[SciPy-User] [OT] Bayesian vs. frequentist

Daniele Nicolodi daniele@grinta....
Wed Feb 15 02:21:10 CST 2012


Hello, I'll hijack this thread to ask for advice.

I'm a physicist and, as you may expect, my education in statistics is
mostly in Frequentists methods. However, I always had an interest in
Bayesian methods, as those seems to solve in much more natural ways the
problems that arise in complex data analysis.

I recently started to read "Data Analysis, A Bayesian Tutorial" by D.S.
Silva (currently reading chapter 4, unfortunately real work is always
interfering) and I really like the approach and the straight forward
manner in which the theory builds up.

However, I feel that the Bayesian approach, is much more difficult to
translate to practical methods I can implement, but I may be biased by
the long term exposition to the "recipe based" Frequentist approach.

Can someone suggest me some resources (documentation or code) where some
practical approaches to Bayesian analysis are taught?

Thank you. Cheers,
-- 
Daniele


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