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  • Textbook
  • © 2020

Bayesian Compendium

Authors:

  • Shows how Bayesian algorithms work in an easy to understand way
  • Explains Markov Chain Monte Carlo sampling with straightforward examples
  • Complemented with the R codes used in the book for modelling, data analysis and visualisation
  • Covers complex process-based models as well as simple regression methods and includes chapters on model emulation, graphical modelling, hierarchical modelling, risk analysis and machine learning
  • Includes supplementary material: sn.pub/extras

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Table of contents (24 chapters)

  1. Front Matter

    Pages i-xiv
  2. Introduction to Bayesian Thinking

    • Marcel van Oijen
    Pages 1-6
  3. Introduction to Bayesian Science

    • Marcel van Oijen
    Pages 7-16
  4. Assigning a Prior Distribution

    • Marcel van Oijen
    Pages 17-21
  5. Assigning a Likelihood Function

    • Marcel van Oijen
    Pages 23-27
  6. Deriving the Posterior Distribution

    • Marcel van Oijen
    Pages 29-32
  7. Sampling from Any Distribution by MCMC

    • Marcel van Oijen
    Pages 33-38
  8. Twelve Ways to Fit a Straight Line

    • Marcel van Oijen
    Pages 49-62
  9. MCMC and Complex Models

    • Marcel van Oijen
    Pages 63-67
  10. Model Ensembles: BMC and BMA

    • Marcel van Oijen
    Pages 81-87
  11. Discrepancy

    • Marcel van Oijen
    Pages 89-92
  12. Gaussian Processes and Model Emulation

    • Marcel van Oijen
    Pages 93-105
  13. Graphical Modelling (GM)

    • Marcel van Oijen
    Pages 107-120
  14. Bayesian Hierarchical Modelling (BHM)

    • Marcel van Oijen
    Pages 121-128
  15. Approximations to Bayes

    • Marcel van Oijen
    Pages 135-136

About this book

This book describes how Bayesian methods work. Its primary aim is to demystify them, and to show readers: Bayesian thinking isn’t difficult and can be used in virtually every kind of research. In addition to revealing the underlying simplicity of statistical methods, the book explains how to parameterise and compare models while accounting for uncertainties in data, model parameters and model structures.

How exactly should data be used in modelling? The literature offers a bewildering variety of techniques and approaches (Bayesian calibration, data assimilation, Kalman filtering, model-data fusion, etc). This book provides a short and easy guide to all of these and more. It was written from a unifying Bayesian perspective, which reveals how the multitude of techniques and approaches are in fact all related to one another. Basic notions from probability theory are introduced. Executable code examples are included to enhance the book’s practical use for scientific modellers, and all code is available online as well.

Reviews

“The writing is succinct and easy to understand. … The book does cover a wide range of topics in Bayesian science, and that is indeed one of its best features. I do see it serving as a starting point for most non statistically minded researchers, who can get a basic idea about their topic of interest from consulting the book, and then consult references provided to get a more in-depth knowledge. Overall, I do congratulate the author on writing this book.” (Sayan Dasgupta, Biometrics, Vol. 78 (2), July, 2022)

Authors and Affiliations

  • Edinburgh, UK

    Marcel van Oijen

About the author

Marcel van Oijen studied Mathematical Biology at the University of Utrecht and completed his PhD in Plant Disease Epidemiology at Wageningen University, where he subsequently worked on modelling the impacts of environmental change on crops. He is currently a Senior Scientist at the UK’s Natural Environment Research Council, focusing on the use of Bayesian methods in the modelling of ecosystem services provided by grasslands, forests and agroforestry systems.

Bibliographic Information

Buy it now

Buying options

eBook USD 69.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 89.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 119.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access