Bayesian Data Analysis, Third Edition

Bayesian Data Analysis, Third Edition PDF Author: Andrew Gelman
Publisher: CRC Press
ISBN: 1439840954
Category : Mathematics
Languages : en
Pages : 677

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Book Description
Now in its third edition, this classic book is widely considered the leading text on Bayesian methods, lauded for its accessible, practical approach to analyzing data and solving research problems. Bayesian Data Analysis, Third Edition continues to take an applied approach to analysis using up-to-date Bayesian methods. The authors—all leaders in the statistics community—introduce basic concepts from a data-analytic perspective before presenting advanced methods. Throughout the text, numerous worked examples drawn from real applications and research emphasize the use of Bayesian inference in practice. New to the Third Edition Four new chapters on nonparametric modeling Coverage of weakly informative priors and boundary-avoiding priors Updated discussion of cross-validation and predictive information criteria Improved convergence monitoring and effective sample size calculations for iterative simulation Presentations of Hamiltonian Monte Carlo, variational Bayes, and expectation propagation New and revised software code The book can be used in three different ways. For undergraduate students, it introduces Bayesian inference starting from first principles. For graduate students, the text presents effective current approaches to Bayesian modeling and computation in statistics and related fields. For researchers, it provides an assortment of Bayesian methods in applied statistics. Additional materials, including data sets used in the examples, solutions to selected exercises, and software instructions, are available on the book’s web page.

Bayesian Data Analysis, Third Edition

Bayesian Data Analysis, Third Edition PDF Author: Andrew Gelman
Publisher: CRC Press
ISBN: 1439840954
Category : Mathematics
Languages : en
Pages : 677

Get Book Here

Book Description
Now in its third edition, this classic book is widely considered the leading text on Bayesian methods, lauded for its accessible, practical approach to analyzing data and solving research problems. Bayesian Data Analysis, Third Edition continues to take an applied approach to analysis using up-to-date Bayesian methods. The authors—all leaders in the statistics community—introduce basic concepts from a data-analytic perspective before presenting advanced methods. Throughout the text, numerous worked examples drawn from real applications and research emphasize the use of Bayesian inference in practice. New to the Third Edition Four new chapters on nonparametric modeling Coverage of weakly informative priors and boundary-avoiding priors Updated discussion of cross-validation and predictive information criteria Improved convergence monitoring and effective sample size calculations for iterative simulation Presentations of Hamiltonian Monte Carlo, variational Bayes, and expectation propagation New and revised software code The book can be used in three different ways. For undergraduate students, it introduces Bayesian inference starting from first principles. For graduate students, the text presents effective current approaches to Bayesian modeling and computation in statistics and related fields. For researchers, it provides an assortment of Bayesian methods in applied statistics. Additional materials, including data sets used in the examples, solutions to selected exercises, and software instructions, are available on the book’s web page.

Bayesian Methods

Bayesian Methods PDF Author: Jeff Gill
Publisher: CRC Press
ISBN: 1584885629
Category : Mathematics
Languages : en
Pages : 696

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Book Description
The first edition of Bayesian Methods: A Social and Behavioral Sciences Approach helped pave the way for Bayesian approaches to become more prominent in social science methodology. While the focus remains on practical modeling and basic theory as well as on intuitive explanations and derivations without skipping steps, this second edition incorporates the latest methodology and recent changes in software offerings. New to the Second Edition Two chapters on Markov chain Monte Carlo (MCMC) that cover ergodicity, convergence, mixing, simulated annealing, reversible jump MCMC, and coupling Expanded coverage of Bayesian linear and hierarchical models More technical and philosophical details on prior distributions A dedicated R package (BaM) with data and code for the examples as well as a set of functions for practical purposes such as calculating highest posterior density (HPD) intervals Requiring only a basic working knowledge of linear algebra and calculus, this text is one of the few to offer a graduate-level introduction to Bayesian statistics for social scientists. It first introduces Bayesian statistics and inference, before moving on to assess model quality and fit. Subsequent chapters examine hierarchical models within a Bayesian context and explore MCMC techniques and other numerical methods. Concentrating on practical computing issues, the author includes specific details for Bayesian model building and testing and uses the R and BUGS software for examples and exercises.

