Average Reviews:
(More customer reviews)This book features a deep and focused lesson on Bayes and Empirical Bayes Methods. It goes through the key topics as conjugate priors, MCMC methods (non iteratives and iteratives as the well known Gibbs samplining and metropolitis hastings algorithms), model selection methods (as bayes factor) and issues related as model robusteness.
The Approach is increasingly formal and deeply complex, allowing for getting the basics or diving into more complex knowledge according to your former background. You need at least a good understanding of Frequentist statistic to be able to follow the reasonings. Each chapter allow you to stop at some point without losing the thread. Last part of the book is in fact deep knowledge demanding.
The most interesting point of this book according to my very limited statistics background is that it makes good comparations with the frequentist approach (classical approaches as confidence intervals and point estimators), checking performance of either method. Even, it features some combination of both approaches getting some bayessian intervals.
As a negative point, I would say that examples are hard to follow for someone with limited bakground and too much complex. They really do not clear me up enough.
All in all, is a very profitable book for jumping into bayesian methods.
Click Here to see more reviews about: Bayes and Empirical Bayes Methods for Data Analysis, Second Edition
In recent years, Bayes and empirical Bayes (EB) methods have continued to increase in popularity and impact. Building on the first edition of their popular text, Carlin and Louis introduce these methods, demonstrate their usefulness in challenging applied settings, and show how they can be implemented using modern Markov chain Monte Carlo (MCMC) methods. Their presentation is accessible to those new to Bayes and empirical Bayes methods, while providing in-depth coverage valuable to seasoned practitioners.With its broad appeal as a text for those in biomedical science, education, social science, agriculture, and engineering, this second edition offers a relatively gentle and comprehensive introduction for students and practitioners already familiar with more traditional frequentist statistical methods. Focusing on practical tools for data analysis, the book shows how properly structured Bayes and EB procedures typically have good frequentist and Bayesian performance, both in theory and in practice.
