Books to Read While the Algae Grow in Your Fur, June 2015

Attention conservation notice: I have no taste.

Walter Jon Williams, Brig of War

Mind candy historical adventure fiction: a tale of derring-do and angst in the nascent American navy during the war of 1812. It was written before Williams turned to science fiction, but in retrospect the seeds of a lot of his later concerns can be discerned here. In particular, the way the viewpoint protagonist is at once deeply embedded in an institution, indeed commits his life to it, and also an emotionally detached observer of that institution, will recur in many later books — I think Favian would have interesting conversations with Dagmar, Aiah or Martinez.

— No purchase link, since this is long out of print, but readily available from all the electronic book sellers.

(This is the only historical novel I know of which is set during the Napoleonic Wars, written by an American, and yet does not side with the British Empire. This partiality towards, if not wholehearted embrace of, the very system of global conquest, plunder and tyranny against which we fought the Revolution — the one which burnt Washington! — is astonishing. While I am reluctant to question the patriotism of our historical novelists, is any other conclusion available to the candid mind?)

Hilary Mantel, Wolf Hall

Mind candy: literary, historical competence porn*. Praise on my part is superfluous. Thanks to CM and TC for persuading me to start reading it, and for providing the term "competence porn".

*: "His speech is low and rapid, his manner assured; he is at home in courtroom or waterfront, bishop's palace or inn yard. He can draft a contract, train a falcon, draw a map, stop a street fight, furnish a house and fix a jury. He will quote you a nice point in the old authors, from Plato to Plautus and back again. He knows new poetry, and can say it in Italian. He works all hours, first up and last to bed. He makes money and he spends it. He will take a bet on anything."

Lászlo Györfi, Michael Kohler, Adam Krzyzak and Harro Walk, A Distribution-Free Theory of Nonparametric Regression

I can't remember having read a better, more comprehensive, clearer, volume on the theory of nonparametric regression. It is magnificently unconcerned with the practicalities of applied statistics, but rather relentlessly focused on determining what we can learn about conditional expectation functions, and how fast, when we assume basically nothing about those functions, other than that they are well-defined and we get IID data. (In the last chapters, it even allows for dependent data.) The coverage is largely organized around different sorts of models (kernel smoothing, histograms, regression trees, local polynomials, splines, orthogonal series expansions...), typically beginning by defining the model, considering the model class's expressive or approximative powers, and then looking at how quickly it will converge on the true regression function under various smoothness assumptions on the latter. Classical minimax theory is used to establish that smoother functions (e.g., those with many continuous derivative of low magnitude) can be learned more quickly than rougher functions, but naively, we'd seem to need to know how smooth the true function is in order to achieve these fast rates. Particularly nice models are "adaptive", they will automatically adjust to the data and learn almost as quickly as if they knew in advance how smooth the target was. Accordingly, a lot of space is given to looking at which methods are adaptive; many otherwise nice models don't adapt very well. Chapters on topics like minimax theory and empirical process theory break up the development of the models, introducing mathematical tools and general ideas as needed. Two chapters on cross-validation and data-splitting are particularly nice: everyone uses them, because they work, but there is surprisingly little theory about such important tools, and the results here are really quite illuminating.

In principle, all this book requir