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

Dylan Gorman dgorman@berkeley....
Wed Feb 15 02:44:13 CST 2012


Well there's always the classic by Jaynes, of Jaynes-Cummings model fame. (At least, famous to me since I do quantum optics.) "Probability Theory: The Logic Of Science."


On Feb 15, 2012, at 12:21 AM, Daniele Nicolodi wrote:

> 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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