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Paperback Bayesian Theory Book

ISBN: 047149464X

ISBN13: 9780471494645

Bayesian Theory

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Book Overview

This highly acclaimed text, now available in paperback, provides a thorough account of key concepts and theoretical results, with particular emphasis on viewing statistical inference as a special case of decision theory. Information-theoretic concepts play a central role in the development of the theory, which provides, in particular, a detailed discussion of the problem of specification of so-called prior ignorance . The work is written from the authors s committed Bayesian perspective, but an overview of non-Bayesian theories is also provided, and each chapter contains a wide-ranging critical re-examination of controversial issues. The level of mathematics used is such that most material is accessible to readers with knowledge of advanced calculus. In particular, no knowledge of abstract measure theory is assumed, and the emphasis throughout is on statistical concepts rather than rigorous mathematics. The book will be an ideal source for all students and researchers in statistics, mathematics, decision analysis, economic and business studies, and all branches of science and engineering, who wish to further their understanding of Bayesian statistics

Customer Reviews

5 customer ratings | 5 reviews

Rated 5 stars
bayesian theory bible

Recently there have been a wealth of good books published on Bayesian methods and the Markov chain Monte Carlo approach to its implementation. For the beginner Berry's introductory book is a good place to start. Bernardo and Smith are experts in the field who have participated in many of the Bayesian conferences held in Valencia and much of that lterature is contained in this book. They originally wrote the book in 1993 (with...

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Rated 5 stars
Bayesian Theory

An excellent book. Three things I like: (1) it is correct (so many others are not), (2) it can be read by someone who does not have a PhD in math, (3) they don't pull punches. Appendix B explains directly why all alternative theories are nonsense.

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Rated 5 stars
The Standard First Text To Begin Studying Bayesian Methods

This is an extremely nice introduction to Bayesian statistical methods. It takes you from the very basics - even who Thomas Bayes was (who happens to be buried in Bunhill Fields cemetery in London with William Blake (Songs of Innocence and Experience, Jerusalem), Daniel Defoe (Robinson Crusoe), John Bunyan (Pilgrim's Progress)). Its chapters are divided into sections forming an Introduction, Foundations, Generalizations,...

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Rated 5 stars
A must for Bayesians and Non-Bayesians

This book provides a thorough introduction to Bayesian theory and decision analysis. It presents a coherent defense of the subjective view of probability that is driving many new technologies, including probabilistic graphical models, data mining, information retrieval and machine learning, as well as, classical problems such as control and econometrics. It is therefore a must for students and practitioners in these fields...

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Rated 5 stars
The foundations of Bayesian Statistics made easy

This excellent book presents the foundations of the Bayesian approach to uncertainty in systematic way. Statistical inference is treated as a decision problem which, the authors argue, should be solved on the basis of a subjective probability measure. The emphasis is on ideas rather than technical details and every chapter ends with a detailed discussion of specially important subjects. The list of references is so comprehensive...

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