Understanding Bayes: How to become a Bayesian in eight easy steps

The Etz-Files

How to become a Bayesian in eight easy steps: An annotated reading list

(TLDR: We wrote an annotated reading list to get you started in learning Bayesian statistics. Here is the paper.)

It can be hard to know where to start when you want to learn about Bayesian statistics. I am frequently asked to share my favorite introductory resources to Bayesian statistics, and my go-to answer has been to share a dropbox folder with a bunch of PDFs that aren’t really sorted or cohesive. In some sense I was acting as little more than a glorified Google Scholar search bar.

It seems like there is some tension out there with regard to Bayes, in that many people want to know more about it, but when they pick up, say, Andrew Gelman and colleagues’ Bayesian Data Analysis they get totally overwhelmed. And then they just think, “Screw this esoteric B.S.” and give up because it doesn’t seem like it is…

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