Preface

Summary

Statistical inference is an unusually wide-ranging discipline, located as it is at the triple-point of mathematics, empirical science, and philosophy. The discipline can be said to date from 1763, with the publication of Bayes’ rule (representing the philosophical side of the subject; the rule's early advocates considered it an argument for the existence of God). The most recent quarter of this 250-year history—from the 1950s to the present—is the “computer age” of our book's title, the time when computation, the traditional bottleneck of statistical applications, became faster and easier by a factor of a million.

The book is an examination of how statistics has evolved over the past sixty years—an aerial view of a vast subject, but seen from the height of a small plane, not a jetliner or satellite. The individual chapters take up a series of influential topics—generalized linear models, survival analysis, the jackknife and bootstrap, false-discovery rates, empirical Bayes, MCMC, neural nets, and a dozen more—describing for each the key methodological developments and their inferential justification.

Needless to say, the role of electronic computation is central to our story. This doesn't mean that every advance was computer-related. A land bridge had opened to a new continent but not all were eager to cross. Topics such as empirical Bayes and James–Stein estimation could have emerged just as well under the constraints of mechanical computation. Others, like the bootstrap and proportional hazards, were pureborn children of the computer age. Almost all topics in twenty-first-century statistics are now computer-dependent, but it will take our small plane a while to reach the new millennium.

Dictionary definitions of statistical inference tend to equate it with the entire discipline. This has become less satisfactory in the “big data” era of immense computer-based processing algorithms. Here we will attempt, not always consistently, to separate the two aspects of the statistical enterprise: algorithmic developments aimed at specific problem areas, for instance random forests for prediction, as distinct from the inferential arguments offered in their support.