Bayesian Statistical Modelling

Bayesian Statistical Modelling PDF Author: P. Congdon
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 568

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Book Description
Bayesian methods draw upon previous research findings and combine them with sample data to analyse problems and modify existing hypotheses. The calculations are often extremely complex, with many only now possible due to recent advances in computing technology. Bayesian methods have as a result gained wider acceptance, and are applied in many scientific disciplines, including applied statistics, public health research, medical science, the social sciences and economics. Bayesian Statistical Modelling presents an accessible overview of modelling applications from a Bayesian perspective. * Provides an integrated presentation of theory, examples and computer algorithms * Examines model fitting in practice using Bayesian principles * Features a comprehensive range of methodologies and modelling techniques * Covers recent innovations in bayesian modelling, including Markov Chain Monte Carlo methods * Includes extensive applications to health and social sciences * Features a comprehensive collection of nearly 200 worked examples * Data examples and computer code in WinBUGS are available via ftp Whilst providing a general overview of Bayesian modelling, the author places emphasis on the principles of prior selection, model identification and interpretation of findings, in a range of modelling innovations, focussing on their implementation with real data, with advice as to appropriate computing choices and strategies. Researchers in applied statistics, medical science, public health and the social sciences will benefit greatly from the examples and applications featured. The book will also appeal to graduate students of applied statistics, data analysis and Bayesian methods, and will provide a good reference source for both researchers and students.

Bayesian Statistical Modelling

Bayesian Statistical Modelling PDF Author: P. Congdon
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 568

Get Book

Book Description
Bayesian methods draw upon previous research findings and combine them with sample data to analyse problems and modify existing hypotheses. The calculations are often extremely complex, with many only now possible due to recent advances in computing technology. Bayesian methods have as a result gained wider acceptance, and are applied in many scientific disciplines, including applied statistics, public health research, medical science, the social sciences and economics. Bayesian Statistical Modelling presents an accessible overview of modelling applications from a Bayesian perspective. * Provides an integrated presentation of theory, examples and computer algorithms * Examines model fitting in practice using Bayesian principles * Features a comprehensive range of methodologies and modelling techniques * Covers recent innovations in bayesian modelling, including Markov Chain Monte Carlo methods * Includes extensive applications to health and social sciences * Features a comprehensive collection of nearly 200 worked examples * Data examples and computer code in WinBUGS are available via ftp Whilst providing a general overview of Bayesian modelling, the author places emphasis on the principles of prior selection, model identification and interpretation of findings, in a range of modelling innovations, focussing on their implementation with real data, with advice as to appropriate computing choices and strategies. Researchers in applied statistics, medical science, public health and the social sciences will benefit greatly from the examples and applications featured. The book will also appeal to graduate students of applied statistics, data analysis and Bayesian methods, and will provide a good reference source for both researchers and students.

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.

Applied Bayesian Modelling

Applied Bayesian Modelling PDF Author: Peter Congdon
Publisher: Wiley
ISBN: 9780471486954
Category : Mathematics
Languages : en
Pages : 478

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Book Description
The use of Bayesian statistics has grown significantly in recent years, and will undoubtedly continue to do so. Applied Bayesian Modelling is the follow-up to the author’s best selling book, Bayesian Statistical Modelling, and focuses on the potential applications of Bayesian techniques in a wide range of important topics in the social and health sciences. The applications are illustrated through many real-life examples and software implementation in WINBUGS – a popular software package that offers a simplified and flexible approach to statistical modelling. The book gives detailed explanations for each example – explaining fully the choice of model for each particular problem. The book · Provides a broad and comprehensive account of applied Bayesian modelling. · Describes a variety of model assessment methods and the flexibility of Bayesian prior specifications. · Covers many application areas, including panel data models, structural equation and other multivariate structure models, spatial analysis, survival analysis and epidemiology. · Provides detailed worked examples in WINBUGS to illustrate the practical application of the techniques described. All WINBUGS programs are available from an ftp site. The book provides a good introduction to Bayesian modelling and data analysis for a wide range of people involved in applied statistical analysis, including researchers and students from statistics, and the health and social sciences. The wealth of examples makes this book an ideal reference for anyone involved in statistical modelling and analysis.

