[computer-go] Hint for good Bayes book wanted

Rémi Coulom Remi.Coulom at univ-lille3.fr
Mon Jul 23 07:07:42 PDT 2007


chrilly wrote:
> I have a Phd in statistics. But Bayesian methods were at that time a 
> non-topic. I know the general principles, but I want to learn a little 
> bit more about the latest developments in the field. Bayes is now chic, 
> there are many books about it. I assume also a lot of bad ones.
> Can anyone recommend me a good state of the art book about Bayesian 
> inference. Should be somewhat in the applied direction, but also with a 
> sound mathematical background.
> 
> Chrilly
> _______________________________________________
> computer-go mailing list
> computer-go at computer-go.org
> http://www.computer-go.org/mailman/listinfo/computer-go/

I would suggest David MacKay's book, _Information Theory, Inference, and 
Learning Algorithms_
http://www.inference.phy.cam.ac.uk/mackay/itila/book.html
Table of contents:
http://www.inference.phy.cam.ac.uk/mackay/itila/toc.html

I have not read it, but from what I have seen of it, I believe you may 
like it.

Wikipedia may also be a good starting point:
http://en.wikipedia.org/wiki/Bayesian_inference

Rémi


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