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Some Books by ISBA Members

As a service to ISBA members we present here a list of some books published by ISBA members on Bayesian inference together with a short synopsis or review. Please note we are not attempting complete coverage here. If you would like to add a book (perhaps your own) to the list please email the webmaster a description, review or a link to this.
  1. Statistics: A Bayesian Perspective - by Donald A. Berry. Duxbury Press, 1996.

  2. Bayesian Analysis in Econometrics and Statistics: The Zellner View and Papers. Edward Elgar Publishing, 1997.
  3. Practical Nonparametric and Semiparametric Bayesian Statistics - edited by Dipak K. Dey, Peter Müller and Debajyoti Sinha. Springer-Verlag Lecture notes series, #133, 1998.
  4. A Probabilistic Analysis of the Sacco and Vanzetti Evidence - by Joseph B. Kadane and David A. Schum. Wiley, 1996.
  5. Bayesian Methods and Ethics in a Clinical Trial Design - edited by Joseph B. Kadane. Wiley, 1996.
  6. Bayesian Forecasting and Dynamic Models, 2nd Edition - by Mike West and Jeff Harrison. Springer, 1999.
  7. Applied Bayesian Forecasting and Time Series Analysis - by Andy Pole, Mike West and Jeff Harrison. Chapman-Hall/CRC, 1994.
  8. The Bayesian Choice : From Decision-Theoretic Foundations to Computational Implementation (2/e) - by Christian Robert. Springer-Verlag, 2007.
  9. Discretization and MCMC Convergence Assessment - by Christian Robert.
  10. Rational Descriptions, Decisions and Designs - by Myron Tribus.

  11. Probabilistic Networks and Expert Systems - R.G. Cowell, A.P. Dawid, S.L. Lauritzen and D.J. Spiegelhalter.

  12. Bayesian Theory - by José M. Bernardo and Adrian F. M. Smith.

  13. Bayesian Statistics 6 - edited by José M. Bernardo, James O. Berger A. Philip Dawid and Adrian F. Smith.

  14. Kendall's Advanced Theory of Statistics: Volume 2B - by Anthony O'Hagan.

  15. Bayesian Statistics 3rd Edition - by Peter M. Lee.

  16. The Practice of Bayesian Analysis - edited by Simon French and Jim Q. Smith.

  17. Statistical Inference - by Helio S. Migon and Dani Gamerman.

  18. Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference by Dani Gamerman.

  19. Probability Methods for Cost Uncertainty Analysis - A Systems Engineering Perspective by Paul Garvey.

  20. Bayesian Statistics: Principles, Models and Applications by S. James Press.

  21. Bayesian reasoning in high energy physics: Principles and applications by Giulio D'Agostini.

  22. Bayesian Methods in the Sciences, J. M. Bernardo (ed.) (1999). Madrid: Real Academia de Ciencias.

  23. Bayes and Empirical Bayes Methods for Data Analysis, Second Edition by Bradley Carlin and Thomas A. Louis.

  24. Robust Bayesian Analysis edited by Fabrizio Ruggeri and David Rios Insua.

  25. Bayesian Inference in Dynamic Econometric Models by Luc Bauwens, Michel Lubrano and Jean-François Richard. Oxford University Press, 1999.

  26. Pattern Classification (2nd. ed.) by R. O. Duda, P. E. Hart and D. G. Stork, Wiley, 2001.

  27. Operational Subjective Statistical Methods: a mathematical, philosophical and historical introduction by Frank Lad. John Wiley.

  28. Monte Carlo Statistical Methods by Christian Robert and George Casella, Springer-Verlag, New York, 1999.

  29. Monte Carlo Methods in Bayesian Computation by Ming-Hui Chen, Qi-Man Shao, and Joseph G. Ibrahim, Springer-Verlag, 2000.

  30. Bayesian Statistical Modelling by Peter Congdon, Wiley, 2001.

  31. Bayesian Survival Analysis by Joseph G. Ibrahim, Ming-Hui Chen, and Debajyoti Sinha, Springer-Verlag, ISBN 0-387-95277-2, 2001.

  32. The Subjectivity of Scientists and the Bayesian Approach, by S. James Press and Judith M. Tanur, 2001, New York: John Wiley & Sons.

  33. Subjective and Objective Bayesian Statistics: Principles, Models, and Applications, 2nd Edition, by S. James Press, 2003, New York: John Wiley & Sons.

  34. Bayesian Methods: A Social and Behavioral Sciences Approach by Jeff Gill, 2002, CRC Press.

  35. Multivariate Bayesian Statistics: Models for Source Separation and Signal Unmixing by Daniel B. Rowe, 2002, CRC Press.

  36. Bayesian Modeling and Analysis for Spatial Data by Sudipto Banerjee, Bradley P. Carlin, and Alan E. Gelfand, 2003, CRC Press

  37. Measurement Error and Misclassification in Statistics and Epidemiology: Impacts and Bayesian Adjustments by Paul Gustafson, 2003, CRC Press.

  38. Bayesian Statistics 7 edited by J. M. Bernardo, M. J. Bayarri, J. O. Berger, A. P. Dawid, D. Heckerman, A, F. Smith and M. West.

  39. Bayesian reasoning in data analysis, A critical introduction by Giulio D'Agostini, World Scientific Publishing, 2003.

  40. The Structural Theory of Probability: New Ideas from Computer Science on the Ancient Problem of Probability Interpretation by Paolo Rocchi, 2003, Kluwer/Plenum, N.Y.

  41. Bayesian Analysis of Linear Models, Vol 60, Textbooks and Monographs by Lyle D. Broemeling, Marcel-Dekker Inc, New York, New York.

  42. Econometrics and Structural Change, Volume 74, Textbooks and Monographs, by Lyle D. Broemeling and Hiroki Tsurumi, Marcel-Dekker, New York.

  43. Tools for Constructing Chronologies: Crossing Disciplinary Boundaries by Caitlin E. Buck and Andrew R. Millard (Eds), Lecture Notes in Statistics, 2003, published by Springer Verlag, London.

  44. Statistics, Econometrics and Forecasting by Arnold Zellner, Cambridge University Press, 2004.

  45. Bayesian Econometrics by Gary Koop, John Wiley & Sons, 2004.

  46. An Introduction to Modern Bayesian Econometrics by Tony Lancaster, Blackwells, 2004.

  47. Introduction to Bayesian Statistics by William M. Bolstad, John Wiley & Sons, NY, April 2004.

  48. Gaussian Markov Random Fields: Theory and Applications by Håvard Rue and Leonhard Held, Chapman & Hall, 2005.

  49. Bayesian Models for Categorical Data by Peter Congdon, Wiley 2005.

  50. Sequential Monte Carlo Methods in Practice by Arnaud Doucet, Nando de Freitas and Neil Gordon (ed). Springer Verlag, 2001.

  51. Uncertain Judgements: Eliciting Expert's Probabilities by Anthony O' Hagan and the BEEP team, John Wiley & Sons, NY, 2006.

  52. Reliability & Risk: A Bayesian Perspective by Nozer D. Singpurwalla, John Wiley & Sons, NY, 2006.

  53. Bayes Linear Statistics: Theory and Methods by Michael Goldstein and David Wooff, John Wiley & Sons, NY, 2006.

  54. Bayesian Core: A Practical Approach to Computational Bayesian Analysis by Jean-Michel Marin and Christian P. Robert, Springer-Verlag, New York, 2007.

  55. Bayesian Biostatistics and Diagnostic Medicine by Lyle D. Broemeling, Chapman & Hall/CRC, Boca Raton, FL, 2007.