Data Analysis: A Bayesian Tutorial

Skilling, John,Sivia, Devinderjit

ISBN 10: 0198568320 / ISBN 13: 9780198568322

Published by Oxford University Press, 2006

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Bibliographic Details

Title: Data Analysis: A Bayesian Tutorial

Publisher: Oxford University Press

Publication Date: 2006

Binding: Paperback

Condition: Good

Edition: 2nd Edition

About this title

Synopsis:

Statistics lectures have been a source of much bewilderment and frustration for generations of students. This book attempts to remedy the situation by expounding a logical and unified approach to the whole subject of data analysis. This text is intended as a tutorial guide for senior undergraduates and research students in science and engineering. After explaining the basic principles of Bayesian probability theory, their use is illustrated with a variety of examples ranging from elementary parameter estimation to image processing. Other topics covered include reliability analysis, multivariate optimization, least-squares and maximum likelihood, error-propagation, hypothesis testing, maximum entropy and experimental design. The Second Edition of this successful tutorial book contains a new chapter on extensions to the ubiquitous least-squares procedure, allowing for the straightforward handling of outliers and unknown correlated noise, and a cutting-edge contribution from John Skilling on a novel numerical technique for Bayesian computation called 'nested sampling'.

Review:

One of the strengths of this book is the author's ability to motivate the use of Bayesian methods through simple yet effective examples. (Katie St. Clair MAA Reviews)