Applied Bayesian hierarchical methods

摘要

The Bayesian approach to model and interpret data is quite natural and intuitive. At any given time, the knowledge is not complete by any means but is in a progressive path. New data arrive with additional information. When the additional information brings in new aspects, then the prior knowledge is updated to a new level. When the additional information is just a redundancy, the prior knowledge is validated with higher precision. This idea is the central theme of the Bayesian, and hence the Bayesian is more practical. The Bayesian approach is appreciated and applied in all professional and personal life. The following three books are excellent sources for learning or applying them.