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Winner of the 2016 De Groot Prize from the International Society for Bayesian Analysis


Now in its third edition, this classic book is widely considered the leading text on Bayesian methods, lauded for its accessible, practical approach to analyzing data and solving research problems. Bayesian Data Analysis, Third Edition continues to take an applied approach to analysis using up-to-date Bayesian methods. The authors-all leaders in the statistics community-introduce basic concepts from a data-analytic perspective before presenting advanced methods. Throughout the text, numerous worked examples drawn from real applications and research emphasize the use of Bayesian inference in practice.


New to the Third Edition








Four new chapters on nonparametric modeling
Coverage of weakly informative priors and boundary-avoiding priors
Updated discussion of cross-validation and predictive information criteria
Improved convergence monitoring and effective sample size calculations for iterative simulation
Presentations of Hamiltonian Monte Carlo, variational Bayes, and expectation propagation
New and revised software code








The book can be used in three different ways. For undergraduate students, it introduces Bayesian inference starting from first principles. For graduate students, the text presents effective current approaches to Bayesian modeling and computation in statistics and related fields. For researchers, it provides an assortment of Bayesian methods in applied statistics. Additional materials, including data sets used in the examples, solutions to selected exercises, and software instructions, are available on the book's web page. "The second edition was reviewed in JASA by Maiti (2004) ... we now stand 10 years later with an even more impressive textbook that truly stands for what Bayesian data analysis should be. ... this being a third edition begets the question of what is new when compared with the second edition? Quite a lot ... this is truly the reference book for a graduate course on Bayesian statistics and not only Bayesian data analysis."
-Christian P. Robert, Journal of the American Statistical Association, September 2014, Vol. 109


Praise for the Second Edition
... it is simply the best all-around modern book focused on data analysis currently available. ... There is enough important additional material here that those with the first edition should seriously consider updating to the new version. ... when students or colleagues ask me which book they need to start with in order to take them as far as possible down the road toward analyzing their own data, Gelman et al. has been my answer since 1995. The second edition makes this an even more robust choice.
-Lawrence Joseph, Montreal General Hospital and McGill University, Statistics in Medicine, Vol. 23, 2004



I am thoroughly excited to have this book in hand to supplement course material and to offer research collaborators and clients at our consulting lab more sophisticated methods to solve their research problems.
-John Grego, University of South Carolina, USA


... easily the most comprehensive, scholarly, and thoughtful book on the subject, and I think will do much to promote the use of Bayesian methods
-David Blackwell, University of California, Berkeley, USA

Bayesian Data Analysis

FUNDAMENTALS OF BAYESIAN INFERENCE

Probability and Inference

Single-Parameter Models

Introduction to Multiparameter Models

Asymptotics and Connections to Non-Bayesian Approaches

Hierarchical Models





FUNDAMENTALS OF BAYESIAN DATA ANALYSIS

Model Checking

Evaluating, Comparing, and Expanding Models

Modeling Accounting for Data Collection

Decision Analysis





ADVANCED COMPUTATION

Introduction to Bayesian Computation

Basics of Markov Chain Simulation

Computationally Efficient Markov Chain Simulation

Modal and Distributional Approximations





REGRESSION MODELS

Introduction to Regression Models

Hierarchical Linear Models

Generalized Linear Models

Models for Robust Inference

Models for Missing Data





NONLINEAR AND NONPARAMETRIC MODELS

Parametric Nonlinear Models

Basic Function Models

Gaussian Process Models

Finite Mixture Models

Dirichlet Process Models





APPENDICES

A: Standard Probability Distributions

B: Outline of Proofs of Asymptotic Theorems

C: Computation in R and Stan





Bibliographic Notes and Exercises appear at the end of each chapter.