colour illus. 105 exercises
Publication: UK
Imprint: Cambridge University Press (Virtual Publishing)
Returns: Non-returnable
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