Computational Bayesian Statistics: An Introduction

Carlos Daniel Paulino, M. Antonia Amaral Turkman, Peter Muller

Format: Paperback / softback

Publisher: Cambridge University Press

Published: 28th Feb '19

£29.99

This book explains the fundamental ideas of Bayesian analysis, with a focus on computational methods such as MCMC and available software such as R/R-INLA, OpenBUGS, JAGS, Stan, and BayesX. It is suitable as a textbook for a first graduate-level course and as a user’s guide for researchers and graduate students from beyond statistics.

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Description

Meaningful use of advanced Bayesian methods requires a good understanding of the fundamentals. This engaging book explains the ideas that underpin the construction and analysis of Bayesian models, with particular focus on computational methods and schemes. The unique features of the text are the extensive discussion of available software packages combined with a brief but complete and mathematically rigorous introduction to Bayesian inference. The text introduces Monte Carlo methods, Markov chain Monte Carlo methods, and Bayesian software, with additional material on model validation and comparison, transdimensional MCMC, and conditionally Gaussian models. The inclusion of problems makes the book suitable as a textbook for a first graduate-level course in Bayesian computation with a focus on Monte Carlo methods. The extensive discussion of Bayesian software – R/R-INLA, OpenBUGS, JAGS, STAN, and BayesX – makes it useful also for researchers and graduate students from beyond statistics.

Additional information

Weight 0.37 kg
Dimensions 13 × 152 × 227 mm
Page Count 254