chrilly wrote:
I have a Phd in statistics. But Bayesian methods were at that time a
non-topic. I know the general principles, but I want to learn a little
bit more about the latest developments in the field. Bayes is now chic,
there are many books about it. I assume also a lot of bad ones.
Can anyone recommend me a good state of the art book about Bayesian
inference. Should be somewhat in the applied direction, but also with a
sound mathematical background.
Chrilly
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I would suggest David MacKay's book, _Information Theory, Inference, and
Learning Algorithms_
http://www.inference.phy.cam.ac.uk/mackay/itila/book.html
Table of contents:
http://www.inference.phy.cam.ac.uk/mackay/itila/toc.html
I have not read it, but from what I have seen of it, I believe you may
like it.
Wikipedia may also be a good starting point:
http://en.wikipedia.org/wiki/Bayesian_inference
Rémi
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