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Bayesian data analysis. 3rd revised and updated ed. (English) Zbl 1279.62004
Chapman & Hall/CRC Texts in Statistical Science Series. Boca Raton, FL: CRC Press (ISBN 978-1-4398-4095-5/hbk). xiv, 661 p. (2014).
New to the third edition:
– Four new chapters on nonparametric modeling
– Coverage of weakly informative priors and boundary-avoiding priors
– Updated discussion of cross-validation and predictive information criteria
– Improved convergence monitoring and effective sample size calculations for iterative simulation
– Presentations of Hamiltonian Monte Carlo, variational Bayes, and expectation propagation
– New and revised software code
See the reviews of the first (reprint 1998) and second editions in [Zbl 0914.62018; Zbl 1039.62018].

MSC:
62-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics
62F15 Bayesian inference
62-07 Data analysis (statistics) (MSC2010)
62Jxx Linear inference, regression
62Pxx Applications of statistics
65C40 Numerical analysis or methods applied to Markov chains
Software:
BUGS; R; BayesDA
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