1. Bayesian Statistics
Julyan Arbel
julyan.arbel@carloalberto.org
Collegio Carlo Alberto, Moncalieri, Italy
March 17, 2015
Note that The American Statistician, American Scientist and Statistical
Science are rather general audience journals. You can find a brief description
of 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 the
Royal Statistical Society Series B (Statistical Methodology), The American
Statistician, American Scientist, Statistical Science.
References
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[2] Lorraine Schwartz. On Bayes procedures. Zeitschrift f¨ur Wahrschein-
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[3] W Keith Hastings. Monte Carlo sampling methods using Markov chains
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[4] Dennis V Lindley and Adrian FM Smith. Bayes estimates for the lin-
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[5] Thomas S Ferguson. A Bayesian analysis of some nonparametric problems.
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[6] Jose M Bernardo. Reference posterior distributions for Bayesian inference.
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[7] Persi Diaconis and Donald Ylvisaker. Conjugate priors for exponential
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Wavelet thresholding via a Bayesian approach. Journal of the Royal Sta-
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[26] James O Berger. Bayesian analysis: A look at today and thoughts of
tomorrow. Journal of the American Statistical Association, 95(452):1269–
1276, 2000.
[27] L Zhao. Bayesian aspects of some nonparametric problems. The Annals of
Statistics, 28(2):532–552, Jan 2000.
[28] Stephen G Walker and Nils Lid Hjort. On Bayesian consistency. Journal of
the Royal Statistical Society: Series B (Statistical Methodology), 63(4):811–
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[29] Stephen G Walker. New approaches to Bayesian consistency. The Annals
of 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. The
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[32] G´erard Letac and H´el`ene Massam. Wishart distributions for decomposable
graphs. The Annals of Statistics, 35(3):1278–1323, 2007.
[33] Stephen G Walker, Antonio Lijoi, and Igor Pr¨unster. On rates of conver-
gence for posterior distributions in infinite-dimensional models. The Annals
of Statistics, 35(2):738–746, 2007.
[34] Christian Robert and George Casella. A short history of Markov Chain
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[35] Peter M¨uller and Riten Mitra. Bayesian nonparametric inference–why and
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