Résumé
An accessible, comprehensive guide to the theory of Bayesian statistics, Principles of Uncertainty presents the subjective Bayesian approach, which has played a pivotal role in game theory, economics, and the recent boom in Markov Chain Monte Carlo methods. Both rigorous and friendly, the book contains:
Introductory chapters examining each new concept or assumption Just-in-time mathematics - the presentation of ideas just before they are applied Summary and exercises at the end of each chapter Discussion of maximization of expected utility The basics of Markov Chain Monte Carlo computing techniques Problems involving more than one decision-maker