MacKay’s Information Theory, Inference, and Learning Algorithms may not be exactly what you’re looking for. But I’ve heard it highly recommended by people with pretty good taste, and what I’ve read of it is fantastic. Also, the pdf’s free on the author’s website.
I highly recommend this book, but then it’s currently my introduction to both Information Theory and Bayesian Statistics, and I haven’t read any others to compare it to. I find it difficult to imagine a better one though.
Clear, logical, rigorous, readable, and lots of well chosen excellent exercises that illuminate the text.
MacKay’s Information Theory, Inference, and Learning Algorithms may not be exactly what you’re looking for. But I’ve heard it highly recommended by people with pretty good taste, and what I’ve read of it is fantastic. Also, the pdf’s free on the author’s website.
I highly recommend this book, but then it’s currently my introduction to both Information Theory and Bayesian Statistics, and I haven’t read any others to compare it to. I find it difficult to imagine a better one though.
Clear, logical, rigorous, readable, and lots of well chosen excellent exercises that illuminate the text.