统计技术与机器学习的结合使其成为一种强大的工具，能够对众多计算机和工程领域的数据进行分析，包括图像处理、语音处理、自然语言处理、机器人控制以及生物、医学、天文学、物理、材料等基础科学范畴。本书介绍机器学习的基础知识，注重理论与实践的结合。第壹部分讨论机器学习算法中统计与概率的基本概念，第二部分和第三部分讲解机器学习的两种主要方法，即生成学习方法和判别分类方法，其中，第三部分对实际应用中重要的机器学习算法进行了深入讨论。本书配有MATLAB/Octave代码，可帮助读者培养实践技能，完成数据分析任务。

　　【加照片】Masashi Sugiyama，东京大学教授，拥有东京工业大学计算机科学博士学位，研究兴趣包括机器学习与数据挖掘的理论、算法和应用，涉及信号处理、图像处理、机器人控制等。2007年获得IBM学者奖，以表彰其在机器学习领域非平稳性方面做出的贡献。2011年获得日本信息处理协会颁发的Nagao特别研究奖，以及日本文部科学省颁发的青年科学家奖，以表彰其对机器学习密度比范型的贡献。

Contents
Biography . .iv
Preface. v
PART 1INTRODUCTION
CHAPTER 1Statistical Machine Learning
1.1Types of Learning  3
1.2Examples of Machine Learning Tasks . 4
1.2.1Supervised Learning  4
1.2.2Unsupervised Learning . 5
1.2.3Further Topics  6
1.3Structure of This Textbook . 8
PART 2STATISTICS AND PROBABILITY
CHAPTER 2Random Variables and Probability Distributions
2.1Mathematical Preliminaries . 11
2.2Probability . 13
2.3Random Variable and Probability Distribution  14
2.4Properties of Probability Distributions  16
2.4.1Expectation, Median, and Mode . 16
2.4.2Variance and Standard Deviation  18
2.4.3Skewness, Kurtosis, and Moments  19
2.5Transformation of Random Variables  22
CHAPTER 3Examples of Discrete Probability Distributions
3.1Discrete Uniform Distribution . 25
3.2Binomial Distribution . 26
3.3Hypergeometric Distribution. 27
3.4Poisson Distribution . 31
3.5Negative Binomial Distribution . 33
3.6Geometric Distribution  35
CHAPTER 4Examples of Continuous Probability Distributions
4.1Continuous Uniform Distribution . 37
4.2Normal Distribution 37
4.3Gamma Distribution, Exponential Distribution, and Chi-Squared Distribution . 41
4.4Beta Distribution . 44
4.5Cauchy Distribution and Laplace Distribution  47
4.6t-Distribution and F-Distribution . 49
CHAPTER 5Multidimensional Probability Distributions
5.1Joint Probability Distribution  51
5.2Conditional Probability Distribution . 52
5.3Contingency Table 53
5.4Bayes’ Theorem. 53
5.5Covariance and Correlation  55
5.6Independence . 56
CHAPTER 6Examples of Multidimensional Probability Distributions61
6.1Multinomial Distribution . 61
6.2Multivariate Normal Distribution . 62
6.3Dirichlet Distribution  63
6.4Wishart Distribution . 70
CHAPTER 7Sum of Independent Random Variables
7.1Convolution  73
7.2Reproductive Property  74
7.3Law of Large Numbers  74
7.4Central Limit Theorem  77
CHAPTER 8Probability Inequalities
8.1Union Bound  81
8.2Inequalities for Probabilities  82
8.2.1Markov’s Inequality and Chernoff’s Inequality  82
8.2.2Cantelli’s Inequality and Chebyshev’s Inequality  83
8.3Inequalities for Expectation . 84
8.3.1Jensen’s Inequality  84
8.3.2H?lder’s Inequality and Schwarz’s Inequality . 85
8.3.3Minkowski’s Inequality . 86
8.3.4Kantorovich’s Inequality . 87
8.4Inequalities for the Sum of Independent Random Vari-ables 87
8.4.1Chebyshev’s Inequality and Chernoff’s Inequality  88
8.4.2Hoeffding’s Inequality and Bernstein’s Inequality  88
8.4.3Bennett’s Inequality. 89
CHAPTER 9Statistical Estimation
9.1Fundamentals of Statistical Estimation  91
9.2Point Estimation 92
9.2.1Parametric Density Estimation . 92
9.2.2Nonparametric Density Estimation  93
9.2.3Regression and Classification. 93
9.2.4Model Selection  94
9.3Interval Estimation. 95
9.3.1Interval Estimation for Expectation of Normal Samples. 95
9.3.2Bootstrap Confidence Interval  96
9.3.3Bayesian Credible Interval. 97
CHAPTER 10Hypothesis Testing
10.1Fundamentals of Hypothesis Testing  99
10.2Test for Expectation of Normal Samples 100
10.3Neyman-Pearson Lemma . 101
10.4Test for Contingency Tables 102
10.5Test for Difference in Expectations of Normal Samples  104
10.5.1 Two Samples without Correspondence . 104
10.5.2 Two Samples with Correspondence 105
10.6Nonparametric Test for Ranks. 107
10.6.1 Two Samples without Correspondence . 107
10.6.2 Two Samples with Correspondence 108
10.7Monte Carlo Test . 108
PART 3GENERATIVE APPROACH TO STATISTICAL PATTERN RECOGNITION
CHAPTER 11Pattern Recognition via Generative Model Estimation113
11.1Formulation of Pattern Recognition . 113
11.2Statistical Pattern Recognition . 115
11.3Criteria for Classifier Training . 117
11.3.1 MAP Rule  117
11.3.2 Minimum Misclassification Rate Rule  118
11.3.3 Bayes Decision Rule  119
11.3.4 Discussion . 121
11.4Generative and Discriminative Approaches  121
CHAPTER 12Maximum Likelihood Estimation
12.1Definition. 123
12.2Gaussian Model. 125
12.3Computing the Class-Posterior Probability . 127
12.4Fisher’s Linear Discriminant Analysis (FDA