I am interested in learning Bayesian Statistics related for my CS career. I have a very little background on frequentist statistics, which I know differs from the bayesian approach. The reason of my interest is because I would like to apply some techniques such as mixture of Gaussians, or EM algorithms.

I have seen that before studying Bayesian Statistics it is advisable to learn concepts like probability distributions, pdf, cdf, maximum likelihood, moments, and so on. Does anybody has a recommendation about what topics to read first before doing Bayesian Stat? also what book do you recommend for these preliminars?

PD. Apart of the bayesian stuff, any book that could be good for learning basis statistics and probability that I would need for the bayesian part?


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