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1 | (32) |
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2 | (5) |
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1.2 Goals of Model-Based Analysis and Basic Definitions |
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7 | (3) |
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1.3 Principles of Statistical Parameter Estimation |
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10 | (5) |
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1.3.1 Least-Squared Error (LSE) Estimation |
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10 | (1) |
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1.3.2 Maximum Likelihood (ML) Estimation |
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11 | (2) |
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13 | (2) |
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1.4 Solving for Parameters in Analytically Intractable Situations |
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15 | (4) |
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1.4.1 Gradient Descent and Newton-Raphson |
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15 | (2) |
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1.4.2 Expectation-Maximization (EM) Algorithm |
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17 | (1) |
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1.4.3 Optimization in Rough Territory |
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18 | (1) |
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1.5 Statistical Hypothesis Testing |
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19 | (14) |
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19 | (2) |
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21 | (5) |
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1.5.3 Bootstrap (BS) Methods |
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26 | (4) |
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1.5.4 Multiple Testing Problem |
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30 | (3) |
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33 | (24) |
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2.1 Multiple Linear Regression and the General Linear Model (GLM) |
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34 | (5) |
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2.2 Multivariate Regression and the Multivariate General Linear Model |
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39 | (4) |
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2.3 Canonical Correlation Analysis (CCA) |
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43 | (2) |
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2.4 Ridge and LASSO Regression |
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45 | (3) |
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2.5 Local Linear Regression (LLR) |
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48 | (2) |
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2.6 Basis Expansions and Splines |
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50 | (2) |
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2.7 k-Nearest Neighbors for Regression |
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52 | (1) |
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2.8 Artificial Neural Networks as Nonlinear Regression Tools |
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53 | (4) |
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3 Classification Problems |
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57 | (16) |
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3.1 Discriminant Analysis |
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58 | (4) |
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3.2 Fisher's Discriminant Criterion |
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62 | (2) |
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64 | (2) |
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3.4 k-Nearest Neighbors (kNN) for Classification |
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66 | (1) |
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3.5 Maximum Margin Classifiers, Kernels, and Support Vector Machines |
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67 | (6) |
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3.5.1 Maximum Margin Classifiers (MMC) |
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67 | (2) |
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69 | (2) |
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3.5.3 Support Vector Machines (SVM) |
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71 | (2) |
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4 Model Complexity and Selection |
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73 | (12) |
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4.1 Penalizing Model Complexity |
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75 | (1) |
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4.2 Estimating Test Error by Cross-Validation |
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76 | (2) |
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4.3 Estimating Test Error by Bootstrapping |
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78 | (1) |
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4.4 Curse of Dimensionality |
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79 | (2) |
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81 | (4) |
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5 Clustering and Density Estimation |
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85 | (20) |
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86 | (7) |
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5.1.1 Gaussian Mixture Models (GMMs) |
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86 | (3) |
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5.1.2 Kernel Density Estimation (KDE) |
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89 | (4) |
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93 | (5) |
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5.2.1 k-Means and k-Medoids |
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94 | (1) |
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5.2.2 Hierarchical Cluster Analysis |
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95 | (3) |
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5.3 Determining the Number of Classes |
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98 | (3) |
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101 | (4) |
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6 Dimensionality Reduction |
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105 | (16) |
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6.1 Principal Component Analysis (PCA) |
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105 | (4) |
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6.2 Canonical Correlation Analysis (CCA) Revisited |
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109 | (1) |
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6.3 Fisher Discriminant Analysis (FDA) Revisited |
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109 | (1) |
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109 | (4) |
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6.5 Multidimensional Scaling (MDS) and Locally Linear Embedding (LLE) |
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113 | (4) |
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6.6 Independent Component Analysis (ICA) |
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117 | (4) |
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7 Linear Time Series Analysis |
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121 | (62) |
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7.1 Basic Descriptive Tools and Terms |
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122 | (10) |
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122 | (2) |
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124 | (2) |
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126 | (1) |
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7.1.4 Stationarity and Ergodicity |
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127 | (3) |
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7.1.5 Multivariate Time Series |
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130 | (2) |
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7.2 Linear Time Series Models |
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132 | (9) |
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7.2.1 Estimation of Parameters in AR Models |
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136 | (3) |
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7.2.2 Statistical Inference on Model Parameters |
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139 | (2) |
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7.3 Autoregressive Models for Count and Point Processes |
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141 | (4) |
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145 | (5) |
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7.5 Linear Time Series Models with Latent Variables |
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150 | (21) |
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7.5.1 Linear State Space Models |
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152 | (12) |
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7.5.2 Gaussian Process Factor Analysis |
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164 | (1) |
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7.5.3 Latent Variable Models for Count and Point Processes |
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165 | (6) |
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7.6 Computational and Neurocognitive Time Series Models |
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171 | (5) |
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7.7 Bootstrapping Time Series |
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176 | (7) |
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8 Nonlinear Concepts in Time Series Analysis |
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183 | (16) |
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8.1 Detecting Nonlinearity and Nonparametric Forecasting |
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184 | (3) |
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8.2 Nonparametric Time Series Modeling |
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187 | (1) |
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8.3 Change Point Analysis |
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188 | (5) |
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193 | (6) |
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9 Time Series from a Nonlinear Dynamical Systems Perspective |
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199 | (66) |
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9.1 Discrete-Time Nonlinear Dynamical Systems |
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199 | (14) |
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9.1.1 Univariate Maps and Basic Concepts |
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200 | (7) |
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9.1.2 Multivariate Maps and Recurrent Neural Networks |
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207 | (6) |
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9.2 Continuous-Time Nonlinear Dynamical Systems |
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213 | (23) |
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9.2.1 Review of Basic Concepts and Phenomena in Nonlinear Systems Described by Differential Equations |
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215 | (15) |
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9.2.2 Nonlinear Oscillations and Phase-Locking |
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230 | (6) |
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9.3 Statistical Inference in Nonlinear Dynamical Systems |
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236 | (20) |
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9.3.1 Nonlinear Dynamical Model Estimation in Discrete and Continuous Time |
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237 | (13) |
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9.3.2 Dynamic Causal Modeling |
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250 | (2) |
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9.3.3 Special Issues in Nonlinear (Chaotic) Latent Variable Models |
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252 | (4) |
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9.4 Reconstructing State Spaces from Experimental Data |
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256 | (5) |
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9.5 Detecting Causality in Nonlinear Dynamical Systems |
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261 | (4) |
References |
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265 | (20) |
Index |
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285 | |