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The Bayesian Choice from Decision-Theoretic Foundations to Computational Implementation

by Christian P. Robert

  • ISBN: 9780387952314
  • ISBN10: 0387952314

The Bayesian Choice from Decision-Theoretic Foundations to Computational Implementation

by Christian P. Robert

  • List Price: $139.99
  • Binding: Hardcover
  • Edition: 2
  • Publisher: Springer Verlag
  • Publish date: 06/01/2001
  • ISBN: 9780387952314
  • ISBN10: 0387952314
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Description: Winner of the 2004 DeGroot PrizeThe DeGroot Prize is awarded every two years by the International Societyfor Bayesian Analysis in recognition of an important, timely, thorough andnotably original contribution to the statistics literature.This graduate-level textbook presents an introduction to Bayesian statistics and decision theory. Its scope covers both the basic ideas of statistical theory, and also some of the more modern and advanced topics of Bayesian statistics such as complete class theorems, the Stein effect, Bayesian model choice, hierarchical and empirical Bayes modeling, Monte Carlo integration, including Gibbs sampling and other MCMC techniques. The second edition includes a new chapter on model choice (Chapter 7) and the chapter on Bayesian calculations (6) has been extensively revised. Chapter 4 includes a new section on dynamic models. In Chapter 3, the material on noninformative priors has been expanded, and Chapter 10 has been supplemented with more examples. The Bayesian Choice will be suitable as a text for courses on Bayesian analysis, decision theory or a combination of them.
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