[5] Statistical Modeling The Two Cultures Leo Breiman英文资料.pdf

Statistical Science 2001, Vol. 16, No. 3, 199–231 Statistical Modeling: The Two Cultures Leo Breiman Abstract. There are two cultures in the use of statistical modeling to reach conclusions from data. One assumes that the data are generated b ya given stochastic data model. The other uses algorithmic models and treats the data mechanism as unknown. The statistical communit yhas been committed to the almost exclusive use of data models. This commit- ment has led to irrelevant theory, questionable conclusions, and has kept statisticians from working on a large range of interesting current prob- lems. Algorithmic modeling, both in theor yand practice, has developed rapidl yin fields outside statistics. It can be used both on large complex data sets and as a more accurate and informative alternative to data modeling on smaller data sets. If our goal as a field is to use data to solve problems, then we need to move awa yfrom exclusive dependence on data models and adopt a more diverse set of tools. 1. INTRODUCTION The values of the parameters are estimated from the data and the model then used for information Statistics starts with data. Think of the data as being generated b ya black box in which a vector of and/or prediction. Thus the black box is filled in like input variables x (independent variables) go in one this: side, and on the other side the response variables y