A Course in Bayesian Statistics


There are a number of textbooks that you might find useful. The following list is not complete, and reflects prefentially topics we expect to cover in class.

  • BDA3 : Gelman, Carlin, Stern Dunson, Vehtari and Rubin (2013) "Bayesian Data Analysis," Chapman & Hall, 3rd edition (required textbook)
  • Jaynes (2003) Probability theory, the logic of science, Cambridge.
  • Bernardo and Smith (2000) "Bayesian Theory," Wiley.
  • Berger (1980) "Statistical Decision Theory and Bayesian Analysis," 2nd ed., Springer
  • Mosteller and Wallace (1984) "Applied Bayesian and classical inference - the case of The Federalist papers," 2nd Ed. Springer-Verlag
  • Gill (2014) "Bayesian Methods: A Social and Behavioral Sciences Approach," Third Edition,Chapman and Hall/CRC
  • Jeffreyw (1961) "Theory of probability," 3rd ed, Oxford.
  • Lindley (1965) "Introduction to probability and statistics from a Bayesian view point", Cambridge.
  • Leonard and Hsu (1999) "Bayesian methods," Oxford.
  • Chen, Shao, Ibrahim (2001) "Monte Carlo methods in Bayesian computation," Springer
  • MacKay (2003) "Information Theory, Inference and Learning Algorithms," Cambridge
  • Schervish (1995) "Theory of Statistics," Springer
  • Robert (2007) "The Bayesian choice", Springer
  • Ghosh, Delampady, Samanta (2006) "An introduction to Bayesian Analysis," Springer

Journal articles

This list will include articles that might be useful but are not explicitely referenced in association to the lectures

  • Tanner and Wong (1987) The Calculation of Posterior Distributions by Data Augmentation JASA 82:528-540.
  • Diaconis & Freedman (1986) On Inconsistent Bayes' Estimates of Location, Ann. Stat., 14: 68-87.
  • Anscombe & Aumann (1963) A Definition of Subjective Probability, the Annals of Mathematical Statistics 34:199-205.
  • Sudderth (1980) Finitely Additive Priors, Coherence and the Marginalization Paradox Journal of the Royal Statistical Society. Series B 42:339-341.
  • Fishburn (1986) The Axioms of Subjective Probability, Statistical Science 3:335-345.
  • Regazzini (1987) De Finetti's Coherence and Statistical Inference The Annals of Statistics 15:845-864.
  • Yekutieli (2012) Adjusted Bayesian inference for selected parameters JRSS B, 74: 515-541.

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