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Bayesian Core: A Practical Approach to Computational Bayesian Statistics -  Jean-Michel Marin,  Christian Robert

Bayesian Core: A Practical Approach to Computational Bayesian Statistics (eBook)

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2007 | 1. Auflage
272 Seiten
Springer New York (Verlag)
978-0-387-38983-7 (ISBN)
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This Bayesian modeling book is intended for practitioners and applied statisticians looking for a self-contained entry to computational Bayesian statistics. Focusing on standard statistical models and backed up by discussed real datasets available from the book website, it provides an operational methodology for conducting Bayesian inference, rather than focusing on its theoretical justifications. Special attention is paid to the derivation of prior distributions in each case and specific reference solutions are given for each of the models. Similarly, computational details are worked out to lead the reader towards an effective programming of the methods given in the book. While R programs are provided on the book website and R hints are given in the computational sections of the book, The Bayesian Core requires no knowledge of the R language and it can be read and used with any other programming language. The Bayesian Core can be used as a textbook at both undergraduate and graduate levels, as exemplified by courses given at Université Paris Dauphine (France), University of Canterbury (New Zealand), and University of British Columbia (Canada). It serves as a unique textbook for a service course for scientists aiming at analyzing data the Bayesian way as well as an introductory course on Bayesian statistics. The prerequisites for the book are a basic knowledge of probability theory and of statistics. Methodological and data-based exercises are included within the main text and students are expected to solve them as they read the book. Those exercises can obviously serve as assignments, as was done in the above courses. Datasets, R codes and course slides all are available on the book website.
After that, it was down to attitude. -Ian Rankin, Black & Blue. - The purpose of this book is to provide a self-contained (we insist!) entry into practical and computational Bayesian statistics using generic examples from the most common models for a class duration of about seven blocks that roughly correspond to 13 to 15 weeks of teaching (with three hours of lectures per week), depending on the intended level and the prerequisites imposed on the students. (That estimate does not include practice-i. e. , programming labs-since those may have a variable duration, also depending on the s- dents' involvement and their programming abilities. ) The emphasis on practice is a strong feature of this book in that its primary audience consists of gr- uate students who need to use (Bayesian) statistics as a tool to analyze their experiments and/or datasets. The book should also appeal to scientists in all ?elds, given the versatility of the Bayesian tools. It can also be used for a more classical statistics audience when aimed at teaching a quick entry to Bayesian statistics at the end of an undergraduate program for instance. (Obviously, it can supplement another textbook on data analysis at the graduate level.
Erscheint lt. Verlag 26.5.2007
Sprache englisch
Themenwelt Mathematik / Informatik Mathematik Statistik
Technik
ISBN-10 0-387-38983-0 / 0387389830
ISBN-13 978-0-387-38983-7 / 9780387389837
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