The burgeoning field of data analysis is expanding at an incredible pace due to the proliferation of data collection in almost every area of science. The enormous data sets now routinely encountered in the sciences provide an incentive to develop mathematical techniques and computational algorithms that help synthesize, interpret and give meaning to the data in the context of its scientific setting. A specific aim of this book is to integrate standard scientific computing methods with data analysis. By doing so, it brings together, in a self-consistent fashion, the key ideas from:
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