Computational Statistics
Geof H. Givens, Jennifer A. Hoeting · 2012
There seems to be an agreement between textbook writers that computational statistics is statistics that uses computation, often a lot of computation, while statistical computing is computational mathematics for statisticians. Both fields are hybrids, but it seems that in computational statistics the emphasis is on the statistics and in statistical computation the emphasis is on the tools. Of course, not everybody rigorously uses the distinction, and often it is quite difficult to draw the line. Initially, most textbooks were in statistical computing (Chambers 1977; Kennedy and Gentle 1980), but starting with the influential work of Thisted (1988) (which was published after the desktop revolution) we see a shift towards computational statistics. Of the more recent textbooks, Gentle (2002) is computational statistics, while Gentle (1998a,b) are statistical computation. Gentle is working on another book covering optimization, clearly also in statis-tical computing. Lange (1999) on numerical analysis and Lange (2004) on optimization are solidly in statistical computation. The recent Marin and Robert (2007) is definitely compu-tational statistics. Statistical computation includes general numerical analysis (floating point, rounding error),