Bayesian Statistics

Julyan Arbeljulyan.arbel@carloalberto.org

Collegio Carlo Alberto, Moncalieri, Italy

March 17, 2015

Note that The American Statistician, American Scientist and StatisticalScience are rather general audience journals. You can find a brief descriptionof the journals by following the links below:

The Annals of Probability, The Annals of Statistics, Bayesian Analysis,Biometrika, Journal of the American Statistical Association, Journal of theRoyal Statistical Society Series B (Statistical Methodology), The AmericanStatistician, American Scientist, Statistical Science.

References

[1] T. Bayes. An essay towards solving a problem in the doctrine of chances.Philosophical Transactions (1683-1775), pages 370–418, 1763.

[2] Lorraine Schwartz. On Bayes procedures. Zeitschrift fur Wahrschein-lichkeitstheorie und verwandte Gebiete, 4(1):10–26, 1965.

[3] W Keith Hastings. Monte Carlo sampling methods using Markov chainsand their applications. Biometrika, 57(1):97–109, 1970.

[4] Dennis V Lindley and Adrian FM Smith. Bayes estimates for the lin-ear model. Journal of the Royal Statistical Society: Series B (StatisticalMethodology), pages 1–41, 1972.

[5] Thomas S Ferguson. A Bayesian analysis of some nonparametric problems.The Annals of Statistics, pages 209–230, 1973.

[6] Jose M Bernardo. Reference posterior distributions for Bayesian inference.Journal of the Royal Statistical Society: Series B (Statistical Methodology),pages 113–147, 1979.

[7] Persi Diaconis and Donald Ylvisaker. Conjugate priors for exponentialfamilies. The Annals of Statistics, 7(2):269–281, 1979.

[8] Irving J Good. AM Turing’s statistical work in World War II. Biometrika,pages 393–396, 1979.

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[9] Persi Diaconis and David Freedman. Finite exchangeable sequences. TheAnnals of Probability, pages 745–764, 1980.

[10] Charles M Stein. Estimation of the mean of a multivariate normal distri-bution. The Annals of Statistics, pages 1135–1151, 1981.

[11] Donald B Rubin. Bayesianly justifiable and relevant frequency calculationsfor the applies statistician. The Annals of Statistics, 12(4):1151–1172, 1984.

[12] Persi Diaconis and Donald Ylvisaker. Quantifying prior opinion. BayesianStatistics, 2:133–156, 1985.

[13] Persi Diaconis and David Freedman. On the consistency of Bayes estimates.The Annals of Statistics, pages 1–26, 1986.

[14] Persi Diaconis. Recent progress on de Finetti’s notions of exchangeability.Bayesian statistics, 3:111–125, 1988.

[15] Robert Tibshirani. Noninformative priors for one parameter of many.Biometrika, 76(3):604–608, 1989.

[16] Sandy Zabell. RA Fisher on the history of inverse probability. StatisticalScience, pages 247–256, 1989.

[17] Alan E Gelfand and Adrian FM Smith. Sampling-based approaches to cal-culating marginal densities. Journal of the American statistical Association,85(410):398–409, 1990.

[18] Eric L Lehmann. Model specification: the views of Fisher and Neyman,and later developments. Statistical Science, 5(2):160–168, 1990.

[19] Dennis V Lindley. The present position in Bayesian statistics. StatisticalScience, pages 44–65, 1990.

[20] CJ Geyer. Practical Monte Carlo Markov chain (with discussion). Statis-tical Science, 7(1):473–511, 1992.

[21] William H Jefferys and James O Berger. Ockham’s razor and Bayesiananalysis. American Scientist, pages 64–72, 1992.

[22] Eugene Seneta. Lewis Carroll’s “pillow problems”: on the 1993 centenary.Statistical science, pages 180–186, 1993.

[23] David Madigan, Jeremy York, and Denis Allard. Bayesian graphical modelsfor discrete data. International Statistical Review/Revue Internationale deStatistique, pages 215–232, 1995.

[24] Robert E Kass and Larry Wasserman. The selection of prior distribu-tions by formal rules. Journal of the American Statistical Association,91(435):1343–1370, 1996.

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[25] Felix Abramovich, Theofanis Sapatinas, and Bernard W Silverman.Wavelet thresholding via a Bayesian approach. Journal of the Royal Sta-tistical Society: Series B (Statistical Methodology), 60(4):725–749, 1998.

[26] James O Berger. Bayesian analysis: A look at today and thoughts oftomorrow. Journal of the American Statistical Association, 95(452):1269–1276, 2000.

[27] L Zhao. Bayesian aspects of some nonparametric problems. The Annals ofStatistics, 28(2):532–552, Jan 2000.

[28] Stephen G Walker and Nils Lid Hjort. On Bayesian consistency. Journal ofthe Royal Statistical Society: Series B (Statistical Methodology), 63(4):811–821, 2001.

[29] Stephen G Walker. New approaches to Bayesian consistency. The Annalsof Statistics, 32(5):2028–2043, 2004.

[30] Bradley Efron. Bayesians, frequentists, and scientists. Journal of the Amer-ican Statistical Association, 100(469):1–5, 2005.

[31] Roderick J Little. Calibrated Bayes: a Bayes/frequentist roadmap. TheAmerican Statistician, 60(3):213–223, 2006.

[32] Gerard Letac and Helene Massam. Wishart distributions for decomposablegraphs. The Annals of Statistics, 35(3):1278–1323, 2007.

[33] Stephen G Walker, Antonio Lijoi, and Igor Prunster. On rates of conver-gence for posterior distributions in infinite-dimensional models. The Annalsof Statistics, 35(2):738–746, 2007.

[34] Christian Robert and George Casella. A short history of Markov ChainMonte Carlo: subjective recollections from incomplete data. StatisticalScience, 26(1):102–115, 2011.

[35] Peter Muller and Riten Mitra. Bayesian nonparametric inference–why andhow. Bayesian Analysis, 8(2), 2013.

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