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I am trying to get upto speed in Bayesian Statistics. I have a little bit of stats background (STAT 101) but not too much - I think I can understand prior, posterior, and likelihood :D.

I don't want to read a Bayesian textbook just yet. I'd prefer to read from a source (website preferred) that will ramp me up quickly. Something like this, but that has more details.

Any advice?

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    $\begingroup$ Hi all, Thanks a lot for the pointers. I will be sure to look. $\endgroup$ – Andy Feb 18 '11 at 15:13
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Here's a place to start:

ftp://selab.janelia.org/pub/publications/Eddy-ATG3/Eddy-ATG3-reprint.pdf

http://blog.oscarbonilla.com/2009/05/visualizing-bayes-theorem/

http://yudkowsky.net/rational/bayes

http://www.math.umass.edu/~lavine/whatisbayes.pdf

http://en.wikipedia.org/wiki/Bayesian_inference

http://en.wikipedia.org/wiki/Bayesian_probability

Tutorial_on_Bayesian_Statistics_and_Clinical_Trials

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  • $\begingroup$ I'm just wondering if anyone else noticed that the values at the top of page 2 of the 4th link (whatisbayes.pdf) are a little farther off than simple rounding error? I'm getting about 0.040, 0.097, 0.138, 0.139. $\endgroup$ – John Feb 18 '11 at 2:59
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If you'd like to try a few learn by examples, you may be interested in "Bayesian Computation in R" by Jim Albert.

Its related R package is called LearnBayes.

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Some more depth:

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These aren't complete tutorials on Bayesian statistics, but rather isolated explanations of individual concepts that I like. Just thought I'd add in case it helps.

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I wrote a post on getting started with JAGS for Bayesian modelling. If you're keen to get started quickly then playing around with some variant of BUGS, such as JAGS, is a practical way to get started.

To quote the abstract of the post

This post provides links to various resources on getting started with Bayesian modelling using JAGS and R. It discusses: (1) what is JAGS; (2) why you might want to perform Bayesian modelling using JAGS; (3) how to install JAGS; (4) where to find further information on JAGS; (5) where to find examples of JAGS scripts in action; (6) where to ask questions; and (7) some interesting psychological applications of Bayesian modelling.

In particular, you may find it useful to study some of the example scripts mentioned in the post.

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  • $\begingroup$ Jeromy, your blog is a wonderful resource. $\endgroup$ – Matt Parker May 15 '12 at 19:14
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You could try 'Teaching Bayesian Reasoning In Less Than Two Hours'.

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    $\begingroup$ Unfortunately, Lynch's book is not completely reliable, as shown by this other question. $\endgroup$ – Xi'an Jun 26 '16 at 15:44

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