Bayesian reasoning in data analysis
A critical introduction

by Giulio D'Agostini

Direct link to Amazon.com [ buy from Amazon ]

Bibliography

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2
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3
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24
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25
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26
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27
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28
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30
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31
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32
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33
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34
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36
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37
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38
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39
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40
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41
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42
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43
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44
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45
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46
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47
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48
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49
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50
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51
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52
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53
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54
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55
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56
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57
J.O. Berger, ``Statistical decision theory and Bayesian analysis'', Springer, 1985. [ buy from Amazon ]

58
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59
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60
A.L. Read, ``Modified frequentistic analysis of search results (the CL method)'', Workshop on Confidence Limits, Geneva, Switzerland, January 2000, CERN Report 2000-005 [http://ep-div.web.cern.ch/ ep-div/Events/CLW/papers.html].

61
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62
G. D'Agostini, ``Limits on electron compositeness from the Bhabha scattering at PEP and PETRA'', Proceedings of the XXV Rencontre de Moriond on ``Z0 Physics'', Les Arcs (France), March 4-11, 1990, p. 229 (also DESY-90-093).

63
A.K. Wróblewski, ``Arbitrariness in the development of physics'', after-dinner talk at the International Workshop on Deep Inelastic Scattering and Related Subjects, Eilat, Israel, 6-11 February 1994, Ed. A. Levy (World Scientific, 1994), p. 478. [ buy from Amazon ]

64
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65
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66
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67
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68
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69
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70
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71
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72
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74
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75
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76
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77
G. D'Agostini, ``Inferring rho a eta of the CKM matrix - A simplified, intuitive approach'', May 2001, hep-ex/0107067.

78
M. Ciuchini et al. ``2000 CKM-Triangle Analysis: A critical review with updated experimental inputs and theoretical parameters'', JHEP 0107 (2001) 013 [hep-ph/0012308].

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80
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81
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82
G. D'Agostini, ``Determination of alphas and sin2(theta) from measurements at PEP and PETRA'', Proceedings of XXII Rencontre de Moriond on ``Hadrons, Quarks and Gluons'', Les Arcs, France, March 15-25, 1987.

83
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88
G. Zech, ``Comparing statistical data to Monte Carlo simulation - parameter fitting and unfolding'', DESY 95-113, June 1995.

89
G. D'Agostini, ``A multidimensional unfolding method based on Bayes' theorem'', Nucl. Instrum. Methods A362 (1995) 487. [scanned version at KEK].

90
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91
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92
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93
International Workshops on Maximum Entropy and Bayesian Methods (22 editions till 2002), proceedings often published by Kluwer Academic Publishers. See also http://omega.albany.edu:8008/maxent.htm

94
K.M. Hanson, ``Introduction to Bayesian image analysis, Medical Imaging: Image Processing M.H. Loew ed., Proc. SPIE 1898 (1993) 716 [http://public.lanl.gov/kmh/publications/medim93.pdf].

95
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96
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97
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J. Albert, ``Teaching Bayes' rule: a data-oriented approach'', ibid., p. 247.
D.S. Moore, ``Bayes for beginners? Some reasons to hesitate'', ibid., p. 254. Pages 262-272 contain five discussions plus replies.

98
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99
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100
See e.g. Y.L. Dokshitzer, ``DIS 96/97. Theory/Developments'', Proc. 5th International Workshop on Deep Inelastic Scattering and QCD, Chicago, April 1997, J. Repond and D. Krakauer eds. (AIP Conf. Proc. 407) [hep-ph/9706375]. [ buy from Amazon ]

101
See e.g. G. Altarelli, ``The status of the Standard Model'', talk at 18th International Symposium on Lepton-Photon Interactions, Hamburg, August 1997, CERN-TH-97-278, Oct. 1997 [hep-ph/9710434].

102
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103
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104
D.V. Lindley, comment to Ref. [103], Am. Stat. 40 (1986) 6.

105
A. Zellner, ``Bayesian solution to a problem posed by Efron'', Am. Stat. 40 (1986) 330.

106
B. Efron, reply to Ref. [105], Am. Stat. 40 (1986) 331.

107
J.M. Bernardo, ``Non-informative priors do not exist'', J. Stat. Plan. and Inf. 65 (1997) 159, including discussions by D.R. Cox, A.P. Dawid, J.K. Ghosh and D. Lindley, pp. 177-189.

