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Created/Published/Taught by:

Andrew Gelman

John B. Carlin

Hal S. Stern

Aki Vehtari

Donald B. Rubin

Chapman and Hall

Content Found Via:

Honglang Wang

Free? No

Cost Range:

$25.42 - $63.55

Tags: applied statistics / bayesian models / Bayesian statistics / cross-validation / priors / statistics

Difficulty Rating:

From Amazon:

“Winner of the 2016 De Groot Prize from the International Society for Bayesian Analysis

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.”

Recommended Prerequisites: none specified

Go to Content: Bayesian Data Analysis

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