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Another good one to read is Statistical Rethinking via https://xcelab.net/rm/statistical-rethinking/ https://xcelab.net/rm/statistical-rethinking/. A bit easi

Another good one to read is Statistical Rethinking via https://xcelab.net/rm/statistical-rethinking/ https://xcelab.net/rm/statistical-rethinking/. A bit easier to understand than Gelman's book, but together, these give you an amazing foundation in modern bayesian analysis. Cam's book, mentioned also in the comments, is also wonderful.

0xdeadbeefbabe 6y ago
What are the chances a good foundation in modern bayesian analysis will pay off? I feel like I won't be able to answer with satisfaction till I have a good foundation...
- ssivark 6y ago
  I think a good conceptual foundation is the difference between someone who throws buzzword solutions at a problem to see what sticks, and someone who can make a good tweak to get working a standard-ish idea that doesn’t quite work out of the box. Without understanding these concepts it is easy to get stuck spinning in loops on a complicated problem — where tweaking to improve one thing messes with another thing. I won’t claim Bayesian is the only conceptual framework, but I found it particularly intuitive and straightforward — and gives you a lot of flexibility. Refer an earlier discussion on Bayesian approaches a few days ago.
rhymer 6y ago
Second this. Richard is a great lecturer. Highly recommend his lecture recordings. His winter 2019 lecture videos and materials can be found here: https://github.com/rmcelreath/statrethinking_winter2019 https://github.com/rmcelreath/statrethinking_winter2019
oarabbus_ 6y ago
At the risk of sounding quite silly, how do people read these textbooks? Do people (who are not in graduate studies) actually work through entire books, or just particular chapters? I grinded through textbooks during my graduate studies, but I had to, in order to complete the HW and pass the courses. But since joining industry I've not been able to actually work through a textbook - when I try to attempt the problems, I'll find a couple have passed and only one or two problems have been completed - I simply find it a challenge to find the time to work through book exercises.
- Barrin92 6y ago
  >At the risk of sounding quite silly, how do people read these textbooks literally just front to back. I did maths in university and when I started to work for a few years I didn't get too do much of it so I just got into the habit to put half an hour a day aside to work through whatever books I find interesting. I actually enjoy it much more now than I did in uni given that I can do it at my own pace now and for fun.
- blihp 6y ago
  Depends on the person, their interest and the textbook. I've read a few college textbooks over the years in areas I'm interested in. Some, I just read specific sections/chapters. Others, the whole thing. I don't generally do the exercises unless I'm not comfortable that I've got the material down. I usually find out pretty quickly if that's the case, since I typically apply the knowledge shortly after reading.
- throwaway17_17 6y ago
  I read textbooks recreationally, in addition to genre fiction. I purposely try to read broadly across multiple topics, but have a horrible habit of getting hooked and doing deep dives in particular areas. In my case, I think it stems from enjoying reading college history textbooks (from my mother) and music theory textbooks (father) starting at about 10 years old. I enjoy the dry non-narrative and technical writing.
- magoghm 6y ago
  Statistical Rethinking is very easy to read (at least compared to most textbooks).
- iamcreasy 6y ago
  From my experience, the solution is to find a book that matches your current knowledge and goal; which usually means finding a combination of books. Also, if you do not have the necessary prerequisite you'll need to find a mentor who can fill you in. About exercise, I do not think you are meant to solve them all. The most important thing is to get the main idea from chapter to chapter.
- 6y ago
logjammin 6y ago
Came here to rave about McElreath. The book is great, as are the attached materials and YouTube lectures. Thumbs way up, especially when Gelman is giving you trouble.
iamcreasy 6y ago
We had this book for our cross-listed(undergrad and grad) Applied Bayesian class. It is a very easy book to read and uses little to no math. Highly recommended if you do not have rigorous training in statistical inference.
- laichzeit0 6y ago
  I don't get this fear of math. You're talking about probability theory here. It literally _is_ mathematics. Why would someone want to study applied probability theory but try and dodge the foundation of the entire discipline? Sigh.
  - chaps 6y ago
    Why would someone want to play music but try and dodge the foundations of music theory? Why would someone want to paint but try and dodge the foundations of art theory? Why would someone want to learn a new language but try and dodge learning language theory? Why would someone want to learn to program but try and dodge learning category theory?
    - iamcreasy 6y ago
      Correct. People can still enjoy a discipline without being fluent in its vocabulary. This book explain the fundamental using pictures, storytelling which I believe is more approachable for people without years of training in math/stat training. The book tries to explain a few things very well. Also the author is well aware when things are getting complicated, and he acknowledges it and holds the hand of the reader. Here is an excerpt from the book where he was explaining how to write a statistical model and ends with a reassuring note saying if it doesn't make sense it means they are holding the right book. https://imgur.com/ZupQLco https://imgur.com/ZupQLco I wish more books would do that. Breaking the 4th wall.
  - mindcrime 6y ago
    Why would somebody want to modify their car without getting a degree in Mechanical Engineering first? Why would somebody want to become an airline pilot without doing a graduate degree in fluid dynamics? ... Not everybody needs to drill down to the most fundamental levels of a discipline.

