Bayesian Data Analysis.pdf
Praise for the Second Edition ... it is simply the best all-around modern book focused on data analysis currently available. ... There is enough important additional material here that those with the first edition should seriously consider updating to the new version. ... when students or colleagues ask me which book they need to start with in order to take them as far as possible down the road toward analyzing their own data, Gelman et al. has been my answer since 1995. The second edition makes this an even more robust choice. -Lawrence Joseph, Montreal General Hospital and McGill University, Statistics in Medicine, Vol. 23, 2004 ... I am thoroughly excited to have this book in hand to supplement course material and to offer research collaborators and clients at our consulting lab more sophisticated methods to solve their research problems. -John Grego, University of South Carolina, USA ... easily the most comprehensive, scholarly, and thoughtful book on the subject, and I think will do much to promote the use of Bayesian methods -David Blackwell, University of California, Berkeley, USA
From the Second Edition: FUNDAMENTALS OF BAYESIAN INFERENCE Background Single-Parameter Models Introduction to Multiparameter Models Large-Sample Inference and Connections to Standard Statistical Methods FUNDAMENTALS OF BAYESIAN DATA ANALYSIS Hierarchical Models Model Checking and Improvement Modeling Accounting for Data Collection Connections and Controversies General Advice ADVANCED COMPUTATION Overview of Computation Posterior Simulation Approximations Based on Posterior Modes Topics in Computation REGRESSION MODELS Introduction to Regression Models Hierarchical Linear Models Generalized Linear Models Models for Robust Inference and Sensitivity Analysis Analysis of Variance SPECIFIC MODELS AND PROBLEMS Mixture Models Multivariate Models Nonlinear Models Models for Missing Data Decision Analysis APPENDICES A: Standard Probability Distributions B: Outline of Proofs of Asymptotic Theorems C: Example of Computation in R and Bugs References
This third edition of a classic textbook presents a comprehensive introduction to Bayesian data analysis. Written for students and researchers alike, the text is written in an easily accessible manner with chapters that contain many exercises as well as detailed worked examples taken from various disciplines. This third edition provides two new chapters on Bayesian nonparametrics and covers computation systems BUGS and R. It also offers enhanced computing advice. The book's website includes solutions to the problems, data sets, software advice, and other ancillary material.