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Bayesian Compendium - Marcel van Oijen

Bayesian Compendium

By: Marcel van Oijen

Paperback | 19 September 2021

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Preface.- 1 Introduction to Bayesian thinking.- 2 Introduction to Bayesian science.- 3 Assigning a prior distribution.- 4 Assigning a likelihood function.- 5 Deriving the posterior distribution.- 6 Sampling from any distribution by MCMC.- 7 Sampling from the posterior distribution by MCMC.- 8 Twelve ways to fit a straight line.- 9 MCMC and complex models.- 10 Bayesian calibration and MCMC: Frequently asked questions.- 11 After the calibration: Interpretation, reporting, visualization.- 2 Model ensembles: BMC and BMA.- 13 Discrepancy.- 14 Gaussian Processes and model emulation.- 15 Graphical Modelling (GM).- 16 Bayesian Hierarchical Modelling (BHM).- 17 Probabilistic risk analysis and Bayesian decision theory.- 18 Approximations to Bayes.- 19 Linear modelling: LM, GLM, GAM and mixed models.- 20 Machine learning.- 21 Time series and data assimilation.- 22 Spatial modelling and scaling error.- 23 Spatio-temporal modelling and adaptive sampling.- 24 What next?.- Appendix 1: Notation and abbreviations.- Appendix 2: Mathematics for modellers.- Appendix 3: Probability theory for modellers.- Appendix 4: R.- Appendix 5: Bayesian software.
Industry Reviews
"The writing is succinct and easy to understand. ... The book does cover a wide range of topics in Bayesian science, and that is indeed one of its best features. I do see it serving as a starting point for most non statistically minded researchers, who can get a basic idea about their topic of interest from consulting the book, and then consult references provided to get a more in-depth knowledge. Overall, I do congratulate the author on writing this book." (Sayan Dasgupta, Biometrics, Vol. 78 (2), July, 2022)

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