All of Regression

Isabella Verdinelli is Professor in Residence in the Department of Statistics and Data Science at Carnegie Mellon University, where she has been affiliated since 1988. She was Professor of Statistics at the University of Rome from 1975 to 2013. She has authored a number of papers on experimental design, Bayesian inference, manifold estimation, clustering, structure recovery and feature importance. Larry Wasserman is the UPMC University Professor of Statistics and Data Science at Carnegie Mellon University. He is also Professor in the Department of Machine Learning. He is a member of the National Academy of Sciences, a Fellow of the Institute of Mathematical Statistics and a Fellow of the American Statistical Association. He is a winner of the Committee of Presidents of Statistical Societies (COPSS) Presidents' Award.

'Remarkable in scope and clarity, this book masterfully traces the evolution of regression from classical linear modeling to its many modern descendants. Each chapter offers a lucid introduction to a distinct methodology, explained with precision and insight from a contemporary perspective. Complete with exercises and datasets, it will serve equally well as a textbook and an indispensable research resource.' Edward I. George, The Wharton School, The University of Pennsylvania

• Preface; Notation; 1. Introduction; 2. Linear regression; 3. Prediction error, cross-validation and model selection; 4. High dimensional linear regression; 5. Logistic and Poisson regression; 6. Univariate nonparametric regression; 7. Nonparametric regression with multiple features; 8. Quantile regression; 9. Classification; 10. Prediction sets and conformal inference; 11. Causal inference; 12. Other topics; Appendix A. Matrix theory; Appendix B. Basic probability and statistics; Data Sources; References; Index.