Practical Bayesian Inference
A Primer for Physical Scientists

This book introduces the major concepts of probability and statistics, along with the necessary computational tools, for undergraduates and graduate students.

Coryn A. L. Bailer-Jones (Author)

9781316642214, Cambridge University Press

Paperback / softback, published 27 April 2017

320 pages, 85 b/w illus. 6 tables
24.6 x 17.3 x 1.4 cm, 0.64 kg

'Practical Bayesian Inference provides the fundamental concepts of probability and statistics as well as the computational mechanisms that an average student may use to extract maximum information from data plagued with uncertainties.' Fred Boadu, The Leading Edge

Science is fundamentally about learning from data, and doing so in the presence of uncertainty. This volume is an introduction to the major concepts of probability and statistics, and the computational tools for analysing and interpreting data. It describes the Bayesian approach, and explains how this can be used to fit and compare models in a range of problems. Topics covered include regression, parameter estimation, model assessment, and Monte Carlo methods, as well as widely used classical methods such as regularization and hypothesis testing. The emphasis throughout is on the principles, the unifying probabilistic approach, and showing how the methods can be implemented in practice. R code (with explanations) is included and is available online, so readers can reproduce the plots and results for themselves. Aimed primarily at undergraduate and graduate students, these techniques can be applied to a wide range of data analysis problems beyond the scope of this work.

Preface
1. Probability basics
2. Estimation and uncertainty
3. Statistical models and inference
4. Linear models, least squares, and maximum likelihood
5. Parameter estimation: single parameter
6. Parameter estimation: multiple parameters
7. Approximating distributions
8. Monte Carlo methods for inference
9. Parameter estimation: Markov chain Monte Carlo
10. Frequentist hypothesis testing
11. Model comparison
12. Dealing with more complicated problems
References
Index.

Subject Areas: Mathematical physics [PHU], Maths for scientists [PDE], Mathematical modelling [PBWH], Probability & statistics [PBT]