large-scale inference - empirical bayes methods for estimation, testing, and prediction (2010)

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1、ThispageintentionallyleftblankLarge-ScaleInferenceWeliveinanewageforstatisticalinference,wheremodernscientifictechnologysuchasmicroarraysandfMRImachinesroutinelyproducethousandsandsometimesmillionsofparalleldatasets,eachwithitsownestimationortestingproblem.Doingthousandsofproblemsatonc

2、einvolvesmorethanrepeatedapplicationofclassicalmethods.TakinganempiricalBayesapproach,BradleyEfron,inventorofthebootstrap,showshowinformationaccruesacrossproblemsinawaythatcombinesBayesianandfrequentistideas.Estimation,testing,andpredictionblendinthisframework,producingopportunitiesfo

3、rnewmethodologiesofincreasedpower.Newdifficultiesalsoarise,easilyleadingtoflawedinferences.Thisbooktakesacarefullookatboththepromiseandpitfallsoflarge-scalestatisticalinference,withparticularattentiontofalsediscoveryrates,themostsuccessfulofthenewstatisticaltechniques.Emphasisisontheinfe

4、rentialideasunderlyingtechnicaldevelopments,illustratedusingalargenumberofrealexamples.bradleyefronisMaxH.SteinProfessorofStatisticsandBiostatisticsattheStanfordUniversitySchoolofHumanitiesandSciences,andtheDepartmentofHealthResearchandPolicyattheSchoolofMedicine.INSTITUTEOFMATHEMATIC

5、ALSTATISTICSMONOGRAPHSEditorialBoardD.R.Cox(UniversityofOxford)B.Hambly(UniversityofOxford)S.Holmes(StanfordUniversity)X.-L.Meng(HarvardUniversity)IMSMonographsareconciseresearchmonographsofhighqualityonanybranchofstatisticsorprobabilityofsufficientinteresttowarrantpublicationasbooks.So

6、meconcernrelativelytraditionaltopicsinneedofup-to-dateassessment.Othersareonemergingthemes.Inallcasestheobjectiveistoprovideabalancedviewofthefield.Large-ScaleInferenceEmpiricalBayesMethodsforEstimation,Testing,andPredictionBRADLEYEFRONStanfordUniversitycambridgeuniversitypressCambridg

7、e,NewYork,Melbourne,Madrid,CapeTown,Singapore,SaoPaulo,Delhi,Dubai,Tokyo,MexicoCityCambridgeUniversityPressTheEdinburghBuilding,CambridgeCB28RU,UKPublishedintheUnitedStatesofAmericabyCambridgeUniversityPress,NewYorkwww.cambridge.orgInformationonthistitle:www.cambridge.org/978052119249

8、1cB.