Bayesian data analysis. 3rd revised and updated ed. (English) Zbl 1279.62004

Gelman, Andrew; Carlin, John B.; Stern, Hal S.; Dunson, David B.; Vehtari, Akti; Rubin, Donald B.

Chapman & Hall/CRC Texts in Statistical Science Series. Boca Raton, FL: CRC Press (ISBN 978-1-4398-4095-5/hbk). xiv, 661 p. (2014).

New to the third edition:
– Four new chapters on nonparametric modeling
– Coverage of weakly informative priors and boundary-avoiding priors
– Updated discussion of cross-validation and predictive information criteria
– Improved convergence monitoring and effective sample size calculations for iterative simulation
– Presentations of Hamiltonian Monte Carlo, variational Bayes, and expectation propagation
– New and revised software code
See the reviews of the first (reprint 1998) and second editions in [Zbl 0914.62018; Zbl 1039.62018].

MSC:

62-01	Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics
62F15	Bayesian inference
62-07	Data analysis (statistics) (MSC2010)
62Jxx	Linear inference, regression
62Pxx	Applications of statistics
65C40	Numerical analysis or methods applied to Markov chains

Citations:

Zbl 1039.62018; Zbl 0914.62018

Software:

R; BayesDA; BUGS