Statistical Inference for Engineers and Data Scientists (Hardcover)
Moulin, Pierre, Veeravalli, Venugopal V.
This book is a mathematically accessible and up-to-date introduction to the tools needed to address modern inference problems in engineering and data science, ideal for graduate students taking courses on statistical inference and detection and estimation, and an invaluable reference for researchers and professionals. With a wealth of illustrations and examples to explain the key features of the theory and to connect with real-world applications, additional material to explore more advanced concepts, and numerous end-of-chapter problems to test the reader's knowledge, this textbook is the 'go-to' guide for learning about the core principles of statistical inference and its application in engineering and data science. The password-protected solutions manual and the image gallery from the book are available online.
Pierre Moulin, University of Illinois, Urbana-Champaign
Pierre Moulin is a professor in the ECE Department at the University of Illinois, Urbana-Champaign. His research interests include statistical inference, machine learning, detection and estimation theory, information theory, statistical signal, image, and video processing, and information security. Moulin is a Fellow of the Institute of Electrical and Electronics Engineers (IEEE), and served as a Distinguished Lecturer for the IEEE Signal Processing Society. He has received two best paper awards from the IEEE Signal Processing Society and the US National Science Foundation CAREER Award. He was founding Editor-in-Chief of the IEEE Transactions on Information Security and Forensics.
Venugopal V. Veeravalli, University of Illinois, Urbana-Champaign
Venugopal V. Veeravalli is the Henry Magnuski Professor in the ECE Department at the University of Illinois, Urbana-Champaign. His research interests include statistical inference and machine learning, detection and estimation theory, and information theory, with applications to data science, wireless communications and sensor networks. Veeravalli is a Fellow of the Institute of Electrical and Electronics Engineers (IEEE), and served as a Distinguished Lecturer for the IEEE Signal Processing Society. Among the awards he has received are the IEEE Browder J. Thompson Best Paper Award, the National Science Foundation CAREER Award, the Presidential Early Career Award for Scientists and Engineers (PECASE), and the Wald Prize in Sequential Analysis.
Part I. Hypothesis Testing:
2. Binary hypothesis testing
3. Multiple hypothesis testing
4. Composite hypothesis testing
5. Signal detection
6. Convex statistical distances
7. Performance bounds for hypothesis testing
8. Large deviations and error exponents for hypothesis testing
9. Sequential and quickest change detection
10. Detection of random processes
Part II. Estimation:
11. Bayesian parameter estimation
12. Minimum variance unbiased estimation
13. Information inequality and Cramer–Rao lower bound
14. Maximum likelihood estimation
15. Signal estimation.