{"id":1764,"date":"2014-05-08T07:56:36","date_gmt":"2014-05-08T11:56:36","guid":{"rendered":"https:\/\/cyrussamii.com\/?p=1764"},"modified":"2014-05-08T08:24:19","modified_gmt":"2014-05-08T12:24:19","slug":"what-to-read-to-understand-bayesian-statistics","status":"publish","type":"post","link":"https:\/\/cyrussamii.com\/?p=1764","title":{"rendered":"What to read to understand Bayesian statistics?"},"content":{"rendered":"<p>Easy: Sander Greenland (<a href=\"http:\/\/ph.ucla.edu\/faculty\/greenland\">link<\/a>).  I had read and worked with Bayesian methods for some time before encountering his work. (One of my dissertation committee members was kinda well-known in Bayesian methods: <a href=\"http:\/\/www.stat.columbia.edu\/~gelman\/\">link<\/a>.)  As I saw it, the way Bayesian methods were developed in political science, my field of application, was mostly about building big latent variable models and then using a Bayesian approach mostly for reasons of computational practicality&#8212;that is, simulation methods were often easier than trying to characterize the likelihood, and so one just threw some non-informative priors at the problem to get the machinery going and then let JAGS or BUGS rip&#8230;.  But my research didn&#8217;t really benefit from latent variable modeling.  I also came to interpret the retreat to simulation as a case of people trying to fit models they didn&#8217;t understand, which struck me as a suspect.*  Bayesian methods I concluded simply weren&#8217;t for me.<\/p>\n<p>Then I read this: <a href=\"https:\/\/files.nyu.edu\/cds2083\/public\/docs\/Greenland%202000%20Epi%20RE.pdf\">PDF<\/a> <a href=\"http:\/\/onlinelibrary.wiley.com\/doi\/10.1111\/j.0006-341X.2000.00915.x\/abstract\">Gated<\/a>. And this: <a href=\"https:\/\/files.nyu.edu\/cds2083\/public\/docs\/Greenland%202000%20multilevel.pdf\">PDF<\/a> <a href=\"http:\/\/ije.oxfordjournals.org\/content\/29\/1\/158.full\">Gated<\/a>.  (The latter builds on Efron and Morris&#8217;s seminal work on Stein estimation: <a href=\"http:\/\/statweb.stanford.edu\/~ckirby\/brad\/other\/Article1977.pdf\">PDF1<\/a> <a href=\"http:\/\/www.stat.cmu.edu\/~acthomas\/724\/Efron-Morris.pdf\">PDF2<\/a>).  The papers are simple and accessible, but no less deep for that.   Greenland performs a wonderful synthesis of various hierarchical, empirical Bayes, and &#8220;informative priors&#8221; Bayes methods.  After reading these I eagerly consumed pretty much anything he wrote and I recommend that you do the same.  <\/p>\n<p>Also worth reading is Efron and Greenland&#8217;s recent <em>Stat. Sci.<\/em> exchange (as well as others&#8217; comments, including Gelman&#8217;s): <a href=\"http:\/\/projecteuclid.org\/euclid.ss\/1290175832\">link<\/a>.<\/p>\n<p>*This isn&#8217;t to impugn all Bayesian latent variable modeling of course! Heck, I am working with some text analysis methods now that benefit greatly from Bayesian latent variable methods, or at least variational approximations.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Easy: Sander Greenland (link). I had read and worked with Bayesian methods for some time before encountering his work. (One of my dissertation committee members was kinda well-known in Bayesian methods: link.) As I saw it, the way Bayesian methods were developed in political science, my field of application, was mostly about building big latent &hellip; <\/p>\n<p class=\"link-more\"><a href=\"https:\/\/cyrussamii.com\/?p=1764\" class=\"more-link\">Continue reading<span class=\"screen-reader-text\"> &#8220;What to read to understand Bayesian statistics?&#8221;<\/span><\/a><\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[1],"tags":[],"class_list":["post-1764","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/cyrussamii.com\/index.php?rest_route=\/wp\/v2\/posts\/1764","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/cyrussamii.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/cyrussamii.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/cyrussamii.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/cyrussamii.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=1764"}],"version-history":[{"count":7,"href":"https:\/\/cyrussamii.com\/index.php?rest_route=\/wp\/v2\/posts\/1764\/revisions"}],"predecessor-version":[{"id":1771,"href":"https:\/\/cyrussamii.com\/index.php?rest_route=\/wp\/v2\/posts\/1764\/revisions\/1771"}],"wp:attachment":[{"href":"https:\/\/cyrussamii.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=1764"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/cyrussamii.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=1764"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/cyrussamii.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=1764"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}