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Bayesian Data Analysis (Texts in statistical science series)
 
 

Bayesian Data Analysis (Texts in statistical science series) (Hardcover)

by Andrew Gelman (Author), John B. Carlin (Author), Hal S. Stern (Author), Donald B. Rubin (Author) "By Bayesian data analysis, we mean practical methods for making inferences from data using probability models for quantities we observe and for quantities about which..." (more)
5.0 out of 5 stars See all reviews (2 customer reviews)
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Review
"If you have done some Bayesian modeling, using WinBUGS, and are anxious to take the next steps to more sophisticated modeling and diagnostics, then the book offers a wealth of advice This is a book that challenges the user in its sophisticated approach toward data analysis in general and Bayesian methods in particular. I am thoroughly excited to have this book in hand to supplement course material and to offer research collaborators and clients at our consulting lab more sophisticated methods to solve their research problems." -John Grego, University of South Carolina "Bayesian Data Analysis is easily the most comprehensive, scholarly, and thoughtful book on the subject, and I think will do much to promote the use of Bayesian methods" -Prof. David Blackwell, Department of Statistics, University of California, Berkeley Praise for the first edition: "A tour de force... it is far more than an introductory text, and could act as a companion for a working scientist from undergraduate level through to professional life." -Robert Matthews, Aston University, in New Scientist "an essential reference text for any applied statistician" -Stephen Brooks, University of Cambridge, in The Statistician "will contribute to closing the gap between scientists and statisticians" -Sander Greenland, UCLA, in American Journal of Epidemiology "an excellent teaching reference for advanced undergraduate and graduate courses" -Nicky Best, Imperial College School of Medicine, in Statistics in Medicine

Product Description
Incorporating new and updated information, this second edition of THE bestselling text in Bayesian data analysis continues to emphasize practice over theory, describing how to conceptualize, perform, and critique statistical analysis from a Bayesian perspective. Changes in this edition include: additional material on how Bayesian methods are connected to other approaches, stronger focus on MCMC, a chapter on advanced computation topics, more examples, and additional chapters on current models for Bayesian data analysis, such as equation models and generalized linear mixed models. This is both an introductory textbook and a reference working scientists will use throughout their professional life

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By Bayesian data analysis, we mean practical methods for making inferences from data using probability models for quantities we observe and for quantities about which we wish to learn. Read the first page
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Bayesian Data Analysis (Texts in statistical science series)
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5.0 out of 5 stars (2 customer reviews)
 
 
 
 
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13 of 14 people found the following review helpful:
5.0 out of 5 stars The Standard Work, 5 April 2004
By Blaise F. Egan "blaisefegan" (East Anglia, UK) - See all my reviews
(REAL NAME)   
In my view, this is the single best book on Bayesian statistics. It's set at about masters level for a statistics specialist, though it could be read by anyone with matrix algebra and calculus. It starts right from scratch, with basic ideas about probability and develops Bayesian ideas through simple one-parameter models right up to the most sophisticated types of heirarchical models extant. Because the subject matter was formerly the subject of heated debate at the philosophical level this book carefully avoids philosophical argument. The authors prefer to make their case by presenting the reader with
a wide range of powerful techniques and leaving the philosophy to others. Each chapter ends with a guide to the literature on the subject matter of the chapter. The tone of the book is practical and gives much guidance on computational issues. The second edition made a great book even better by beefing up the parts on computation to include more on how to implement state-of-the-art Markov Chain Monte Carlo methods using freely available software (R and WinBUGS) as well as how to write your own. Outstanding!
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2 of 3 people found the following review helpful:
5.0 out of 5 stars Bayesian Data Analysis, 17 Dec 2006
By Tolstoy the cat (Stockport, UK) - See all my reviews
This is an excellent book. Philosophical ramblings are more or less avoided, and the authors get down to analysing data. Chapters 3 and 5 take the reader through basic Bayesian analysis including posterior simulation and hierarchial modelling. There's quite a bit of Greek stuff and assumptions of conjugacy, but the approach is still very practical. A worked example of a hierarchical model is given in sufficient detail for the reader to reproduce.

The chapter that introduces MCMC is extremely good and also very practical. From studying this chapter, I was able to go from knowing nothing about MCMC to programming my first Metropolis algorithm. Going back through the chapter a couple of times, I was then able to program a Metropolis algorithm for a novel application, and to build in tuning steps and assess convergence. All from one chapter.

The later part of the book has a vaguer feel to it. Many of the models are described in quite high level terms and details of computations are less forthcoming. It does, however, give a very strong impression of just how diverse the applications of MCMC are.

If you want to learn Bayesian data analysis, this book is the one you're looking for.
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