The Bayesian Choice

Description

A graduate-level textbook that introduces Bayesian statistics and decision theory. It covers both the basic ideas of statistical theory, and also some of the more modern and advanced topics of Bayesian statistics such as complete class theorems, the Stein effect, Bayesian model choice, hierarchical and empirical Bayes modeling, Monte Carlo integration including Gibbs sampling, and other MCMC techniques. It was awarded the 2004 DeGroot Prize by the International Society for Bayesian Analysis (ISBA) for setting "a new standard for modern textbooks dealing with Bayesian methods, especially those using MCMC techniques, and that it is a worthy successor to DeGroot's and Berger's earlier texts". ([source][1]) [1]: https://www.springer.com/us/book/9780387952314

Excerpt

The main purpose of statistical theory is to derive from observations of a random phenomenon an inference about the probability distribution underlying this phenomenon.

Description

A graduate-level textbook that introduces Bayesian statistics and decision theory. It covers both the basic ideas of statistical theory, and also some of the more modern and advanced topics of Bayesian statistics such as complete class theorems, the Stein effect, Bayesian model choice, hierarchical and empirical Bayes modeling, Monte Carlo integration including Gibbs sampling, and other MCMC techniques. It was awarded the 2004 DeGroot Prize by the International Society for Bayesian Analysis (ISBA) for setting "a new standard for modern textbooks dealing with Bayesian methods, especially those using MCMC techniques, and that it is a worthy successor to DeGroot's and Berger's earlier texts". source: https://www.springer.com/us/book/9780387952314

Subjects

Series Statement

• Springer Texts in Statistics

Other Editions

• The Bayesian Choice: From Decision-Theoretic Foundations to Computational ImplementationHardcoverSpringer2007-01-01
• The Bayesian choiceSpringer-Verlag1994-01-01
• The Bayesian ChoiceHardcoverSpringer-Verlag1996-06-01
• The Bayesian ChoiceSpringer1997-01-09
• The Bayesian choiceSpringer2001-01-01
• Bayesian ChoiceSpringer London, Limited2007-01-01