Optimization Methods for Applications in Statistics

by James E. Gentle

This book is part of a series on statistical computing that includes also Random Number Generation and Monte Carlo Methods and Numerical Linear Algebra with Applications in Statistics.

I have used various parts of this material in several different courses I teach in the computational statistics.

The table of contents is

  • Preface
  • Table of Contents
  • Chapter 1. Statistical Methods as Optimization Problems
  • Chapter 2. Numerical Computations
  • Chapter 3. Basic Definitions and Properties of Functions
  • Chapter 4. Solution of Nonlinear Systems of Equations
  • Chapter 5. Unconstrained Descent Methods in Dense Domains
  • Chapter 6. Unconstrained Combinatorial Optimization; Other Direct Search Methods
  • Chapter 7. Optimization under Constraints
  • Chapter 8. Multiple Extrema and Multiple Objectives
  • Chapter 9. Applications in Statistics
  • Chapter 10. Software
  • Bibliography
  • Author Index
  • Subject Index

    I would appreciate any feedback from readers -- corrections, suggestions, or general comments.

    James Gentle, jgentle@gmu.edu