4 ms·

What is a book / course on statistics that I can go through before this so that I can understand this?

kianN 1y ago
I don’t mean for the bar to sound too high. I think working through khan academy’s full probability, calculus and linear algebra courses would give you a strong foundation. I worked through this book having just completed the equivalent courses in college. It’s just a relatively dense book. There’s some other really good suggestions in this thread, most of which I’ve heard good things about. If you have a background in programming, I’d suggest Bayesian Methods for Hackers as a really good starting point. But you can also definitely tackle this book head on, and it will be very rewarding.
1u15 1y ago
Regression and Other Stories. It’s also co-authored by Gelman and it reads like an updated version of his previous book Data Analysis Using Hierarchical/Multilevel Models. Statistical Rethinking is a good option too.
- armcat 1y ago
  Can second Regression and Other Stories, it's freely available here: https://users.aalto.fi/~ave/ROS.pdf https://users.aalto.fi/~ave/ROS.pdf, and you can access additional information such as data and code (including Python and Julia ports) here: https://avehtari.github.io/ROS-Examples/index.html https://avehtari.github.io/ROS-Examples/index.html
crystal_revenge 1y ago
Bayesian Statistics the Fun Way is probably the best place to start if you're coming at this from 0. It covers the basics of most of the foundational math you'll need along the way and assumes basically no prerequisites. After than Statistical Rethinking will take you much deeper into more complex experiment design using linear models and beyond as well as deepening your understanding of other areas of math required.
ccosm 1y ago
Highly recommend Stats 110 from Blitzstein. Lectures and textbook are all online https://stat110.hsites.harvard.edu/ https://stat110.hsites.harvard.edu/
itissid 1y ago
If you are near Columbia the visiting students post baccalaureate program(run by the SPS last I recall) allows you to take for credit courses in the Social Sciences department. Professor Ben Goodrich has an excellent course on Bayesian Statistics in Social Sciences which teaches it using R(now it might be in Stan). That course is a good balance between theory and practice. It gave me a practical intuition understanding why posterior distribution of parameters and data are important and how to compute them. I took the course in 2016 so a lot could have changed.
twiecki 1y ago
There is a collection of curated resources here: https://www.pymc.io/projects/docs/en/stable/learn.html https://www.pymc.io/projects/docs/en/stable/learn.html
- srean 1y ago
  I would really love to have the story of PyMC told, especially it's technical evolution, how it was implemented first and how it changed over the years.
musebox35 1y ago
I found the book from David Mackay on Information Theory, Inference, and Learning Algorithms to be well written and easy to follow. Plus it is freely available from his website: https://www.inference.org.uk/itprnn/book.pdf https://www.inference.org.uk/itprnn/book.pdf It goes through fundamentals of Bayesian ideas in the context of applications in communication and machine learning problems. I find his explanations uncluttered.
- biosonar 1y ago
  Really sad he died of cancer a few years ago.
jmpeax 1y ago
Statistical Rethinking by Richard McElreath. He even has a youtube series covering the book if you prefer that modality.
oogway8020 1y ago
Here is one path to learn Bayesian starting from basics, assuming modern R path with tidyverse (recommended): First learn some basic probability theory: Peter K. Dunn (2024). The theory of distributions. https://bookdown.org/pkaldunn/DistTheory https://bookdown.org/pkaldunn/DistTheory Then frequentist statistics: Chester Ismay, Albert Y. Kim, and Arturo Valdivia - https://moderndive.com/v2/ https://moderndive.com/v2/ Mine Çetinkaya-Rundel and Johanna Hardin - https://openintrostat.github.io/ims/ https://openintrostat.github.io/ims/ Finally Bayesian: Johnson, Ott, Dogucu - https://www.bayesrulesbook.com/ https://www.bayesrulesbook.com/ This is a great book, it will teach you everything from very basics to advanced hierachical bayesian modeling and all that by using reproducible code and stan/rstanarm Once you master this, next level may be using brms and Solomon Kurz has done full Regression and Other Stories Book using tidyerse/brms. His knowledge of tidyverse and brms is impressive and demonstrated in his code. https://github.com/ASKurz/Working-through-Regression-and-other-stories/tree/main https://github.com/ASKurz/Working-through-Regression-and-oth...
- thefringthing 1y ago
  I would include Richard McElreath's _Statistical Rethinking_ here after, or in combination with, _Bayes Rules!_. A translation of the code parts into the tidyverse is available free online, as are lecture videos based on the book.
glial 1y ago
Doing Bayesian Data Analysis by John Kruschke (get the 2nd edition). The name is even an homage to the original.
sn9 1y ago
For effectively and efficiently learning the calculus, linear algebra, and probability underpinning these fields, Math Academy is going to be your best resource.

