Probability and Statistics for Data Science

This self-contained guide introduces two pillars of data science, probability theory, and statistics, side by side, in order to illuminate the connections between statistical techniques and the probabilistic concepts they are based on. The topics covered in the book include random variables, nonparametric and parametric models, correlation, estimation of population parameters, hypothesis testing, principal component analysis, and both linear and nonlinear methods for regression and classification. Examples throughout the book draw from real-world datasets to demonstrate concepts in practice and confront readers with fundamental challenges in data science, such as overfitting, the curse of dimensionality, and causal inference. Code in Python reproducing these examples is available on the book’s website, along with videos, slides, and solutions to exercises. This accessible book is ideal for undergraduate and graduate students, data science practitioners, and others interested in the theoretical concepts underlying data science methods.

Author Biography

Carlos Fernandez-Granda is Associate Professor of Mathematics and Data Science at New York University, where he has taught probability and statistics to data science students since 2015. The goal of his research is to design and analyze data science methodology, with a focus on machine learning, artificial intelligence, and their application to medicine, climate science, biology, and other scientific domains.