A Student’s Guide to Bayesian Statistics - Ben Lambert

A Student’s Guide to Bayesian Statistics

Ben Lambert

出版时间

2018-05-12

ISBN

9781473916364

评分

★★★★★
书籍介绍

Supported by a wealth of learning features, exercises, and visual elements as well as online video tutorials and interactive simulations, this book is the first student-focused introduction to Bayesian statistics.

Without sacrificing technical integrity for the sake of simplicity, the author draws upon accessible, student-friendly language to provide approachable instruction perfectly aimed at statistics and Bayesian newcomers. Through a logical structure that introduces and builds upon key concepts in a gradual way and slowly acclimatizes students to using R and Stan software, the book covers:

• An introduction to probability and Bayesian inference

• Understanding Bayes′ rule

• Nuts and bolts of Bayesian analytic methods

• Computational Bayes and real-world Bayesian analysis

• Regression analysis and hierarchical methods

This unique guide will help students develop the statistical confidence and skills to put the Bayesian formula into practice, from the basic concepts of statistical inference to complex applications of analyses.

Ben Lambert is a researcher at Imperial College London where he works on the epidemiology of malaria. He has worked in applied statistical inference for about a decade, formerly at the University of Oxford, and is the author of over 500 online lectures on econometrics and statistics. He also somewhat strangely went to school in Thomas Bayes’ home town for many years, Tunbridge ...

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用户评论
一本相当魔障的书,原本也应该和其他人一样给两星评价,但读完后起码是有一点独特收获,所以三星了事。贝叶斯有三神书,可Kruschke的那本只是最佳入门,McElreath的那本则强调最最基础概念的深入理解,而非数学统计专业的人读Gelman的那本简直是找罪受,事实就是三神书之间缺少过渡读物,我就是读Gelman的那本书太痛苦了才拿Lambert这本书来缓冲的,结果虽然这书的组织逻辑几乎可说一片混乱,但翻阅起来还是没有严谨数学书来的头大。不得不说,也许作者的专业水准挺高,但真的真的不会讲故事,例子举的乱七八糟,解释部分欠缺完整,习题可以直接无视。优点呢?那是内容覆盖面广,有很多内容是Kruschke与McElreath的书中没有的,此书做了通俗介绍,在本书基础上再去找其它进阶材料读是会省力一些。
https://www.coursera.org/learn/bayesian-methods-in-machine-learning第四周讲得挺好,老师也很可爱。现有的module装都装不上,最后还是用自己写的python野鸡MCMABC,万丈高楼平地起,可以的。。
基本概念和来龙去脉讲的很清楚。
给两星的原因是贝叶斯和likelihood的关系解释的挺好,其他的部分只能说disaster,如果说理论吧,太浅,如果说实践吧,和实践一点关系都没有。于是我陷入了长长的沉默。当然了,也有很重要的一个原因就在于我是做判别模型而不是做生成模型的,这就导致回归和建potential outcome才是我的本职工作。
跟作者一個GitHub organisation我覺得很好
入门补充读物,在Gelman, Kruschke之间反复横跳找到这本。主要看model comparison,还有对Stan专门的一章。为什么用Stan,因为NUTS比gibbs sampler等等更快。写了几天强化学习代码慢慢上手了。但是这本对Stan的介绍还是太简单了。本书缺点,有时候知识点论述不完整,看模型比较突然看到MLE渐进正态性,这之前也没讲啊!还是Hoff那本数学比较多但是不难的适合我
Chapter 8 专门讲各种distribution以及他们的用处,我终于找到了一本集大成+可以拿来做资料reference的书了。唯一的缺点是每章结尾的习题都忒难了,我通常都是读一下作者的答案然后草草的进入下一篇章。
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