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Predictive Statistics: Analysis and Inference beyond Models
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Predictive Statistics: Analysis and Inference beyond Models

Predictive Statistics: Analysis and Inference beyond Models

Bertrand S. / Clarke Clarke

656 pages, parution le 11/04/2018

Résumé

A bold retooling of statistics to focus directly on predictive performance with traditional and contemporary data types and methodologies.All scientific disciplines prize predictive success. Conventional statistical analyses, however, treat prediction as secondary, instead focusing on modeling and hence estimation, testing, and detailed physical interpretation, tackling these tasks before the predictive adequacy of a model is established. This book outlines a fully predictive approach to statistical problems based on studying predictors; the approach does not require predictors correspond to a model although this important special case is included in the general approach. Throughout, the point is to examine predictive performance before considering conventional inference. These ideas are traced through five traditional subfields of statistics, helping readers to refocus and adopt a directly predictive outlook. The book also considers prediction via contemporary 'black box' techniques and emerging data types and methodologies where conventional modeling is so difficult that good prediction is the main criterion available for evaluating the performance of a statistical method. Well-documented open-source R code in a Github repository allows readers to replicate examples and apply techniques to other investigations.Part I. The Predictive View: 1. Why prediction?; 2. Defining a predictive paradigm; 3. What about modeling?; 4. Models and predictors: a bickering couple; Part II. Established Settings for Prediction: 5. Time series; 6. Longitudinal data; 7. Survival analysis; 8. Nonparametric methods; 9. Model selection; Part III. Contemporary Prediction: 10. Blackbox techniques; 11. Ensemble methods; 12. The future of prediction; References; Index.

Caractéristiques techniques

  PAPIER
Éditeur(s) Cambridge University Press
Auteur(s) Bertrand S. / Clarke Clarke
Parution 11/04/2018
Nb. de pages 656
EAN13 9781107028289

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