Bayesian Statistics Self-Study Resources

Mar 11, 2023 2 min read Probability, tutorial

Here are some good resources for Bayesian Statistics self-learning.

Textbooks

“A Student’s Guide to Bayesian Statistics”: Easy to understand, also with problem and solution available on the author’s personal blog. There are also lots of other useful Bayesian resources on his blog, for example, the Bayesian lecture slides, definitely deserve to check!
“Bayesian Data Analysis”: Sort of “Bayesian Bible”. Comprehensive coverage of Bayesian methods.
“Statistical Rethinking A Bayesian Course with Examples in R and STAN”: Very Special flavor … includes a strong focus on using the statistical software R and the modeling language Stan.

A Student’s Guide to Bayesian Statistics textbook also provides a series of video lectures on YouTube.
Statistical Rethinking with video lectures. “Statistical Rethinking: A Bayesian Course with Examples in R and Stan” by Richard McElreath. This book is very practical and focuses on applied Bayesian statistics, and would be a good choice if you want to get your hands dirty with real-world problems and data. It uses the R and Stan software tools, which are popular among statisticians and data scientists.
Bayesian statistics: a comprehensive course: This playlist provides a complete introduction to the field of Bayesian statistics and covers a wide range of topics, including Bayesian inference, prior and posterior distributions, conjugate priors, hierarchical models, and more.
MIT Open Course Ware: “Statistics for Applications” Lecture 17 and lecture 18 give a brief introduction to Bayesian statistics.
Bayesian Statistics YouTube playlist provides us some short videos, around 10 mins per video, to illustrate some key concepts in Bayesian stats.
S22 MATH 347 Bayesian Statistics at Vassar College video lectures with GitHub repo containing the course material.