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L'Analyse
Statistique
Bayesienne (1992)
Economica, Paris.
News
(Sept. 04): Thanks
to local
support from Université Dauphine, a translation from the
Bayesian
Choice is under way and should be published by Springer-Paris.
News
(Jan. 06): The
translation is
now published by Springer Paris under the title Le Choix
Bayésien [Springer
order]
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First edition: The
Bayesian Choice: a Decision-Theoretic Motivation
(1994) Springer-Verlag, New York
Second edition: The
Bayesian
Choice: from Decision-Theoretic Motivations
to Computational Implementation (2001)
Springer-Verlag, New York
News
(June 04): This
book got the
2004 DeGroot Prize at the ISBA 2004 meeting in Vina del Mar (Chile). "The
selection committee believes that Robert's book sets a new standard for
modern textbooks dealing with Bayesian methods, especially those using
MCMC techniques, and that it is a worthy successor to DeGroot's and
Berger's earlier texts."
News
(June 07): The
paperback version of
this book is now published, with no changes
[besides typos!] compared with the 2001 edition
News
(July 07): A
solution
manual for instructors is in the making and should be
available thru Springer website in a few months.
News
(April 08): The
solution
manual is still incomplete. Whenever ready, it will appear
on Springer
website so please do not contact me directly!
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Buy
the book from Springer Verlag
Check for typos
in the first penrinting of the second edition (latest typos)
Get a complete set of slides
for a course based on the book
Enjoy a fairly radical criticism
of
the book (in French)
Read the review of the first edition in the Mathematical
Reviews, 97d:62059
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Méthodes
de Monte
Carlo par chaines de Markov (1996) Economica,
Paris.
Preliminary (French) version to Monte Carlo
Statistical Methods
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Discretization
and MCMC
Convergence Assessment (1998) (MC3
research group) Lecture Notes 135, Springer-Verlag, New York.
Abstract
Read the review in the Mathematical
Reviews, 99m:65012.
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Monte
Carlo Statistical
Methods (1999) (with George Casella)
Springer-Verlag, New York.
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Second
edition (appeared in Aug. 04):
- Five
new
chapters (Monte Carlo control, slice sampling, two-stage Gibbs
sampling, perfect sampling, sequential importance sampling)
- 150
more
pages
- Updated
references
- R
programs for some examples [Here!]
- More
problems
- 130
pages solution
manual for
instructors only (please contact Springer-Verlag
directly, not
the authors!)
- Extended
index
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- A set of Beamer slides
from a course in Carlos III, Madrid (2005)
- A video
of a crash course I gave for the Machine Learning
Summer School 2005
- First errata
and typos of this second edition, first printing, taken into
account in the second printing of Spring 2005
- Errata
and
typos
to be corrected in the third printing (latest typos)
- Buy this new edition with Springer
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Bayesian
Core: A practical approach to computational Bayesian
analysis (2007) (with Jean-Michel Marin)
Springer-Verlag, New York.
Features:
- Self
contained and concise (250 pages)
- Seven
data-supported chapters with specific themes
- R
programs available for all procedures
- Slides
provided in both pdf and LaTeX Beamer
- Complete
solution manual available to all on Springer website and arXiv
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News
(June 07): Bayesian Core is
currently ranked 3rd in the Modeling
& Simulation category
of Amazon.ca
News
(July 07): A second
printing is already on its way, with first typos corrected here
News
(Aug 07): A review
by J. Hilbe has been published by J. Statist. Software
here
News
(Oct 07): A review
by L. Joseph has been published
by Biometrics and is
discussed here
News
(Nov 07): Bayesian Core is
still ranked 2nd in the Modeling
& Simulation category
of Amazon.ca
News
(Feb 08): A series
of two short courses is going to be given around ISBA 2008 here and there
News
(March 08): An
enthusiastic review
by J. Barber has been published by J.
American Statistical Association here
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Introducing
Monte Carlo Methods with R (2009) (with Casella)
Springer-Verlag, New York.
Features
- A self-contained concise entry (296 pages)
- Full of illustrations with commented R
programs
- Free R package mcsm
- Solution manual freely available for odd-numbered exercises
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Méthodes de Monte-Carlo avec R (2011) (with G. Casella) Springer-Verlag, Paris
Features
- A version in French for the new Pratique R collection(256 pages)
- Many typos from the English edition corrected
- Free R package mcsm
- High-quality graphs
- Japanese translation appeared in 2012
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Bayesian essentials with R (2013) (with Jean-Michel Marin)
Springer-Verlag, New York.
Features
- A thoroughly revised edition of Bayesian Core (296 pages)
- Colour edition!
- Simplified exposition of concepts
- Stronger stress on R implementation
- Free R package bayess
- Solution manual freely available for all exercises
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