Math Toolbox: Information on Bayesian statistics

Bayesian statistics is a branch of statistics that I have been studying recently because of the framework it provides for updating probabilities and statistical distributions with incoming data.  It could prove useful to some statistical models that I am developing and will develop in the future.  I've been looking for books and online material on the subject and below is a list of what I've found.  I hope someone finds them useful.


There are many books on Bayesian statistical analysis, but fewer that serve as a good and comprehensive introduction to Bayesian statistics.  Here's a list of some books that appear to fit that description:

I've read positive comments about the books and would love to own at least two, but I can only buy one at this time.  I am leaning toward Lee's book because of the additional content of the problem sets and R computer codes.  Hoff's book appears to be a good one as well and not extremely difficult to read.

Online course notes

There is a wealth of online notes and problem sets from university courses on Bayesian statistics.  Most of the courses are not taught in the Statistics departments; some are taught by professors in the Public Health, Psychology, or Political Science departments, to give some examples.  I think that's a good thing in that it demonstrates the power and applicability of Bayesian statistical analysis to problems in various fields.

Survey publications

There are tons of research papers on Bayesian statistical methods, but I want to highlight the tutorial papers that are available freely.

Of course, this is just a sample (pun not intended) of the many books and online material you can find on the subject — plenty of material that you can use for a self-study or a group study of Bayesian statistics.  I hope to find more applications for it in the near future.

[Parts of this post were re-written to better organize the lists, and to add links to books and course notes.  This post may be updated in the future to account for any reference material that I might find.]