Ben Goodrich, in a Stan forums survey of Stan video lectures, points us to the following book, which introduces Bayes, HMC, and Stan:
- Ben Lambert. 2018. A Student’s Guide to Bayesian Statistics. SAGE Publications.
If Ben Goodrich is recommending it, it’s bound to be good. Amazon reviewers seem to really like it, too. You may remember Ben Lambert as the one who finally worked out the bugs in our HMM code for Stan for animal movement models; I blogged about it a couple years ago and linked the forum discussions where it was being worked out.
The linked page has answers to the exercises and an associated Shiny app for exploring distributions. There are also videos for a course based on the book:
- class videos (YouTube).
I haven’t seen a copy, but I am very curious about the section titled “Bob’s bees in a house”, as it’s an example I’ve used in courses. I didn’t come up with the analogy—I borrowed it from a physics presentation on equilibrium in gases or something like that I’d seen somewhere.
Does anyone know if the Kindle version of this book is readable? Living and working in NYC, I have very limited space for physical books.