Recommending Ben Lambert’s “A student’s guide to Bayesian Statistics” as the best all-in-one intro to *applied* Bayesian statistics
The book starts with very little prerequisites, explains the math well while keeping it to a minimum necessary for intuition, (+has good illustrations) and goes all the way to building models in Stan. (Other good books are McEarlath Statistical Rethinking, Kruschke’s Doing Bayesian Data Analysis and Gelman’s more math-heavy Bayesian Data Analysis). I recommend Lambert for being the most holistic coverage.
I have read McEarlath Statistical Rethinking and Kruschke’s Doing Bayesian Data Analysis, skimmed Gelman’s Bayesian Data Analysis. Recommend Lambert if you only read 1 book or as your first book in the area.
Recommending Ben Lambert’s “A student’s guide to Bayesian Statistics” as the best all-in-one intro to *applied* Bayesian statistics
The book starts with very little prerequisites, explains the math well while keeping it to a minimum necessary for intuition, (+has good illustrations) and goes all the way to building models in Stan. (Other good books are McEarlath Statistical Rethinking, Kruschke’s Doing Bayesian Data Analysis and Gelman’s more math-heavy Bayesian Data Analysis). I recommend Lambert for being the most holistic coverage.
I have read McEarlath Statistical Rethinking and Kruschke’s Doing Bayesian Data Analysis, skimmed Gelman’s Bayesian Data Analysis. Recommend Lambert if you only read 1 book or as your first book in the area.
PS. He has a playlist of complementary videos to go along with the book