Worked solutions to all 215 exercises in Bayesian Data Analysis (3rd edition) by Gelman, Carlin, Stern, Dunson, Vehtari and Rubin — probability and inference, single- and multi-parameter models, hierarchical models, model checking and comparison, MCMC and Hamiltonian Monte Carlo, variational inference, regression and generalized linear models, and nonparametric Bayesian models.
Donald B. Rubin
Bayesian Data Analysis (3rd edition, CRC Press, 2013) by Gelman, Carlin, Stern, Dunson, Vehtari and Rubin — the standard graduate reference for Bayesian modelling: single- and multi-parameter models, hierarchical models, model checking and comparison, posterior computation from MCMC to HMC and variational inference, regression, and nonparametric models.
Worked solutions to all 215 exercises live at Solutions to Gelman et al.’s Bayesian Data Analysis.