Bayesian Data Analysis

Andrew Gelman, John B. Carlin, Hal S. Stern, David B. Dunson, Aki Vehtari, Doanld B. Rubin

"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. 109Praise 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, 2004I 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

• Fundamentals of Bayesian Inference. Fundamentals of Bayesian Data Analysis. Advanced Computation. Regression Models. Nonlinear and Nonparametric Models. Appendices.