Statistical Inference for Engineers and Data Scientists

ISBN-13: 9781107185920 / Angielski / Twarda / 2018 / 418 str.

Pierre Moulin; Venugopal Veeravalli

Opis

A mathematically accessible textbook introducing all the tools needed to address modern inference problems in engineering and data science.

Recenzje

'This book presents a rigorous and comprehensive coverage of the concepts underlying modern statistical inference, and provides a lucid exposition of the fundamental concepts. A distinguishing feature of the book is the large number of thoughtfully constructed examples, which go a long way towards aiding the reader in understanding and assimilating the concepts. As no particular domain expertise is assumed other than probability theory, the book should be widely accessible to a broad readership.' Kannan Ramchandran, University of California, Berkeley

Spis treści

1. Introduction; Part I. Hypothesis Testing: 2. Binary hypothesis testing; 3. Multiple hypothesis testing; 4. Composite hypothesis testing; 5. Signal detection; 6. Convex statistical distances; 7. Performance bounds for hypothesis testing; 8. Large deviations and error exponents for hypothesis testing; 9. Sequential and quickest change detection; 10. Detection of random processes; Part II. Estimation: 11. Bayesian parameter estimation; 12. Minimum variance unbiased estimation; 13. Information inequality and Cramer–Rao lower bound; 14. Maximum likelihood estimation; 15. Signal estimation.

O autorze

Moulin, Pierre Pierre Moulin is a professor in the ECE Department at the University of Illinois, Urbana-Champaign. His research interests include statistical inference, machine learning, detection and estimation theory, information theory, statistical signal, image, and video processing, and information security. Moulin is a Fellow of the Institute of Electrical and Electronics Engineers (IEEE), and served as a Distinguished Lecturer for the IEEE Signal Processing Society. He has received two best paper awards from the IEEE Signal Processing Society and the US National Science Foundation CAREER Award. He was founding Editor-in-Chief of the IEEE Transactions on Information Security and Forensics. Veeravalli, Venugopal V. Venugopal V. Veeravalli is the Henry Magnuski Professor in the ECE Department at the University of Illinois, Urbana-Champaign. His research interests include statistical inference and machine learning, detection and estimation theory, and information theory, with applications to data science, wireless communications and sensor networks. Veeravalli is a Fellow of the Institute of Electrical and Electronics Engineers (IEEE), and served as a Distinguished Lecturer for the IEEE Signal Processing Society. Among the awards he has received are the IEEE Browder J. Thompson Best Paper Award, the National Science Foundation CAREER Award, the Presidential Early Career Award for Scientists and Engineers (PECASE), and the Wald Prize in Sequential Analysis.