From Statistical Physics to Statistical Inference And Back

During the past decade there has been an explosion in computation and information technology. With it have come vast amounts of data in a variety of fields such as medicine, biology, finance, and marketing. The challenge of understanding these data has led to the development of new tools in the field of statistics, and spawned new areas such as data mining, machine learning, and bioinformatics. Many of these tools have common underpinnings but are often expressed with different terminology.

A combination of the concepts subjective – or Bayesian – statistics and scientific computing, the book provides an integrated view across numerical linear algebra and computational statistics.