A Course in Bayesian Statistics
There are a number of textbooks that you might find useful. The following list is not complete, and reflects prefentially topics we expect to cover in class.
- BDA3 : Gelman, Carlin, Stern Dunson, Vehtari and Rubin (2013) "Bayesian Data Analysis," Chapman & Hall, 3rd edition (required textbook)
- Jaynes (2003) Probability theory, the logic of science, Cambridge.
- Bernardo and Smith (2000) "Bayesian Theory," Wiley.
- Berger (1980) "Statistical Decision Theory and Bayesian Analysis," 2nd ed., Springer
- Mosteller and Wallace (1984) "Applied Bayesian and classical inference - the case of The Federalist papers," 2nd Ed. Springer-Verlag
- Gill (2014) "Bayesian Methods: A Social and Behavioral Sciences Approach," Third Edition,Chapman and Hall/CRC
- Jeffreyw (1961) "Theory of probability," 3rd ed, Oxford.
- Lindley (1965) "Introduction to probability and statistics from a Bayesian view point", Cambridge.
- Leonard and Hsu (1999) "Bayesian methods," Oxford.
- Chen, Shao, Ibrahim (2001) "Monte Carlo methods in Bayesian computation," Springer
- MacKay (2003) "Information Theory, Inference and Learning Algorithms," Cambridge
- Schervish (1995) "Theory of Statistics," Springer
- Robert (2007) "The Bayesian choice", Springer
- Ghosh, Delampady, Samanta (2006) "An introduction to Bayesian Analysis," Springer
This list will include articles that might be useful but are not explicitely referenced in association to the lectures
Tanner and Wong (1987) The Calculation of Posterior Distributions by Data Augmentation JASA 82:528-540.
Diaconis & Freedman (1986) On Inconsistent Bayes' Estimates of Location, Ann. Stat., 14: 68-87.
Anscombe & Aumann (1963) A Definition of Subjective Probability, the Annals of Mathematical Statistics 34:199-205.
Sudderth (1980) Finitely Additive Priors, Coherence and the Marginalization Paradox Journal of the Royal Statistical Society. Series B 42:339-341.
Fishburn (1986) The Axioms of Subjective Probability, Statistical Science 3:335-345.
Regazzini (1987) De Finetti's Coherence and Statistical Inference The Annals of Statistics 15:845-864.
Yekutieli (2012) Adjusted Bayesian inference for selected parameters
JRSS B, 74: 515-541.