Type: Book, YouTube lectures and less wrong post about Bayesian Statistics books in general
Why: Modern Bayes relies on HMC sampling, this book goes all in on this approach, this allowed you to focus on how to build the model and allows you to skip all math (except for the link function), by sacrificing a little bit of mathematical rigor this book covers more than all other popular books on the subject, to the point where you can stop 2⁄3 way trough and consider the last 1⁄3 “advanced optional topics”.
*The 2017 and 2019 were great, I have not watched the newer versions of the course, the older versions of the book uses ulam a pedagogical STAN wrapper powerful enough for most of the the exercises in the book, written by the author, I would advice serious students to do all the models in Stan, pymc or a wrapper that uses those.
Domain: (Applied) Bayesian Statistics
Link: Statistical Rethinking (free pdf), My Less Wrong Review, The 2017-2023 Lectures*
Author: Richard McElreath
Type: Book, YouTube lectures and less wrong post about Bayesian Statistics books in general
Why: Modern Bayes relies on HMC sampling, this book goes all in on this approach, this allowed you to focus on how to build the model and allows you to skip all math (except for the link function), by sacrificing a little bit of mathematical rigor this book covers more than all other popular books on the subject, to the point where you can stop 2⁄3 way trough and consider the last 1⁄3 “advanced optional topics”.
*The 2017 and 2019 were great, I have not watched the newer versions of the course, the older versions of the book uses ulam a pedagogical STAN wrapper powerful enough for most of the the exercises in the book, written by the author, I would advice serious students to do all the models in Stan, pymc or a wrapper that uses those.