I don’t mean for the bar to sound too high. I think working through khan academy’s full probability, calculus and linear algebra courses would give you a strong foundation. I worked through this book having just completed the equivalent courses in college. It’s just a relatively dense book. There’s some other really good suggestions in this thread, most of which I’ve heard good things about. If you have a background in programming, I’d suggest Bayesian Methods for Hackers as a really good starting point. But you can also definitely tackle this book head on, and it will be very rewarding.

1u15 1y ago

Regression and Other Stories. It’s also co-authored by Gelman and it reads like an updated version of his previous book Data Analysis Using Hierarchical/Multilevel Models. Statistical Rethinking is a good option too.

armcat 1y ago
Can second Regression and Other Stories, it's freely available here: https://users.aalto.fi/~ave/ROS.pdf https://users.aalto.fi/~ave/ROS.pdf, and you can access additional information such as data and code (including Python and Julia ports) here: https://avehtari.github.io/ROS-Examples/index.html https://avehtari.github.io/ROS-Examples/index.html

crystal_revenge 1y ago

Bayesian Statistics the Fun Way is probably the best place to start if you're coming at this from 0. It covers the basics of most of the foundational math you'll need along the way and assumes basically no prerequisites. After than Statistical Rethinking will take you much deeper into more complex experiment design using linear models and beyond as well as deepening your understanding of other areas of math required.

ccosm 1y ago

Highly recommend Stats 110 from Blitzstein. Lectures and textbook are all online https://stat110.hsites.harvard.edu/ https://stat110.hsites.harvard.edu/

itissid 1y ago

If you are near Columbia the visiting students post baccalaureate program(run by the SPS last I recall) allows you to take for credit courses in the Social Sciences department. Professor Ben Goodrich has an excellent course on Bayesian Statistics in Social Sciences which teaches it using R(now it might be in Stan). That course is a good balance between theory and practice. It gave me a practical intuition understanding why posterior distribution of parameters and data are important and how to compute them. I took the course in 2016 so a lot could have changed.

twiecki 1y ago

There is a collection of curated resources here: https://www.pymc.io/projects/docs/en/stable/learn.html https://www.pymc.io/projects/docs/en/stable/learn.html

srean 1y ago
I would really love to have the story of PyMC told, especially it's technical evolution, how it was implemented first and how it changed over the years.

musebox35 1y ago

I found the book from David Mackay on Information Theory, Inference, and Learning Algorithms to be well written and easy to follow. Plus it is freely available from his website: https://www.inference.org.uk/itprnn/book.pdf https://www.inference.org.uk/itprnn/book.pdf It goes through fundamentals of Bayesian ideas in the context of applications in communication and machine learning problems. I find his explanations uncluttered.

biosonar 1y ago
Really sad he died of cancer a few years ago.

jmpeax 1y ago

Statistical Rethinking by Richard McElreath. He even has a youtube series covering the book if you prefer that modality.

oogway8020 1y ago

Here is one path to learn Bayesian starting from basics, assuming modern R path with tidyverse (recommended): First learn some basic probability theory: Peter K. Dunn (2024). The theory of distributions. https://bookdown.org/pkaldunn/DistTheory https://bookdown.org/pkaldunn/DistTheory Then frequentist statistics: Chester Ismay, Albert Y. Kim, and Arturo Valdivia - https://moderndive.com/v2/ https://moderndive.com/v2/ Mine Çetinkaya-Rundel and Johanna Hardin - https://openintrostat.github.io/ims/ https://openintrostat.github.io/ims/ Finally Bayesian: Johnson, Ott, Dogucu - https://www.bayesrulesbook.com/ https://www.bayesrulesbook.com/ This is a great book, it will teach you everything from very basics to advanced hierachical bayesian modeling and all that by using reproducible code and stan/rstanarm Once you master this, next level may be using brms and Solomon Kurz has done full Regression and Other Stories Book using tidyerse/brms. His knowledge of tidyverse and brms is impressive and demonstrated in his code. https://github.com/ASKurz/Working-through-Regression-and-other-stories/tree/main https://github.com/ASKurz/Working-through-Regression-and-oth...

thefringthing 1y ago
I would include Richard McElreath's _Statistical Rethinking_ here after, or in combination with, _Bayes Rules!_. A translation of the code parts into the tidyverse is available free online, as are lecture videos based on the book.

glial 1y ago

Doing Bayesian Data Analysis by John Kruschke (get the 2nd edition). The name is even an homage to the original.

sn9 1y ago

For effectively and efficiently learning the calculus, linear algebra, and probability underpinning these fields, Math Academy is going to be your best resource.