Top positive review
7 people found this helpful
This is the book you want!
on 4 April 2013
If you want to actually do some Bayesian analysis then this is the book for you. I have soooo many textbooks on Bayesian inference, and while they are useful, a lot of them are emphasise theory and pay little attention to practice. This book is an ideal mix of theory and practice. It is an ideal book for both beginners in Bayesian thinking, and more advanced practitioners. This book has taught me so much, I am very grateful to the author. In particular, it has showed me how to progress from 'simple' analytical approaches for small scale problems, up to more advanced problems by using graphical models and mcmc.
I was able to get a lot out of this book even though I am using Matlab (instead of R) and JAGS (instead of BUGS). My only criticism is that I seem to get on better with the more standard graphical model notation, rather than the author's own personal way of doing it. But, it's a personal thing, and actually having to sit and decode the diagrams has made me focus on it more in fact.
As far as I am concerned, this is THE book for the Bayesian practitioner at the moment.