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Can anyone recommend a 'Bayesian statistics the hard way' book?

• datasciencetext 7y ago
  Statistical Rethinking: A Bayesian Course with Examples in R and Stan is also considered pretty good.
• j7ake 7y ago
  Probability Theory: The Logic of Science by Edwin Jaynes
  • loup-vaillant 7y ago
    http://www.med.mcgill.ca/epidemiology/hanley/bios601/GaussianModel/JaynesProbabilityTheory.pdf http://www.med.mcgill.ca/epidemiology/hanley/bios601/Gaussia... But really, the first two chapters aren't that hard.
• ploika 7y ago
  Bayesian Data Analysis by Andrew Gelman http://www.stat.columbia.edu/~gelman/book/ http://www.stat.columbia.edu/~gelman/book/
  • dhfromkorea 7y ago
    one vote for BDA. For programmers who learn better by implementing things, this book [1] is also good: [1]: https://www.amazon.com/Bayesian-Methods-Hackers-Probabilistic-Addison-Wesley/dp/0133902838 https://www.amazon.com/Bayesian-Methods-Hackers-Probabilisti...
    • montecarl 7y ago
      Parts of that book are available online[1] for free. If not for that book I would never have understood how to apply Bayesian stats to problems that interested me. [1] http://camdavidsonpilon.github.io/Probabilistic-Programming-and-Bayesian-Methods-for-Hackers/ http://camdavidsonpilon.github.io/Probabilistic-Programming-...
• kgwgk 7y ago
  For the hard way, look at Bruno de Finetti's Theory of Probability: https://onlinelibrary.wiley.com/doi/book/10.1002/9781119286387 https://onlinelibrary.wiley.com/doi/book/10.1002/97811192863... Jaynes is certainly very deep and some sections are harder than others. It's interesting regardless of your level (this is a book worth rereading several times). For a less technical, but full of insight, introduction see Dennis Lindley's Understanding Uncertainty: https://onlinelibrary.wiley.com/doi/book/10.1002/9781118650158 https://onlinelibrary.wiley.com/doi/book/10.1002/97811186501...
• gdy 7y ago
  Thank you all!