lukeprog comments on Open Thread, October 27 - 31, 2013 - Less Wrong

2 Post author: mare-of-night 28 October 2013 12:59AM

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Comment author: lukeprog 30 October 2013 08:59:22PM 4 points [-]

Berger is highly technical, not much of an introduction.

On Bayesian statistics, Bayesian Data Analaysis is a classic.

"Bayesian decision theory" usually just means "normal decision theory," so you could start with my FAQ. Though when decision theory is taught from a statistics book rather than an economic book, they use slightly different terminology, e.g. they set things up with a loss function rather than a utility function. For an intro to decision theory from the Bayesian statistics angle, Introduction to Statistical Decision Theory is pretty thorough, and more accessible than Berger.

Comment author: patrickmclaren 30 October 2013 10:35:02PM 0 points [-]

Great, thank you very much for the references. I am now reading your FAQ before moving onto the texts, I'll post any comments I have there.