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Bayesian Data Analysis, Third edition (2013) [pdf]

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Re: Bayesian Data Analysis, Third edition (2013) [pdf]

#33
BDA is THE book to learn Bayesian Modeling in depth rigorously. For different approaches there are a number shared here like Statistical Rethinking from Richard McElreath or Regression and other stories which Gelman and Aki wrote as well.

I also write a book on the topic which is focused a code and example approach. It's available for open access here. https://bayesiancomputationbook.com

Re: Bayesian Data Analysis, Third edition (2013) [pdf]

#34
post #31

Is Bayesian data analysis relevant anymore in the era of foundation models and big data?

Why would it not be? You can use big data and neural nets to fit Bayesian models (variational inference).

I meant specifically the book, which doe not have any of those things you mentioned.

Also nobody fits neural networks and use variation inference using any priors that aren’t some standard form that makes algorithm easy

Re: Bayesian Data Analysis, Third edition (2013) [pdf]

#35
post #31

Is Bayesian data analysis relevant anymore in the era of foundation models and big data?

Even in this era, there are some problems for which data is extremely limited. Those IMO tend to be the problems in which Bayesian techniques shine the most.

Re: Bayesian Data Analysis, Third edition (2013) [pdf]

#36
post #31

Is Bayesian data analysis relevant anymore in the era of foundation models and big data?

Yes, because Bayes' rule is fundamental if you're reasoning probabalistically. Bayesian methods produce better results with quantified uncertainty, we just don't have efficient methods to compute them for deep models yet.

Re: Bayesian Data Analysis, Third edition (2013) [pdf]

#38
post #31

Is Bayesian data analysis relevant anymore in the era of foundation models and big data?

Foundation models can be seen as approximate amortized posterior inference machines where the posterior is conditioning on the pre-training data. However, the uncertainty is usually ignored, and there may be ways to improve the state of the art if we were better Bayesians.

Re: Bayesian Data Analysis, Third edition (2013) [pdf]

#39
post #31

Is Bayesian data analysis relevant anymore in the era of foundation models and big data?

General quantitative thinking, and a sense of statistics, are still valuable. If you don't learn them from Bayes specifically, you should learn them somehow. The "square root of n rule" is still a stern master. And we're still not past having to think about whether our results make sense.

[0] The rule of thumb that signal-to-noise improves with the square root of the number of measurements. Also, as my dad put it: "The more bad data we average together, the closer we get to the wrong answer."

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