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Think Bayes - Bayesian Statistics Made Simple

greenteapress.com

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Re: Think Bayes - Bayesian Statistics Made Simple

#21

Post by zmjones »

hessenwolf wrote: post #19

Bayesian is cool because you can make arbitrarily complex models, and when you have the parameters estimated it is really easy to calculate all the cool things you want to. Bayesian is not cool because estimating the parameters takes bloody ages on a supercomputer, unless you spend ages being really careful to specify your model. Frequentist statistics is cool because it is a massive big bag of tricks to estimate all…

Definitely agree. Do check out Stan though. HMC is pretty fast compared to BUGS/JAGS.

Re: Think Bayes - Bayesian Statistics Made Simple

#22

Post by AllenDowney »

equark wrote: post #9

My problem with books like this is that they have almost no connection to why Bayesian statistics is successful: Bayesian statistics provides a unified recipe to tackle complex data analysis problems. Arguably the only known unified recipe. The Bayesian book I want should emphasize how Bayes is a recipe for studying complex problems and teach a broad range of model ingredients. Learning Bayesian statistics is about b…

Yes, that's exactly what the objective of this book is! I am not using computation out of necessity, but rather because I think it provides leverage for understanding the concepts, and learning to (as you say) compose traditional models and build new ones.

As the book comes along, I am finding that many ideas that are hard to explain and understand mathematically can be very easy to express computationally, especially using discrete approximations to continuous distributions.

For example, I just posted a section on ABC

http://www.greenteapress.com/thinkbayes/html/thinkbayes008.h...

that (I think) really demonstrates the strength of this approach.

Of course, my premise only applies for people who are as comfortable with programming as with math, or more so.

Re: Think Bayes - Bayesian Statistics Made Simple

#23

Post by AllenDowney »

nowarninglabel wrote: post #10

So, I'm going to counter here and say I don't find this to be a good intro. I started reading and had not heard of the "Girl named Florida" problem and then went to the linked to blog post http://allendowney.blogspot.com/2011/11/girl-named-florida-s... The way he explains it I found to be confusing and counter-intuitive. I've taken basic stats in college, and learned some of the associated problems, though not this o…

I am coming around to the conclusion that this example is more trouble than it's worth. I think it's kind of fun, but it does seem to annoy people.

This kind of feedback is exactly why I like to post drafts early. Expect this example to magically disappear very soon :)

Re: Think Bayes - Bayesian Statistics Made Simple

#24

Post by AllenDowney »

udit99 wrote: post #8

I'm really interested in knowing the prereqs I should have before picking up a book like this. Coming from a weak math background I find these books highly appealing but mildly intimidating. Also, could someone advise me on the preferred order of tackling the following Books? 1. Think Bayes 2. Think Stats 3. Programming Collective Intelligence by T.Segaran

I need to write a preface to answer this question, but the most important prereq is Python programming. The premise of the series is that if you can program (in any language) you can use that skill as leverage to learn about other topics.

So I would recommend

1. Think Python 2. Think Stats 3. Think Bayes

Re: Think Bayes - Bayesian Statistics Made Simple

#25

Post by danso »

ph0rcyas wrote: post #18
avaku wrote: post #17

Earlier quoted context omitted.

The greatness of this book cannot be overstated

Agree. It is unbelievable - one has to study it to believe it.

Going to Amazon right now...

* edit: Doh, no Kindle version. I don't mind paying $90+ for a good book though, just like it to be electronic: http://www.amazon.com/Probability-Theory-The-Logic-Science/d...

Re: Think Bayes - Bayesian Statistics Made Simple

#26

Post by dan_yall »

danso wrote: post #25
ph0rcyas wrote: post #18

Earlier quoted context omitted.

Agree. It is unbelievable - one has to study it to believe it.

Going to Amazon right now... * edit: Doh, no Kindle version. I don't mind paying $90+ for a good book though, just like it to be electronic: http://www.amazon.com/Probability-Theory-The-Logic-Science/d...

Free pdf is available here:

http://bayes.wustl.edu/etj/prob/book.pdf

It's always nice to see good things come out of Wash U. (Alum here.)

Re: Think Bayes - Bayesian Statistics Made Simple

#27

Post by PostOnce »

I'm a big fan of the author's other books, Think Python and Think Complexity (haven't had the time for Think Stats), I found them more understandable than most other books that purport to teach people of the same skill level.

I'm hoping this will be as good, but all the negative comments here leave me skeptical. Perhaps this is the crowd that would enjoy K&R C more than Think Python. The former is more of a reference to me than an introductory tome. Perhaps everyone here is just better at math than I am.

Re: Think Bayes - Bayesian Statistics Made Simple

#28

Post by gknoy »

spin wrote: post #14
nowarninglabel wrote: post #10

So, I'm going to counter here and say I don't find this to be a good intro. I started reading and had not heard of the "Girl named Florida" problem and then went to the linked to blog post http://allendowney.blogspot.com/2011/11/girl-named-florida-s... The way he explains it I found to be confusing and counter-intuitive. I've taken basic stats in college, and learned some of the associated problems, though not this o…

I agree that his first example, "The Girl Named Florida" was a confusing example. I feel pretty comfortable with Bayesian statistics, and I thought the other examples that I saw were pretty clear. But his very first example jumps you out to another webpage, and then he mixes it with "the red-haired problem". It was irritating. His next example, "The Cookie Problem" is the classic intro-to-Bayes example, IMO.

As someone with nearly zero knowledge of statistics or Bayes' Theorem, I agree: the cookie problem was a very clear example to follow. The "Girl named Florida" solution, while interesting, probably doesn't work as well as a textbook example, at least not in that stage of learning.

Reading the Florida problem solution, it made some sense, but was definitely of a higher level of complexity than the rest of the text.

What I found really interesting was that the answers to some of the other questions on the "Girl Named Florida" discussion required knowledge which I would not have considered general math-ish knowledge:

> If the parents have brown hair > and one of their children has red hair, > we know that both parents are heterozygous, > so their chance of having a red-haired girl is 1/8.

Interesting to learn, but this "if you also happen to know this ..." step is something that was mildly frustrating.

(edit: Since the grandparent post linked the Girl Named Florida blog post, I guess I don't need to.)

Re: Think Bayes - Bayesian Statistics Made Simple

#29

Post by Fixnum »

dan_yall wrote: post #26
danso wrote: post #25

Earlier quoted context omitted.

Going to Amazon right now... * edit: Doh, no Kindle version. I don't mind paying $90+ for a good book though, just like it to be electronic: http://www.amazon.com/Probability-Theory-The-Logic-Science/d...

Free pdf is available here: http://bayes.wustl.edu/etj/prob/book.pdf It's always nice to see good things come out of Wash U. (Alum here.)

Unfortunately, it's only the first 95 pages.

Re: Think Bayes - Bayesian Statistics Made Simple

#30

Post by nowarninglabel »

AllenDowney wrote: post #23
nowarninglabel wrote: post #10

So, I'm going to counter here and say I don't find this to be a good intro. I started reading and had not heard of the "Girl named Florida" problem and then went to the linked to blog post http://allendowney.blogspot.com/2011/11/girl-named-florida-s... The way he explains it I found to be confusing and counter-intuitive. I've taken basic stats in college, and learned some of the associated problems, though not this o…

I am coming around to the conclusion that this example is more trouble than it's worth. I think it's kind of fun, but it does seem to annoy people. This kind of feedback is exactly why I like to post drafts early. Expect this example to magically disappear very soon :)

Wow, great to see a reply from you, and thanks for taking feedback :)
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