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Python for Probability, Statistics, and Machine Learning


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Table of Contents

Introduction.- Part 1 Getting Started with Scientific Python.- Installation and Setup.- Numpy.- Matplotlib.- Ipython.- Jupyter Notebook.- Scipy.- Pandas.- Sympy.- Interfacing with Compiled Libraries.- Integrated Development Environments.- Quick Guide to Performance and Parallel Programming.- Other Resources.- Part 2 Probability.- Introduction.- Projection Methods.- Conditional Expectation as Projection.- Conditional Expectation and Mean Squared Error.- Worked Examples of Conditional Expectation and Mean Square Error Optimization.- Useful Distributions.- Information Entropy.- Moment Generating Functions.- Monte Carlo Sampling Methods.- Useful Inequalities.- Part 3 Statistics.- Python Modules for Statistics.- Types of Convergence.- Estimation Using Maximum Likelihood.- Hypothesis Testing and P-Values.- Confidence Intervals.- Linear Regression.- Maximum A-Posteriori.- Robust Statistics.- Bootstrapping.- Gauss Markov.- Nonparametric Methods.- Survival Analysis.- Part 4 Machine Learning.- Introduction.- Python Machine Learning Modules.- Theory of Learning.- Decision Trees.- Boosting Trees.- Logistic Regression.- Generalized Linear Models.- Regularization.- Support Vector Machines.- Dimensionality Reduction.- Clustering.- Ensemble Methods.- Deep Learning.- Notation.- References.- Index.

About the Author

Dr. Jose Unpingco completed his PhD at the University of California, San Diego in 1997 and has since worked in industry as an engineer, consultant, and instructor on a wide-variety of advanced data processing and analysis topics, with deep experience in machine learning and statistics. As the onsite technical director for large-scale Signal and Image Processing for the Department of Defense (DoD), he spearheaded the DoD-wide adoption of scientific Python. He also trained over 600 scientists and engineers to effectively utilize Python for a wide range of scientific topics -- from weather modeling to antenna analysis. Dr. Unpingco is the cofounder and Senior Director for Data Science at a non-profit Medical Research Organization in San Diego, California. He also teaches programming for data analysis at the University of California, San Diego for engineering undergraduate/graduate students. He is author of Python for Signal Processing (Springer 2014) and Python for Probability, Statistics, and Machine Learning (2016)


"The book is aimed primarily at intermediate or advanced Python programmers ... . this work is a generally sound and comprehensive overview of the areas it covers. We recommend it to Python programmers interested in growing in these areas or experts in these areas interested in learning how to deal with them in Python." (Eugene Callahan and Yujia Zhang, Computing Reviews, October 15, 2020)

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