MLUG: [MLUG - DISCUSSION] Bayesian statistics (was "statistical inference")
[MLUG - DISCUSSION] Bayesian statistics (was "statistical inference")
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Here are two nice articles from NY Times about Bayesian stats:

http://taxa.epi.umn.edu/rmnews/2001/msg00033.html
http://taxa.epi.umn.edu/rmnews/2004/msg00004.html

Just thought I'd mention that I studied Bayesian stats in a couple of courses with Dan Gianola when I was a grad student at UW-Madison in around 1990. Gianola was a great teacher, I thought, because he had such a strong understanding of the subject matter. He definitely held my interest. Here are a couple of his books:

http://www.amazon.com/exec/obidos/tg/detail/-/0387954406/
http://www.amazon.com/exec/obidos/tg/detail/-/0387508090/

So the coursework was focused on basics and on applications in animal breeding, which is Gianola's area. I was just trying to learn more quantitative genetics. Back in that day we were using Peter Lee's intro book:

http://www.amazon.com/gp/product/0340814055/

Back then it was a first edition and there were many typos, but I'm sure those have been fixed now that he's into his third edition. It's a pretty easy intro book, if you can remember your calculus (obviously not a problem for Stephen and Jon).

It sounds like this is a good intro for someone with more advanced skills and interests:

http://www.siam.org/siamnews/03-04/Bayesian.htm
Probability Theory: The Logic of Science. By E.T. Jaynes, Cambridge University Press, Cambridge, UK, 2003, 758 pages, $60.


Have you seen that one, Stephen?  I might order one for myself.

Mike

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