I have been very interested lately in learning Bayesian Statistics, but I have only a little bit of background in the frequentist statistics, only one term at University.
Some of the books that I have seen are extremely mathematically oriented like:
- Bayesian Theory, José Bernardo. Probability and Statistics, Degroot
(this is actually a nice book, but it jumps too much between chapters in the examples, making the process of reading pretty sequential in all the book)
The topics that I would like to learn are:
- Bayesian inference.
- Generation of independent samples from distributions.
- Monte Carlo integration, importance sampling.
- Posterior distribution with numerical quadrature or Laplace expansion.
- MCMC methods: Gibbs and Metropolis-Hastings sampling.
- Auxiliary variable methods in MCMC.
- EM algorithm.
- Multi-model inference.
- MCMC theory.
I have tried to find something in Coursera but nothing. What books or online courses do you recommend?