Computational statistics

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Computational statistics, or statistical computing, is the interface between statistics, computer science and numerical analysis. It is the area of computational science (or scientific computing) specific to the mathematical science of statistics.

The terms computational statistics and statistical computing are often used interchangeably, although Carlo Lauro (a former president of the International Association for Statistical Computing) proposed making a distinction, defining statistical computing as "the application of computer science to statistics", and computational statistics as "aiming at the design of algorithm for implementing statistical methods on computers, including the ones unthinkable before the computer age (e.g. bootstrap, simulation), as well as to cope with analytically intractable problems" [sic].^[1]

Computational statistics may also be used to refer to computationally-intensive statistical methods including resampling methods, Markov chain Monte Carlo methods, local regression, kernel density estimation and generalized additive models.

Contents 1 References 2 External links 2.1 Associations 2.2 Journals 3 Further reading 3.1 Articles 3.2 Books 4 See also

[edit] References

1. ^ Lauro, Carlo (1996), “Computational statistics or statistical computing, is that the question?”, Computational Statistics & Data Analysis 23: 191-193, <http://www.sciencedirect.com/science/article/B6V8V-3SWT44Y-F/2/5320a35df36fb38ffba03483c73dc861> 

[edit] External links

[edit] Associations

• International Association for Statistical Computing
• Statistical Computing section of the American Statistical Association

[edit] Journals

• Computational Statistics & Data Analysis
• Journal of Computational & Graphical Statistics
• Statistics and Computing
• Communications in Statistics – Simulation and Computation
• Journal of Statistical Computation and Simulation

[edit] Further reading

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[edit] Articles

• Albert, J.H. & Gentle, J.E. (2004), “Special Section: Teaching Computational Statistics”, The American Statistician 58: 1-1, DOI 10.1198/0003130042872 

[edit] Books

• Gentle, James E. (2002), Elements of Computational Statistics, Springer, ISBN 0387954899 
• Gentle, James E.; Härdle, Wolfgang & Mori, Yuichi, eds. (2004), Handbook of Computational Statistics: Concepts and Methods, Springer, ISBN 3540404643 
• Givens, Geof H. & Hoeting, Jennifer A. (2005), Computational Statistics, Wiley Series in Probability and Statistics, Wiley-Interscience, ISBN 978-0471461241 
• Thisted, Ronald Aaron (1988), Elements of Statistical Computing: Numerical Computation, CRC Press, ISBN 0412013711 

[edit] See also

• List of statistical packages