Bayesian Data Analysis, Second Edition

Bayesian Data Analysis, Second Edition PDF Author: Andrew Gelman
Publisher: CRC Press
ISBN: 1420057294
Category : Mathematics
Languages : en
Pages : 717

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Book Description
Incorporating new and updated information, this second edition of THE bestselling text in Bayesian data analysis continues to emphasize practice over theory, describing how to conceptualize, perform, and critique statistical analyses from a Bayesian perspective. Its world-class authors provide guidance on all aspects of Bayesian data analysis and include examples of real statistical analyses, based on their own research, that demonstrate how to solve complicated problems. Changes in the new edition include: Stronger focus on MCMC Revision of the computational advice in Part III New chapters on nonlinear models and decision analysis Several additional applied examples from the authors' recent research Additional chapters on current models for Bayesian data analysis such as nonlinear models, generalized linear mixed models, and more Reorganization of chapters 6 and 7 on model checking and data collection Bayesian computation is currently at a stage where there are many reasonable ways to compute any given posterior distribution. However, the best approach is not always clear ahead of time. Reflecting this, the new edition offers a more pluralistic presentation, giving advice on performing computations from many perspectives while making clear the importance of being aware that there are different ways to implement any given iterative simulation computation. The new approach, additional examples, and updated information make Bayesian Data Analysis an excellent introductory text and a reference that working scientists will use throughout their professional life.

Bayesian Methods for Hackers

Bayesian Methods for Hackers PDF Author: Cameron Davidson-Pilon
Publisher: Addison-Wesley Professional
ISBN: 0133902927
Category : Computers
Languages : en
Pages : 551

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Book Description
Master Bayesian Inference through Practical Examples and Computation–Without Advanced Mathematical Analysis Bayesian methods of inference are deeply natural and extremely powerful. However, most discussions of Bayesian inference rely on intensely complex mathematical analyses and artificial examples, making it inaccessible to anyone without a strong mathematical background. Now, though, Cameron Davidson-Pilon introduces Bayesian inference from a computational perspective, bridging theory to practice–freeing you to get results using computing power. Bayesian Methods for Hackers illuminates Bayesian inference through probabilistic programming with the powerful PyMC language and the closely related Python tools NumPy, SciPy, and Matplotlib. Using this approach, you can reach effective solutions in small increments, without extensive mathematical intervention. Davidson-Pilon begins by introducing the concepts underlying Bayesian inference, comparing it with other techniques and guiding you through building and training your first Bayesian model. Next, he introduces PyMC through a series of detailed examples and intuitive explanations that have been refined after extensive user feedback. You’ll learn how to use the Markov Chain Monte Carlo algorithm, choose appropriate sample sizes and priors, work with loss functions, and apply Bayesian inference in domains ranging from finance to marketing. Once you’ve mastered these techniques, you’ll constantly turn to this guide for the working PyMC code you need to jumpstart future projects. Coverage includes • Learning the Bayesian “state of mind” and its practical implications • Understanding how computers perform Bayesian inference • Using the PyMC Python library to program Bayesian analyses • Building and debugging models with PyMC • Testing your model’s “goodness of fit” • Opening the “black box” of the Markov Chain Monte Carlo algorithm to see how and why it works • Leveraging the power of the “Law of Large Numbers” • Mastering key concepts, such as clustering, convergence, autocorrelation, and thinning • Using loss functions to measure an estimate’s weaknesses based on your goals and desired outcomes • Selecting appropriate priors and understanding how their influence changes with dataset size • Overcoming the “exploration versus exploitation” dilemma: deciding when “pretty good” is good enough • Using Bayesian inference to improve A/B testing • Solving data science problems when only small amounts of data are available Cameron Davidson-Pilon has worked in many areas of applied mathematics, from the evolutionary dynamics of genes and diseases to stochastic modeling of financial prices. His contributions to the open source community include lifelines, an implementation of survival analysis in Python. Educated at the University of Waterloo and at the Independent University of Moscow, he currently works with the online commerce leader Shopify.

