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Data Analysis: A Bayesian Tutorial, by Devinderjit Sivia, John Skilling
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Statistics lectures have been a source of much bewilderment and frustration for generations of students. This book attempts to remedy the situation by expounding a logical and unified approach to the whole subject of data analysis.
This text is intended as a tutorial guide for senior undergraduates and research students in science and engineering. After explaining the basic principles of Bayesian probability theory, their use is illustrated with a variety of examples ranging from elementary parameter estimation to image processing. Other topics covered include reliability analysis, multivariate optimization, least-squares and maximum likelihood, error-propagation, hypothesis testing, maximum entropy and experimental design.
The Second Edition of this successful tutorial book contains a new chapter on extensions to the ubiquitous least-squares procedure, allowing for the straightforward handling of outliers and unknown correlated noise, and a cutting-edge contribution from John Skilling on a novel numerical technique for Bayesian computation called 'nested sampling'.
- Sales Rank: #382733 in Books
- Published on: 2006-07-27
- Original language: English
- Number of items: 1
- Dimensions: 6.10" h x .80" w x 9.20" l, .89 pounds
- Binding: Paperback
- 264 pages
Most helpful customer reviews
59 of 63 people found the following review helpful.
good
By L. Antoine
This book is not really a tutorial for beginners as it goes directly into the subject. It is well written, rigorous, and not that expensive for people needing to learn the bayesian principles. For total beginners as I was, I would advise reading "Introduction to Bayesian Statistics" by Bolstad before this one. A good book on the topic, with good ideas and recent developments !
39 of 41 people found the following review helpful.
In-Depth and Practical
By M. Schneider
Sivia and Skilling give a concise and clear exposition of Bayesian statistical analysis, and pair it with practical, real examples. It has been a great aid to me in doing actual data work. This text gets the balance of theoretical detail and practicality just right. In particular, abandoning the usual emphasis on analytical solutions and instead pairing real examples with numerical solution algorithms when appropriate, is perfect for someone concerned with applying Bayesian statistical analysis to real problems. A great and genuinely useful book!
40 of 43 people found the following review helpful.
Very good introduction
By FG
This book is a must for those that are introducing themselves in bayesian statistics. It goes very strightforward in to the main topics and the mathematical notation is easy to follow. If you are just beginning I would recommend to read this book before Jaynes' book Probability Theory: The Logic of Science and after William M. Bolstad's Introduction to Bayesian Statistics
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