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Title: The Bayesian Choice: A Decision-Theoretic Motivation (Springer Texts in Statistics) by Christian P. Robert ISBN: 0-387-94296-3 Publisher: Springer Verlag Pub. Date: January, 1996 Format: Hardcover Volumes: 1 List Price(USD): $84.95 |
Average Customer Rating: 4.67 (3 reviews)
Rating: 5
Summary: second edition of excellent treatise on Bayesian methods
Comment: Robert is the author or co-author of a number of excellently written statistical texts from a Bayesian viewpoint. This text is no exception. It was quite popular in its first edition in 1994 (a translation and correction of an earlier text in French). The rapid advancement in Bayesian applications and theory due to the success of computer-intensive methods such as Markov Chain Monte Carlo Methods justifies an update in 2001.
Chapter 7 on model choice is entirely new and Chapter 6 on Bayesian calculations is extensively revised. Chapter 10 on hierarchical models and empirical Bayes extensions has been supplemented with a number of recent examples. Bayesian hierarchical models are now being used in the development of clinical trials particularly in the medical device industry.
This is an advanced graduate text in Bayesian statistics and has a wealth of references to the literature. In that respect it is very similar to the fine text by Bernardo and Smith (1994) "Bayesian Theory" but is a little more current.
An important reference for all statistical researchers, I highly recommend it for a graduate course text in Bayesian methods as well as for a reference book.
Rating: 4
Summary: A thorough description of bayesian statistics
Comment: The book is a good introduction to bayesian decision theory. The plenty examples in the book are helpful in the understanding of the subject, but one could wish a more detailed description of the bayesian paradigm. People with little experience with statistics should maybe consider another book.
Rating: 5
Summary: Why you should be bayesian
Comment: Robert's defend the bayesian choice is one of the clearest and convincing in the last years. The book is concise and direct and the math kept at an appropriate level. I can only hope Springer republises it ASAP.
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Title: Bayesian Data Analysis, Second Edition by Andrew Gelman, John B. Carlin, Hal S. Stern, Donald B. Rubin ISBN: 158488388X Publisher: CRC Press Pub. Date: 29 July, 2003 List Price(USD): $59.95 |
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Title: Applied Bayesian Modelling by Peter Congdon ISBN: 0471486957 Publisher: John Wiley & Sons Pub. Date: 22 April, 2003 List Price(USD): $95.00 |
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Title: Probability Theory : The Logic of Science by E. T. Jaynes, G. Larry Bretthorst ISBN: 0521592712 Publisher: Cambridge University Press Pub. Date: 10 April, 2003 List Price(USD): $65.00 |
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Title: Monte Carlo Methods in Bayesian Computation (Springer Series in Statistics) by Ming-Hui Chen, Qi-Man Shao, Joseph George Ibrahim ISBN: 0387989358 Publisher: Springer Verlag Pub. Date: January, 2000 List Price(USD): $89.95 |
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Title: Diffusions, Markov Processes, and Martingales: Volume 1, Foundations by L. C. G. Rogers, David Williams ISBN: 0521775949 Publisher: Cambridge University Press Pub. Date: 13 April, 2000 List Price(USD): $42.00 |
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