Bayesian Data Analysis

Third Edition

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.