108
E.T. Jaynes, ``Probability theory: the logic of science'', book in preparation, see http://omega.albany.edu:8008/JaynesBook.html. (recently while this book was in print [ buy from Amazon ])

109
G. Zech, ``Objections to the unified approach to the computation of classical confidence limits'', physics/9809035 (see Ref. [11] for more extensive argumentations).

110
R.D. Cousins, ``Why isn't every physicist a Bayesian?'', Am. J. Phys. 63 (1995) 398.

111
G. Feldman, Panel Discussion at Workshop on Confidence Limits, Geneva, Switzerland, January 2000, CERN Report 2000-005, p. 277. [http://ep-div.web.cern.ch/ep-div/Events/CLW/papers.html].

112
G. Gabor (gabor@is.dal.ca), private communication, 1999.

113
A. de Rujula, ``Snapshots of the 1985 high energy physics panorama'', Proc. of the International Europhysics Conference on High-Energy Physics, Bari (Italy), July 1995, L. Nitti and G. Preparata eds.

114
G. Salvini, Welcome address to the International Workshop on Deep Inelastic Scattering and related phenomena, Roma (Italy), April 1996; World Scientific, 1997, G. D'Agostini and A. Nigro eds. [ buy from Amazon ]

115
J.O. Berger and W.H. Jefferys, ``Sharpening Ockham's razor on a Bayesian strop'', Am. Scientist 89 (1992) 64 and Journal of the Italian Statistical Society 1 (1992) 17
['http://quasar.as.utexas.edu/Papers.html].

116
T.J. Loredo and D.Q. Lamb, Bayesian analysis of neutrinos observed from supernova SN 1987A, Phys. Rev. D65 (2002) 063002 [astro-ph/0107260>].

117
M.V. John and J.V. Narlikar, ``Comparison of cosmological models using Bayesian theory'', Phys.Rev. D65 (2002) 043506 [astro-ph/0111122].

118
M.P. Hobson, S.L. Bridle and O. Lahav, ``Combining cosmological datasets: hyperparameters and Bayesian evidence'', 2002, astro-ph/0203259.

119
C.E. Rasmussen and Z. Ghahramani, ``Occam's Razor'', Neural Information Processing Systems 13 (2001) [http://www.gatsby.ucl.ac.uk/~zoubin/papers.html], see also 'http://www.gatsby.ucl.ac.uk/~zoubin/talks/cmu-talk.pdf.

120
See, e.g, J. Pearl, ``Probabilistic reasoning in intelligent systems: networks of plausible inference'', Morgan Kaufmann Publishers, 1988. [ buy from Amazon ]
F.V. Jensen, ``An introduction to Bayesian networks'', UCL Press (and Springer Verlag), 1996. [ buy from Amazon ]
D. Heckerman and M.P. Wellman, ``Bayesian Networks'', Communications of the ACM (Association for Computing Machinery), Vol. 38, No. 3, March 1995, p. 27.
L. Burnell and E. Horvitz, ``Structure and chance: melding logic and probability for software debugging'', ibid., p. 31.
R. Fung and B. Del Favero, ``Applying Bayesian networks to Information retrieval'', ibid., p. 42.
D. Heckerman, J.S. Breese and K. Rommelse, ``Decision-theoretic troubleshooting'', ibid., p. 49.
R.G. Cowell, A.P. Dawid, S.L. Lauritzen and D.J. Spiegelhalter ``Probabilistic Networks and Expert Systems'', Springer Verlag, 1999. [ buy from Amazon ]
http://www.auai.org/
http://bayes.stat.washington.edu/almond/belief.html.

121
J.B. Kadane and D.A. Schum, ``A Probabilistic analysis of the Sacco and Vanzetti evidence'', J. Wiley and Sons, 1996. [ buy from Amazon ]
P. Garbolino and F. Taroni, ``Evaluation of scientific evidence using Bayesian networks'', Forensic Science International 125 (2002) 149, and references therein.

122
F.B Cozman, ``JavaBayes version 0.346 - Bayesian networks in Java'', January 2001, http://www-2.cs.cmu.edu/~javabayes/Home/

123
http://www.roma1.infn.it/dagos/bn/

124
D.J. Spiegelhalter, A. Thomas and N.G. Best (et al.), ``Bayesian inference Using Gibbs Sampling'',
W.R. Gilks, S. Richardson and D.J. Spiegelhalter, ``Markov Chain Monte Carlo Methods in Practice'', Chapman and Hall, 1996.
http://www.mrc-bsu.cam.ac.uk/bugs/welcome.shtml.

