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Concept
Computational statistics
Résumé
Computational statistics, or statistical computing, is the bond between statistics and computer science. It means statistical methods that are enabled by using computational methods. It is the area of computational science (or scientific computing) specific to the mathematical science of statistics. This area is also developing rapidly, leading to calls that a broader concept of computing should be taught as part of general statistical education.
As in traditional statistics the goal is to transform raw data into knowledge, but the focus lies on computer intensive statistical methods, such as cases with very large sample size and non-homogeneous data sets.
The terms 'computational statistics' and 'statistical computing' are often used interchangeably, although Carlo Lauro (a former president of the International Association for Statistical Computing) proposed making a distinction, defining 'statistical computing' as "the application of computer science to statistics",
and 'computational statistics' as "aiming at the design of algorithm for implementing
statistical methods on computers, including the ones unthinkable before the computer
age (e.g. bootstrap, simulation), as well as to cope with analytically intractable problems" [sic].
The term 'Computational statistics' may also be used to refer to computationally intensive statistical methods including resampling methods, Markov chain Monte Carlo methods, local regression, kernel density estimation, artificial neural networks and generalized additive models.
Though computational statistics is widely used today, it actually has a relatively short history of acceptance in the statistics community. For the most part, the founders of the field of statistics relied on mathematics and asymptotic approximations in the development of computational statistical methodology.
In statistical field, the first use of the term “computer” comes in an article in the Journal of the American Statistical Association archives by Robert P. Porter in 1891.
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