4 ms·

Like others, I enjoyed this. I work with time series data every day in the domain of commercial real estate. One of my constant struggles is to extract an und

Like others, I enjoyed this. I work with time series data every day in the domain of commercial real estate. One of my constant struggles is to extract an underlying long-term trend from the real estate cycle. I would love to try this here. Can anyone suggest some Bayesian learning resources for a non-statistician?

fludlight 11y ago
http://ocw.mit.edu/courses/electrical-engineering-and-computer-science/6-041sc-probabilistic-systems-analysis-and-applied-probability-fall-2013/ http://ocw.mit.edu/courses/electrical-engineering-and-comput...
- hoodwink 11y ago
  Thank you!
alex_hirner 11y ago
http://camdavidsonpilon.github.io/Probabilistic-Programming-and-Bayesian-Methods-for-Hackers/ http://camdavidsonpilon.github.io/Probabilistic-Programming-...
- dandermotj 11y ago
  Another open source Bayesian book/course all in python: http://www.greenteapress.com/thinkbayes/t http://www.greenteapress.com/thinkbayes/t
  - pjscott 11y ago
    If you can program, this is the best probability book. I think you messed up the URL, though: http://greenteapress.com/wp/think-bayes/ http://greenteapress.com/wp/think-bayes/
    - tmptmp 11y ago
      Thanks a ton you all posters of these book names and links. Helped a lot.
feral 11y ago
Having read many books/online courses, I strongly recommend this: http://www.amazon.com/Doing-Bayesian-Data-Analysis-Second/dp/0124058884/ http://www.amazon.com/Doing-Bayesian-Data-Analysis-Second/dp... It gives a gentle but through introduction from first principles; lots of good intuition and 'why'. It works well with "Probabilistic Programming & Bayesian Methods for Hackers" also mentioned, but I'd start with this. It is much more accessible than many other introductory books, IMO.
kgwgk 11y ago
"Statistical Rethinking" by Richard McElreath is really nice, light on maths but heavy on insights. He uses the book in a course and there are recordings of the lectures available on youtube. http://xcelab.net/rm/statistical-rethinking/ http://xcelab.net/rm/statistical-rethinking/ Edit: neither this book nor Kruschke's are going to help you with time series in particular. Bayesian time series methods are based on state space models and are relatively complex (http://www.eurasip.org/Seminars/Tutorials/EUSIPCO2014%20Tutorial%20Bayesian%20Filtering%20and%20Smoothing.pdf http://www.eurasip.org/Seminars/Tutorials/EUSIPCO2014%20Tuto...). You might want to read some introductory text on time series covering state space models first. Edit again: The full text of "Bayesian Filtering and Smoothing" by Simo Sarkka is available online: http://users.aalto.fi/~ssarkka/pub/cup_book_online_20131111.pdf http://users.aalto.fi/~ssarkka/pub/cup_book_online_20131111....

fludlight 11y ago

http://ocw.mit.edu/courses/electrical-engineering-and-computer-science/6-041sc-probabilistic-systems-analysis-and-applied-probability-fall-2013/ http://ocw.mit.edu/courses/electrical-engineering-and-comput...

hoodwink 11y ago
Thank you!

alex_hirner 11y ago

http://camdavidsonpilon.github.io/Probabilistic-Programming-and-Bayesian-Methods-for-Hackers/ http://camdavidsonpilon.github.io/Probabilistic-Programming-...

dandermotj 11y ago
Another open source Bayesian book/course all in python: http://www.greenteapress.com/thinkbayes/t http://www.greenteapress.com/thinkbayes/t
- pjscott 11y ago
  If you can program, this is the best probability book. I think you messed up the URL, though: http://greenteapress.com/wp/think-bayes/ http://greenteapress.com/wp/think-bayes/
  - tmptmp 11y ago
    Thanks a ton you all posters of these book names and links. Helped a lot.

feral 11y ago

Having read many books/online courses, I strongly recommend this: http://www.amazon.com/Doing-Bayesian-Data-Analysis-Second/dp/0124058884/ http://www.amazon.com/Doing-Bayesian-Data-Analysis-Second/dp... It gives a gentle but through introduction from first principles; lots of good intuition and 'why'. It works well with "Probabilistic Programming & Bayesian Methods for Hackers" also mentioned, but I'd start with this. It is much more accessible than many other introductory books, IMO.

kgwgk 11y ago

"Statistical Rethinking" by Richard McElreath is really nice, light on maths but heavy on insights. He uses the book in a course and there are recordings of the lectures available on youtube. http://xcelab.net/rm/statistical-rethinking/ http://xcelab.net/rm/statistical-rethinking/ Edit: neither this book nor Kruschke's are going to help you with time series in particular. Bayesian time series methods are based on state space models and are relatively complex (http://www.eurasip.org/Seminars/Tutorials/EUSIPCO2014%20Tutorial%20Bayesian%20Filtering%20and%20Smoothing.pdf http://www.eurasip.org/Seminars/Tutorials/EUSIPCO2014%20Tuto...). You might want to read some introductory text on time series covering state space models first. Edit again: The full text of "Bayesian Filtering and Smoothing" by Simo Sarkka is available online: http://users.aalto.fi/~ssarkka/pub/cup_book_online_20131111.pdf http://users.aalto.fi/~ssarkka/pub/cup_book_online_20131111....