125
http://www.statslab.cam.ac.uk/~mcmc/

126
NA 48 Collaboration, J.R. Batley and al., ``A precise measurement of direct CP violation in the decay of neutral kaons into two pions'', Phys.Lett B544 (2002) 97 [hep-ex/0208009].

127
G. D'Agostini, ``Sceptical combination of experimental results: General considerations and application to epsilon'/epsilon'', CERN-EP/99-139, October 1999, hep-ex/9910036, and references therein.

128
M. Fabbrichesi, ``Estimating epsilon'/epsilon. A user's manual'', Nucl. Phys. Proc. Suppl. 86 (2000) 322 [hep-ph/9909224].

129
V. Dose and W. von der Linden, ``Outlier tolerant parameter estimation'', Proc. of the XVIII International Workshop on Maximum Entropy and Bayesian Methods, Garching (Germany), July 1998, V. Dose et al. eds., Kluwer Academic Publishers, Dordrecht, 1999 [http://www.ipp.mpg.de/OP/Datenanalyse/Publications/].

130
W.H. Press, ``Understanding data better with Bayesian and global statistical methods'', Conference on Some Unsolved Problems in Astrophysics, Princeton, NJ, 27-29 Apr 1995 [astro-ph/9604126].

131
C. Pascaud and F. Zomer, ``QCD analysis from the proton structure function measurement: issues on fitting, statistical and systematic errors'', LAL 95-05, June 1995 [http://www-h1.desy.de/h1work/fit/ h1fit.info.html].

132
S. Alekhin, ``Extraction of parton distributions and alphas from DIS data within the Bayesian treatment of systematic errors'', Eur. Phys. J. C10 (1999) 395 [hep-ph/9611213].

133
M. Botje, ``A QCD analysis of HERA and fixed target structure function data'', ZEUS Note 98-062 DESY-99-038, December 1999 [hep-ph/9912439].

134
R.S. Thorne et al. ``Questions on uncertainties in parton distributions'', Conference on Advanced Statistical Techniques in Particle Physics, March 2002, Durham, hep-ph/0205233.

135
H. Wahl (CERN), private communication, 1999.

136
G. D'Agostini and M. Raso, ``Uncertainties due to imperfect knowledge of systematic effects: general considerations and approximate formulae'', CERN-EP/2000-026, February 2000 [hep-ex/0002056].

137
P. Astone and G. D'Agostini, ``Inferring the intensity of Poisson processes at the limit of the detector sensitivity (with a case study on gravitational wave burst search)'', CERN-EP/99-126, August 1999 [hep-ex/9909047].

138
P. Astone at al., ``Search for correlation between GRB's detected by BeppoSAX and gravitational wave detectors EXPLORER and NAUTILUS'', Phys. Rev. 66 (2002) 102002 [astro-ph/0206431].

139
T.J. Loredo, ``The promise of Bayesian inference for astrophysics'', Proc. Statistical Challenges in Modern Astronomy, E.D. Feigelson and G.J. Babu eds., Springer-Verlag (1992) 275 [http://astrosun.tn.cornell.edu/staff/loredo/bayes/tjl.html]. This web site contains also other interesting tutorials, papers and links on Bayesian analysis.

140
ZEUS Collaboration, ``Search for contact interactions in deep inelastic e++p->e++X scattering at HERA'', Eur. Phys. J C14 (2000) 239 [hep-ex/9905039].

141
CELLO Collaboration, H.J. Behrend et al., ``Search for substructures of leptons and quark with CELLO detector'', Z. Phys. C51 (1991) 149.

142
G. D'Agostini and G. Degrassi, ``Constraining the Higgs boson mass through the combination of direct search and precision measurement results'', Contribution to the Workshop on ``Confidence Limits'', CERN, Geneva, 17-18 January 2000 [hep-ph/0001269].

143
R. Feynman, 1973 Hawaii Summer Institute, cited by D. Perkins at the 1995 EPS Conference, Brussels.

144
C. Howson and P. Urbach, ``Scientific reasoning - the Bayesian approach'', Open Court, 1993 (second edition). [ buy from Amazon ]

145
J. Earman, ``Bayes or bust? A critical examination of Bayesian confirmation theory'', The MIT Press, 1992. [ buy from Amazon ]

146
R. Jeffrey, ``Probabilistic thinking'', 1995, http://www.princeton.edu/bayesway/ProbThink/

147
M. Kaplan, ``Decision theory as philosophy'', Cambridge University Press, 1996. [ buy from Amazon ]

148
R. Jeffrey, ``Subjective Probability (The Real Thing)'', 2002 http://www. princeton.edu/bayesway/Book*.pdf. Related essays can be found at 'http://www.princeton.edu/bayesway/.