Bayesian Methods for Statistical Analysis

Bayesian Methods for Statistical Analysis PDF Author: Borek Puza
Publisher: ANU Press
ISBN: 1921934263
Category : Mathematics
Languages : en
Pages : 698

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Book Description
Bayesian Methods for Statistical Analysis is a book on statistical methods for analysing a wide variety of data. The book consists of 12 chapters, starting with basic concepts and covering numerous topics, including Bayesian estimation, decision theory, prediction, hypothesis testing, hierarchical models, Markov chain Monte Carlo methods, finite population inference, biased sampling and nonignorable nonresponse. The book contains many exercises, all with worked solutions, including complete computer code. It is suitable for self-study or a semester-long course, with three hours of lectures and one tutorial per week for 13 weeks.

Bayesian Statistics for Experimental Scientists

Bayesian Statistics for Experimental Scientists PDF Author: Richard A. Chechile
Publisher: MIT Press
ISBN: 0262044587
Category : Mathematics
Languages : en
Pages : 473

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Book Description
An introduction to the Bayesian approach to statistical inference that demonstrates its superiority to orthodox frequentist statistical analysis. This book offers an introduction to the Bayesian approach to statistical inference, with a focus on nonparametric and distribution-free methods. It covers not only well-developed methods for doing Bayesian statistics but also novel tools that enable Bayesian statistical analyses for cases that previously did not have a full Bayesian solution. The book's premise is that there are fundamental problems with orthodox frequentist statistical analyses that distort the scientific process. Side-by-side comparisons of Bayesian and frequentist methods illustrate the mismatch between the needs of experimental scientists in making inferences from data and the properties of the standard tools of classical statistics. The book first covers elementary probability theory, the binomial model, the multinomial model, and methods for comparing different experimental conditions or groups. It then turns its focus to distribution-free statistics that are based on having ranked data, examining data from experimental studies and rank-based correlative methods. Each chapter includes exercises that help readers achieve a more complete understanding of the material. The book devotes considerable attention not only to the linkage of statistics to practices in experimental science but also to the theoretical foundations of statistics. Frequentist statistical practices often violate their own theoretical premises. The beauty of Bayesian statistics, readers will learn, is that it is an internally coherent system of scientific inference that can be proved from probability theory.

Bayesian Statistical Methods

Bayesian Statistical Methods PDF Author: Brian J. Reich
Publisher: CRC Press
ISBN: 0429510918
Category : Mathematics
Languages : en
Pages : 288

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Book Description
Bayesian Statistical Methods provides data scientists with the foundational and computational tools needed to carry out a Bayesian analysis. This book focuses on Bayesian methods applied routinely in practice including multiple linear regression, mixed effects models and generalized linear models (GLM). The authors include many examples with complete R code and comparisons with analogous frequentist procedures. In addition to the basic concepts of Bayesian inferential methods, the book covers many general topics: Advice on selecting prior distributions Computational methods including Markov chain Monte Carlo (MCMC) Model-comparison and goodness-of-fit measures, including sensitivity to priors Frequentist properties of Bayesian methods Case studies covering advanced topics illustrate the flexibility of the Bayesian approach: Semiparametric regression Handling of missing data using predictive distributions Priors for high-dimensional regression models Computational techniques for large datasets Spatial data analysis The advanced topics are presented with sufficient conceptual depth that the reader will be able to carry out such analysis and argue the relative merits of Bayesian and classical methods. A repository of R code, motivating data sets, and complete data analyses are available on the book’s website. Brian J. Reich, Associate Professor of Statistics at North Carolina State University, is currently the editor-in-chief of the Journal of Agricultural, Biological, and Environmental Statistics and was awarded the LeRoy & Elva Martin Teaching Award. Sujit K. Ghosh, Professor of Statistics at North Carolina State University, has over 22 years of research and teaching experience in conducting Bayesian analyses, received the Cavell Brownie mentoring award, and served as the Deputy Director at the Statistical and Applied Mathematical Sciences Institute.

