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All of Nonparametric Statistics

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All of Nonparametric Statistics
Larry Wasserman
科学与数学

All of Nonparametric Statistics

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Go download David MacKay's Information Theory, Inference and Learning Algorithms (free book). Go through the part on Bayes and the part on Neural Nets (and the info. theory part if you want to, which is fascinating but not as directly relevant), which is a total of roughly 20-30 chapters, some very short. Do as many exercises as you can do (i.e. try them all, fail and come back later if necessary), and try implementing those algorithms. That will get you boned up on this stuff generally. From there: Standard references are Hastie and Tibshirani which you already have, Pattern Recognition by Duda Hart and Stork, and PRML by Chris Bishop (though I found it boring - too many unmotivated equations). All of Statistics and especially All of Nonparametric Statistics by Wasserman are both excellent books which will fairly rapidly get you introduc…

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