Books  Data Analysis & Modelling  Data Analysis & Statistics 

Data Analysis: A Bayesian Tutorial


By: Devinderjit S Sivia and John Skilling

256 pages, b/w line drawings

Oxford University Press

Paperback | Jun 2006 | Edition: 2 | #157189 | ISBN: 0198568320
Availability: Usually dispatched within 48 hours
NHBS Price: £29.99 $37/€34 approx
Hardback | Jun 2006 | Edition: 2 | #157190 | ISBN: 0198568312
Availability: Usually dispatched within 2-3 weeks Details
NHBS Price: £65.99 $81/€74 approx

About this book

Statistics lectures have been a source of much bewilderment and frustration for generations of students. This book attempts to remedy the situation by expounding a logical and unified approach to the whole subject of data analysis. This text is intended as a tutorial guide for senior undergraduates and research students in science and engineering. After explaining the basic principles of Bayesian probability theory, their use is illustrated with a variety of examples ranging from elementary parameter estimation to image processing. Other topics covered include reliability analysis, multivariate optimisation, least-squares and maximum likelihood, error-propagation, hypothesis testing, maximum entropy and experimental design.

The Second Edition of this successful tutorial book contains a new chapter on extensions to the ubiquitous least-squares procedure, allowing for the straightforward handling of outliers and unknown correlated noise, and a cutting-edge contribution from John Skilling on a novel numerical technique for Bayesian computation called 'nested sampling'.

One of the strengths of this book is the author's ability to motivate the use of Bayesian methods through simple yet effective examples. Katie St. Clair MAA Reviews


1. The Basics; 2. Parameter Estimation I; 3. Parameter Estimation II; 4. Model Selection; 5. Assigning Probabilities; 6. Non-parametric Estimation; 7. Experimental Design; 8. Least-Squares Extensions; 9. Nested Sampling; 10. Quantification; Appendices; Bibliography

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