Probability and Bayesian Modeling

Probability and Bayesian Modeling PDF Author: Jim Albert
Publisher: CRC Press
ISBN: 1351030132
Category : Mathematics
Languages : en
Pages : 553

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Book Description
Probability and Bayesian Modeling is an introduction to probability and Bayesian thinking for undergraduate students with a calculus background. The first part of the book provides a broad view of probability including foundations, conditional probability, discrete and continuous distributions, and joint distributions. Statistical inference is presented completely from a Bayesian perspective. The text introduces inference and prediction for a single proportion and a single mean from Normal sampling. After fundamentals of Markov Chain Monte Carlo algorithms are introduced, Bayesian inference is described for hierarchical and regression models including logistic regression. The book presents several case studies motivated by some historical Bayesian studies and the authors’ research. This text reflects modern Bayesian statistical practice. Simulation is introduced in all the probability chapters and extensively used in the Bayesian material to simulate from the posterior and predictive distributions. One chapter describes the basic tenets of Metropolis and Gibbs sampling algorithms; however several chapters introduce the fundamentals of Bayesian inference for conjugate priors to deepen understanding. Strategies for constructing prior distributions are described in situations when one has substantial prior information and for cases where one has weak prior knowledge. One chapter introduces hierarchical Bayesian modeling as a practical way of combining data from different groups. There is an extensive discussion of Bayesian regression models including the construction of informative priors, inference about functions of the parameters of interest, prediction, and model selection. The text uses JAGS (Just Another Gibbs Sampler) as a general-purpose computational method for simulating from posterior distributions for a variety of Bayesian models. An R package ProbBayes is available containing all of the book datasets and special functions for illustrating concepts from the book. A complete solutions manual is available for instructors who adopt the book in the Additional Resources section.

Bayesian Modeling and Computation in Python

Bayesian Modeling and Computation in Python PDF Author: Osvaldo A. Martin
Publisher: CRC Press
ISBN: 1000520048
Category : Computers
Languages : en
Pages : 420

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Book Description
Bayesian Modeling and Computation in Python aims to help beginner Bayesian practitioners to become intermediate modelers. It uses a hands on approach with PyMC3, Tensorflow Probability, ArviZ and other libraries focusing on the practice of applied statistics with references to the underlying mathematical theory. The book starts with a refresher of the Bayesian Inference concepts. The second chapter introduces modern methods for Exploratory Analysis of Bayesian Models. With an understanding of these two fundamentals the subsequent chapters talk through various models including linear regressions, splines, time series, Bayesian additive regression trees. The final chapters include Approximate Bayesian Computation, end to end case studies showing how to apply Bayesian modelling in different settings, and a chapter about the internals of probabilistic programming languages. Finally the last chapter serves as a reference for the rest of the book by getting closer into mathematical aspects or by extending the discussion of certain topics. This book is written by contributors of PyMC3, ArviZ, Bambi, and Tensorflow Probability among other libraries.

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.

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 : 271

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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 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.

Bayesian Model Selection and Statistical Modeling

Bayesian Model Selection and Statistical Modeling PDF Author: Tomohiro Ando
Publisher: CRC Press
ISBN: 9781439836156
Category : Mathematics
Languages : en
Pages : 300

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Book Description
Along with many practical applications, Bayesian Model Selection and Statistical Modeling presents an array of Bayesian inference and model selection procedures. It thoroughly explains the concepts, illustrates the derivations of various Bayesian model selection criteria through examples, and provides R code for implementation. The author shows how to implement a variety of Bayesian inference using R and sampling methods, such as Markov chain Monte Carlo. He covers the different types of simulation-based Bayesian model selection criteria, including the numerical calculation of Bayes factors, the Bayesian predictive information criterion, and the deviance information criterion. He also provides a theoretical basis for the analysis of these criteria. In addition, the author discusses how Bayesian model averaging can simultaneously treat both model and parameter uncertainties. Selecting and constructing the appropriate statistical model significantly affect the quality of results in decision making, forecasting, stochastic structure explorations, and other problems. Helping you choose the right Bayesian model, this book focuses on the framework for Bayesian model selection and includes practical examples of model selection criteria.

Multivariate Bayesian Statistics

Multivariate Bayesian Statistics PDF Author: Daniel B. Rowe
Publisher: CRC Press
ISBN: 1420035266
Category : Mathematics
Languages : en
Pages : 350

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Book Description
Of the two primary approaches to the classic source separation problem, only one does not impose potentially unreasonable model and likelihood constraints: the Bayesian statistical approach. Bayesian methods incorporate the available information regarding the model parameters and not only allow estimation of the sources and mixing coefficients, but