Statistician | Assistant Professor at @BrownBiostats | Developing nonparametric Bayesian methods for causal inference.
Feb 24, 2019 • 11 tweets • 10 min read
@mikedecr 1/n Yeah this is my jam. Thanks for the tag @jim_savage_ . Here's some tips for learning BNP. 1) imo FNBI by Ghosal (linked by @lauretig below) is only good once you have implementation-level knowledge of BNP already and want to fill in theoretical gaps in knowledge.
@mikedecr@jim_savage_@lauretig 2/n. 2) Muller et al 2015 is great, but short and dense - often acting as a survey with great citations you can dig into. This is a good book to have as reference on your journey. 3) Gelman et al's BDA devotes the last few chapters to some BNP material. Also good for beginners.