Subjective and Objective Bayesian Statistics. Principles, Models, and Applications. 2nd Edition. Wiley Series in Probability and Statistics

  • ID: 2177956
  • Book
  • 600 Pages
  • John Wiley and Sons Ltd
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"This well–written book by an established authority should be in any well–stocked undergraduate/graduate mathematics/statistics library."

?Choice (American Library Association)

A Classic of Statistical Science, Now Thoroughly Revised and Updated

S. James Press?s Bayesian Statistics: Principles, Models, and Applications set the standard for references in Bayesian statistics. It has stood as the classic introduction to the subject for practitioners, researchers, and students alike. Since the publication of the First Edition, the field of Bayesian statistical science has grown so substantially that it has become necessary to rewrite the story. New methodologies have been developed, new techniques have emerged for implementing the Bayesian paradigm, and advances in computer science, numerical analysis, artificial intelligence, and machine learning?including data mining and Bayesian neural networks?have tremendously impacted the field of Bayesian learning. Applications using the Bayesian approach have multiplied as well to span most of the disciplines in the biological, physical, and social sciences.

Subjective and Objective Bayesian Statistics: Principles, Models, and Applications, Second Edition has been rewritten from the bottom up to encompass these changes and to make the text even more useful to the reader. Greatly expanded and revised, this new edition discusses Bayesian theory and principles in depth, expands coverage of many topics to include multivariate procedures, and references applications in many fields to support the usefulness of the subject matter.

Chapters cover:

  • Subjective Probability
  • Prior Distribution Families
  • Approximations, Numerical Methods (Including Markov Chain Monte Carlo Sampling), and Computer Programs
  • Assessing Multivariate Prior Distributions (Illustrated by Assessing the Probability of Nuclear War)
  • Bayesian Estimation, Hypothesis Testing, Decision Making, and Prediction
  • Bayesian Model Averaging
  • Bayesian Hierarchical Modeling
  • Bayesian Inference in Univariate and Multivariate Regression
  • Bayesian Inference in Univariate and Multivariate Analysis of Variance and Covariance
  • Bayesian Inference in Classification and Discrimination
  • Bayesian Factor Analysis

New to this edition are numerous answers to chapter problems at the rear of the book, greatly expanded coverage, as well as a unique discussion of the de Finetti Transform and other rare topics such as Bayesian model averaging, Bayesian Hierarchical modeling, and Bayesian factor analysis. Experienced statisticians and students alike will be fascinated by the "Bayesian Hall of Fame," with portraits of important contributors to the development of the field, that graces this edition.

Blending theory and application, this Second Edition ensures that this highly–respected reference will remain an essential tool for statisticians for years to come.

Amstat News asked three review editors to rate their top five favorite books in the September 2003 issue. Subjective and Objective Bayesian Statistics was among those chosen.

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Preface.

Preface to the First Edition.

A Bayesian Hall of Fame.

PART I: FOUNDATIONS AND PRINCIPLES.

1. Background.

2. A Bayesian Perspective on Probability.

3. The Likelihood Function.

4. Bayes′ Theorem.

5. Prior Distributions.

PART II: NUMERICAL IMPLEMENTATION OF THE BAYESIAN PARADIGM.

6. Markov Chain Monte Carlo Methods (Siddhartha Chib).

7. Large Sample Posterior Distributions and Approximations.

PART III: BAYESIAN STATISTICAL INFERENCE AND DECISION MAKING.

8. Bayesian Estimation.

9. Bayesian Hypothesis Testing.

10. Predictivism.

11. Bayesian Decision Making.

PART IV: MODELS AND APPLICATIONS.

12. Bayesian Inference in the General Linear Model.

13. Model Averaging (Merlise Clyde).

14. Hierarchical Bayesian Modeling (Alan Zaslavsky).

15. Bayesian Factor Analysis.

16. Bayesian Inference in Classification and Discrimination.

Description of Appendices.

Appendix 1. Bayes, Thomas, (Hilary L. Seal).

Appendix 2. Thomas Bayes. A Bibliographical Note (George A. Barnard).

Appendix 3. Communication of Bayes′ Essay to the Philosophical Transactions of the Royal Society of London (Richard Price).

Appendix 4. An Essay Towards Solving a Problem in the Doctrine of Chances (Reverend Thomas Bayes).

Appendix 5. Applications of Bayesian Statistical Science.

Appendix 6. Selecting the Bayesian Hall of Fame.

Appendix 7. Solutions to Selected Exercises.

Bibliography.

Subject Index.

Author Index.
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" written in a clear, accessible manner an enjoyable read and a comprehensive introduction to Bayesian theory and methods." (Journal of the American Statistical Association, March 2005)

"The book is well written. It should continue the success of the first edition and become the main reference book in the field. (Interfaces, March–April 2004)

" among several books I have reviewed, this is one of the best. I very strongly recommend this book to statisticians and applied researchers." (Journal of Statistical Computation & Simulation, March 2004)

"...a welcome addition to the library of any practicing statistician, not only as a thorough and readable text on Bayesian statistics, but also as a rich source of reference material for understanding the historical development of the subject." (Technometrics, Vol. 45, No. 4, November 2003)

...a second edition...but really a new book, not merely the first edition with a few changes inserted...a completely restructured book with major new chapters and material... (Quarterly of Applied Mathematics, Vol. LXI, No. 2, June 2003)

"...this second edition is a completely restructured book with major new chapters and material..." (Zentralblatt Math, 2003)

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