I am 3 chapters into Gelman’s Bayesian Data Analysis. The text is good (and available free & legitimately from that link), but where this book really shines for me so far are the problems. They are excellent, and have you using a programming languge of your choice to do computational statistics by chapter 2. I already have ideas on ways I can use the concepts at work. I had previously read through Jaynes’s Probability Theory: The Logic of Science, and I love it and it changed the way I think, but for practical value, Bayesian Data Analysis wins.
I am 3 chapters into Gelman’s Bayesian Data Analysis. The text is good (and available free & legitimately from that link), but where this book really shines for me so far are the problems. They are excellent, and have you using a programming languge of your choice to do computational statistics by chapter 2. I already have ideas on ways I can use the concepts at work. I had previously read through Jaynes’s Probability Theory: The Logic of Science, and I love it and it changed the way I think, but for practical value, Bayesian Data Analysis wins.
I haven’t!