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A First Course in Bayesian Statistical Methods
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Catalogue Information
Field name
Details
Dewey Class
300.727
Title
A First Course in Bayesian Statistical Methods (EB) / by Peter D. Hoff.
Author
Hoff, Peter D.
Other name(s)
SpringerLink (Online service)
Publication
New York, NY : Springer , 2009.
Physical Details
VIII, 270 pages : online resource.
Series
Springer Texts in Statistics
1431-875X
ISBN
9780387924076
Summary Note
This book provides a compact self-contained introduction to the theory and application of Bayesian statistical methods. The book is accessible to readers having a basic familiarity with probability, yet allows more advanced readers to quickly grasp the principles underlying Bayesian theory and methods. The examples and computer code allow the reader to understand and implement basic Bayesian data analyses using standard statistical models and to extend the standard models to specialized data analysis situations. The book begins with fundamental notions such as probability, exchangeability and Bayes' rule, and ends with modern topics such as variable selection in regression, generalized linear mixed effects models, and semiparametric copula estimation. Numerous examples from the social, biological and physical sciences show how to implement these methodologies in practice. Monte Carlo summaries of posterior distributions play an important role in Bayesian data analysis. The open-source R statistical computing environment provides sufficient functionality to make Monte Carlo estimation very easy for a large number of statistical models and example R-code is provided throughout the text. Much of the example code can be run ``as is'' in R, and essentially all of it can be run after downloading the relevant datasets from the companion website for this book. Peter Hoff is an Associate Professor of Statistics and Biostatistics at the University of Washington. He has developed a variety of Bayesian methods for multivariate data, including covariance and copula estimation, cluster analysis, mixture modeling and social network analysis. He is on the editorial board of the Annals of Applied Statistics.:
Contents note
Introduction and examples -- Belief, probability and exchangeability -- One parameter models -- Monte Carlo approximation -- The normal model -- Posterior approximation with the Gibbs sampler -- The multivariate normal model -- Group comparisons and hierarchical modeling -- Linear regression -- Nonconjugate priors and the Metropolis-Hastings algorithm -- Linear and generalized linear mixed effects models -- Latent variable methods for ordinal data.
System details note
Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site
http://dx.doi.org/10.1007/978-0-387-92407-6
Links to Related Works
Subject References:
Bayesian statistical methods
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Data mining
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Data Mining and Knowledge Discovery
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Econometrics
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Mathematical Statistics
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Methodology of the Social Sciences
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Operations Research/Decision Theory
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Statistical Theory and Methods
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Statistics
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Authors:
Hoff, Peter D.
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Corporate Authors:
SpringerLink (Online service)
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Series:
Springer Texts in Statistics
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Classification:
300.727
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300.727 (DDC 23)
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