A Bayesian Tutorial – Second Edition
This textbook by Devinderjit Sivia and John Skilling covers fundamental principles of Bayesian probability and maximum entropy, aimed at senior students in science and engineering. It offers a clear and coherent approach to data analysis through practical examples and current methods.
Contents
The text lays a logical foundation for statistics and data analysis, covering topics such as parameter estimation, reliability analysis, multivariate optimization, hypothesis testing, and experimental design. The second edition includes a new chapter on improvements to the least-squares method for solving outliers and unknown noise. In addition, there is an added contribution from John Skilling on 'nested sampling', an innovative technique for Bayesian computation.
Product specifications
- Author: Devinderjit Sivia (Rutherford Appleton Laboratory and St Catherine's College, Oxford)
- Publisher: Oxford University Press
- Publication date: 2006-06-01
- Number of pages: 264
- ISBN: 9780198568322
- Theme: Probability and statistics
- BISAC: MATHEMATICS / Probability & Statistics / Bayesian Analysis
Authors
Devinderjit Singh Sivia
Rutherford Appleton Laboratory
Chilton, Oxon OX11 5DJ
John Skilling
Maximum Entropy Data Consultants
42 Southgate Street
Bury St Edmonds, Suffolk IP33 2AZ