5 ms·
Ask HN: Bayesian Statistics – where do I start?
A friend of mine mentioned that testing hypothesis in social sciences the "classical" way can be quite limiting and that
Bayesian Statistics are "the future".
Could you explain why that is?
Do you have any recommendations on a good textbook?
- rthomas6 12y agoSounds like your friend is an acolyte of the LessWrong cult. That doesn't mean your friend is wrong. If you go on Lesswrong's website they have all sorts of articles on why Bayesian statistics is better. I haven't looked into it very much, but I think they see Bayesian statistics as better because it better takes prior information into account. Here's a persuasive essay on the topic by LessWrong's cult leader: http://lesswrong.com/lw/ul/my_bayesian_enlightenment/ http://lesswrong.com/lw/ul/my_bayesian_enlightenment/
- gtani 12y agofree texts by Barber and MacKay: http://www.reddit.com/r/MachineLearning/comments/1jeawf/machine_learning_books/ http://www.reddit.com/r/MachineLearning/comments/1jeawf/mach... _________ course lecture notes: http://alumni.media.mit.edu/~tpminka/courses/10-602/schedule.html http://alumni.media.mit.edu/~tpminka/courses/10-602/schedule... https://stat.duke.edu/~st118/sta250/ https://stat.duke.edu/~st118/sta250/ _____________ texts by Kruschke in R and Gelman/Carlin/Stern et al http://www.stat.columbia.edu/~gelman/book/ http://www.stat.columbia.edu/~gelman/book/ http://www.r-bloggers.com/first-impressions-of-doing-bayesian-data-analysis/ http://www.r-bloggers.com/first-impressions-of-doing-bayesia...
- dennybritz 12y agoBayesian Reasoning and Machine Learning (BRML) by David Barber is an excellent introductory textbook. It's also free: http://www0.cs.ucl.ac.uk/staff/d.barber/brml/ http://www0.cs.ucl.ac.uk/staff/d.barber/brml/
- rubiquity 12y agoI'm still learning about Bayesian Stats myself, but so far I've really enjoyed Think Bayes[0] by Allen Downey. He's a great writer and one of his other books was recently on the front page here. 0 - http://www.greenteapress.com/thinkbayes/ http://www.greenteapress.com/thinkbayes/
- cessor 12y agoThank you, I will give it a try, I enjoyed the think-x series for a while. You all have been helping me out in a great way, I will start here...
- RogerL 12y agoE. T. Jaynes' book "Probability Theory" is a tour de force and freely available[1]. The preface and first chapter answers your first question; it exceeds anything you'll probably read here, certainly from me. [1] http://bayes.wustl.edu/etj/prob/book.pdf http://bayes.wustl.edu/etj/prob/book.pdf