

Ask HN: Bayesian Statistics – where do I start? - cessor

A friend of mine mentioned that testing hypothesis in social sciences the &quot;classical&quot; way can be quite limiting and that 
Bayesian Statistics are &quot;the future&quot;.<p>Could you explain why that is?<p>Do you have any recommendations on a good textbook?
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RogerL
E. T. Jaynes' book "Probability Theory" is a tour de force and freely
available[1]. The preface and first chapter answers your first question; it
exceeds anything you'll probably read here, certainly from me.

[1]
[http://bayes.wustl.edu/etj/prob/book.pdf](http://bayes.wustl.edu/etj/prob/book.pdf)

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dennybritz
Bayesian Reasoning and Machine Learning (BRML) by David Barber is an excellent
introductory textbook. It's also free:
[http://www0.cs.ucl.ac.uk/staff/d.barber/brml/](http://www0.cs.ucl.ac.uk/staff/d.barber/brml/)

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rthomas6
Sounds like your friend is an acolyte of the LessWrong cult. That doesn't mean
your friend is wrong. If you go on Lesswrong's website they have all sorts of
articles on why Bayesian statistics is better.

I haven't looked into it very much, but I think they see Bayesian statistics
as better because it better takes prior information into account.

Here's a persuasive essay on the topic by LessWrong's cult leader:
[http://lesswrong.com/lw/ul/my_bayesian_enlightenment/](http://lesswrong.com/lw/ul/my_bayesian_enlightenment/)

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gtani
free texts by Barber and MacKay:
[http://www.reddit.com/r/MachineLearning/comments/1jeawf/mach...](http://www.reddit.com/r/MachineLearning/comments/1jeawf/machine_learning_books/)

_________

course lecture notes:
[http://alumni.media.mit.edu/~tpminka/courses/10-602/schedule...](http://alumni.media.mit.edu/~tpminka/courses/10-602/schedule.html)

[https://stat.duke.edu/~st118/sta250/](https://stat.duke.edu/~st118/sta250/)

_____________

texts by Kruschke in R and Gelman/Carlin/Stern et al

[http://www.stat.columbia.edu/~gelman/book/](http://www.stat.columbia.edu/~gelman/book/)

[http://www.r-bloggers.com/first-impressions-of-doing-
bayesia...](http://www.r-bloggers.com/first-impressions-of-doing-bayesian-
data-analysis/)

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rubiquity
I'm still learning about Bayesian Stats myself, but so far I've really enjoyed
Think Bayes[0] by Allen Downey. He's a great writer and one of his other books
was recently on the front page here.

0 -
[http://www.greenteapress.com/thinkbayes/](http://www.greenteapress.com/thinkbayes/)

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cessor
Thank you, I will give it a try, I enjoyed the think-x series for a while. You
all have been helping me out in a great way, I will start here...

