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Bayesian Inference

Recently I have been looking for a good short resource for the fundamental Bayesian inference. There are tons of good relevant materials online, unfortunately, some are too long, some are too theoretic. Come on, I want to find something intuitive, making sense and understandable and readable within 30 minutes! After a couple of hours wandering on internet and reading some good relevant books, I decided to pick the best 3 books, of course in my opinion, that contributes to my understanding the most within half an hour.

  1. Bayesian Data Analysis by Andrew Gelman et al. — If you understand the concept of Bayesian framework and just want to review Bayesian inference, then the first pages of Chapter2 are sufficient. Good examples can be found in section 2.6.
  2. Bayesian core: a practical approach to computational Bayesian statistics by Jean-Michel Marin, Christian P. Robert — The book emphasizes the important concepts and has a lot of examples necessary to understand the basic ideas.
  3. Bayesian Field Theory by Jörg C. Lemm — This book provides great perspective of Bayesian framework to learning, information theory and physics. There are very a lot of figures and graphical models making the book easy to follow.
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  1. stryker
    January 28, 2011 at 1:21 am

    Bayesian Data Analysis has good stuff in there bro. that is fo sho

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