A First Course in Bayesian Statistical Methods

A First Course in Bayesian Statistical Methods PDF Author: Peter D. Hoff
Publisher: Springer Science & Business Media
ISBN: 0387924078
Category : Mathematics
Languages : en
Pages : 270

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Book Description
A self-contained introduction to probability, exchangeability and Bayes’ rule provides a theoretical understanding of the applied material. Numerous examples with R-code that can be run "as-is" allow the reader to perform the data analyses themselves. The development of Monte Carlo and Markov chain Monte Carlo methods in the context of data analysis examples provides motivation for these computational methods.

Bayesian Approaches to Clinical Trials and Health-Care Evaluation

Bayesian Approaches to Clinical Trials and Health-Care Evaluation PDF Author: David J. Spiegelhalter
Publisher: John Wiley & Sons
ISBN: 9780471499756
Category : Mathematics
Languages : en
Pages : 416

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Book Description
READ ALL ABOUT IT! David Spiegelhalter has recently joined the ranks of Isaac Newton, Charles Darwin and Stephen Hawking by becoming a fellow of the Royal Society. Originating from the Medical Research Council’s biostatistics unit, David has played a leading role in the Bristol heart surgery and Harold Shipman inquiries. Order a copy of this author’s comprehensive text TODAY! The Bayesian approach involves synthesising data and judgement in order to reach conclusions about unknown quantities and make predictions. Bayesian methods have become increasingly popular in recent years, notably in medical research, and although there are a number of books on Bayesian analysis, few cover clinical trials and biostatistical applications in any detail. Bayesian Approaches to Clinical Trials and Health-Care Evaluation provides a valuable overview of this rapidly evolving field, including basic Bayesian ideas, prior distributions, clinical trials, observational studies, evidence synthesis and cost-effectiveness analysis. Covers a broad array of essential topics, building from the basics to more advanced techniques. Illustrated throughout by detailed case studies and worked examples Includes exercises in all chapters Accessible to anyone with a basic knowledge of statistics Authors are at the forefront of research into Bayesian methods in medical research Accompanied by a Web site featuring data sets and worked examples using Excel and WinBUGS - the most widely used Bayesian modelling package Bayesian Approaches to Clinical Trials and Health-Care Evaluation is suitable for students and researchers in medical statistics, statisticians in the pharmaceutical industry, and anyone involved in conducting clinical trials and assessment of health-care technology.

Numerical Bayesian Methods Applied to Signal Processing

Numerical Bayesian Methods Applied to Signal Processing PDF Author: Joseph J.K. O Ruanaidh
Publisher: Springer Science & Business Media
ISBN: 1461207177
Category : Computers
Languages : en
Pages : 256

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Book Description
This book is concerned with the processing of signals that have been sam pled and digitized. The fundamental theory behind Digital Signal Process ing has been in existence for decades and has extensive applications to the fields of speech and data communications, biomedical engineering, acous tics, sonar, radar, seismology, oil exploration, instrumentation and audio signal processing to name but a few [87]. The term "Digital Signal Processing", in its broadest sense, could apply to any operation carried out on a finite set of measurements for whatever purpose. A book on signal processing would usually contain detailed de scriptions of the standard mathematical machinery often used to describe signals. It would also motivate an approach to real world problems based on concepts and results developed in linear systems theory, that make use of some rather interesting properties of the time and frequency domain representations of signals. While this book assumes some familiarity with traditional methods the emphasis is altogether quite different. The aim is to describe general methods for carrying out optimal signal processing.