0xdeadbeefbabe 6y ago

What are the chances a good foundation in modern bayesian analysis will pay off? I feel like I won't be able to answer with satisfaction till I have a good foundation...

ssivark 6y ago
I think a good conceptual foundation is the difference between someone who throws buzzword solutions at a problem to see what sticks, and someone who can make a good tweak to get working a standard-ish idea that doesn’t quite work out of the box. Without understanding these concepts it is easy to get stuck spinning in loops on a complicated problem — where tweaking to improve one thing messes with another thing. I won’t claim Bayesian is the only conceptual framework, but I found it particularly intuitive and straightforward — and gives you a lot of flexibility. Refer an earlier discussion on Bayesian approaches a few days ago.

rhymer 6y ago

Second this. Richard is a great lecturer. Highly recommend his lecture recordings. His winter 2019 lecture videos and materials can be found here: https://github.com/rmcelreath/statrethinking_winter2019 https://github.com/rmcelreath/statrethinking_winter2019

oarabbus_ 6y ago

At the risk of sounding quite silly, how do people read these textbooks? Do people (who are not in graduate studies) actually work through entire books, or just particular chapters? I grinded through textbooks during my graduate studies, but I had to, in order to complete the HW and pass the courses. But since joining industry I've not been able to actually work through a textbook - when I try to attempt the problems, I'll find a couple have passed and only one or two problems have been completed - I simply find it a challenge to find the time to work through book exercises.

Barrin92 6y ago
>At the risk of sounding quite silly, how do people read these textbooks literally just front to back. I did maths in university and when I started to work for a few years I didn't get too do much of it so I just got into the habit to put half an hour a day aside to work through whatever books I find interesting. I actually enjoy it much more now than I did in uni given that I can do it at my own pace now and for fun.
blihp 6y ago
Depends on the person, their interest and the textbook. I've read a few college textbooks over the years in areas I'm interested in. Some, I just read specific sections/chapters. Others, the whole thing. I don't generally do the exercises unless I'm not comfortable that I've got the material down. I usually find out pretty quickly if that's the case, since I typically apply the knowledge shortly after reading.
throwaway17_17 6y ago
I read textbooks recreationally, in addition to genre fiction. I purposely try to read broadly across multiple topics, but have a horrible habit of getting hooked and doing deep dives in particular areas. In my case, I think it stems from enjoying reading college history textbooks (from my mother) and music theory textbooks (father) starting at about 10 years old. I enjoy the dry non-narrative and technical writing.
magoghm 6y ago
Statistical Rethinking is very easy to read (at least compared to most textbooks).
iamcreasy 6y ago
From my experience, the solution is to find a book that matches your current knowledge and goal; which usually means finding a combination of books. Also, if you do not have the necessary prerequisite you'll need to find a mentor who can fill you in. About exercise, I do not think you are meant to solve them all. The most important thing is to get the main idea from chapter to chapter.
6y ago

logjammin 6y ago

Came here to rave about McElreath. The book is great, as are the attached materials and YouTube lectures. Thumbs way up, especially when Gelman is giving you trouble.

iamcreasy 6y ago

We had this book for our cross-listed(undergrad and grad) Applied Bayesian class. It is a very easy book to read and uses little to no math. Highly recommended if you do not have rigorous training in statistical inference.

laichzeit0 6y ago
I don't get this fear of math. You're talking about probability theory here. It literally _is_ mathematics. Why would someone want to study applied probability theory but try and dodge the foundation of the entire discipline? Sigh.
- chaps 6y ago
  Why would someone want to play music but try and dodge the foundations of music theory? Why would someone want to paint but try and dodge the foundations of art theory? Why would someone want to learn a new language but try and dodge learning language theory? Why would someone want to learn to program but try and dodge learning category theory?
  - iamcreasy 6y ago
    Correct. People can still enjoy a discipline without being fluent in its vocabulary. This book explain the fundamental using pictures, storytelling which I believe is more approachable for people without years of training in math/stat training. The book tries to explain a few things very well. Also the author is well aware when things are getting complicated, and he acknowledges it and holds the hand of the reader. Here is an excerpt from the book where he was explaining how to write a statistical model and ends with a reassuring note saying if it doesn't make sense it means they are holding the right book. https://imgur.com/ZupQLco https://imgur.com/ZupQLco I wish more books would do that. Breaking the 4th wall.
- mindcrime 6y ago
  Why would somebody want to modify their car without getting a degree in Mechanical Engineering first? Why would somebody want to become an airline pilot without doing a graduate degree in fluid dynamics? ... Not everybody needs to drill down to the most fundamental levels of a discipline.