149
J.M. Bernardo, ``Bayesian statistics'', UNESCO Encyclopedia of Life Support Systems (EOLSS) [ftp://matheron.uv.es/pub/personal/bernardo/BayesStat.pdf].

150
F. Spizzichino, ``Subjective probability models for lifetimes'', Boca Raton Chapman & Hall/CRC, 2001. [ buy from Amazon ]

151
B. de Finetti, ``Filosofia della probabilità'', il Saggiatore, 1995. [ buy from Amazon ]

152
L. Piccinato, ``Metodi per le decisioni statistiche'', Springer-Italia, 1996.

153
D. Costantini e P. Monari (eds.), ``Probabilità e giochi d'azzardo'', Franco Muzzio Editore, 1996.

154
R. L. Winkler, ``An introduction to Bayesian inference and decision'', Holt, Rinehart and Winston, Inc., 1972. [ buy from Amazon ]

155
S. J. Press, ``Bayesian statistics: principles, models, and applications'', John Wiley & Sons, 1989. [ buy from Amazon ]

156
G.E.P. Box and G.C. Tiao, ``Bayesian inference in statistical analysis'', John Wiley and Sons, 1973. [ buy from Amazon ]

157
A. O'Hagan, ``Probability: methods and measurements'', Chapman & Hall, 1988. [ buy from Amazon ]

158
P.M. Lee, ``Bayesian statistics - an introduction'', John Wiley and Sons, 1997. [ buy from Amazon ]

159
L.J. Savage et al., ``The foundations of statistical inference: a discussion'', Methuen, 1962. [ buy from Amazon ]

160
A. Zellner, ``Bayesian analysis in econometrics and statistics'', Eduard Elgar, 1997. [ buy from Amazon ]

161
J.M. Bernardo et al., Valencia Meetings on ``Bayesian Statistics'' 1-7, http://www.uv.es/bernardo/valenciam.html. Latest issues: 7 [ buy from Amazon ]; 6 [ buy from Amazon ]; 5 [ buy from Amazon ]

162
G.L. Bretthorst ``Bayesian spectrum analysis and parameter estimation'', Springer Verlag, 1988 [http://bayes.wustl.edu/glb/book.pdf].

163
A. Pole, M. West and P.J. Harrison ``Applied Bayesian Forecasting and Time Series Analysis'', 1994, Chapman-Hall. [ buy from Amazon ] More information and related software can be found at http://www.isds.duke.edu/~mw/books_software_data.html.

164
'http://www.bayesian.org/
http://www.amstat.org/sections/SBSS/
http://bayes.stat.washington.edu/bayes_people.html
http://www.ar-tiste.com/blip.html
http://www.strauss.lanl.gov/Welcome.html
http://fourier.dur.ac.uk:8000/stats/bayeslin/
http://astrosun.tn.cornell.edu/staff/loredo/bayes/.

165
http://astrosun.tn.cornell.edu/staff/loredo/bayes/tjl.html

166
http://www.ipp.mpg.de/OP/Datenanalyse/ http://public.lanl.gov/kmh/publications/publications.html

167
Uncertainty Quantification Working Group, http://public.lanl.gov/ kmh/uncertainty/

168
A.F.M. Smith, ``Bayesian numerical analysis'', Phil. Trans. R. Soc. London 337 (1991) 369.

169
R.M. Neal, ``Probabilistic inference using Markov Chain Monte Carlo Methods'', Technical Report CRG-TR-93-1, University of Toronto, 1993, ftp://ftp.cs.utoront.ca/pub/radford/review.pdf.

170
W.R. Gilks, S. Richardson and D.J. Spiegelhalter ``Markov Chain Monte Carlo in practice'', Chapman and Hall, 1996. [ buy from Amazon ]

171
R.E. Kass, B.P. Carlin, A. Gelman and R.M. Neal, ``Markov Chain Monte Carlo in practice: A roundtable discussion'', Am. Stat. 52 (1998) 93 [http://www.amstat.org/publications/tas/kass.pdf].

172
K.M. Hanson, ``Tutorial on Markov Chain Monte Carlo'', XX International Workshop on Maximum Entropy and Bayesian Methods in Science and Engineering, Gif-sur-Yvette (France), July 2000, [ buy from Amazon ]

173
A. Lewis and S. Bridle, ``Cosmological parameters from CMB and other data: a Monte-Carlo approach'', Phys. Rev. D66 (2002) 103511 [astro-ph/0205436].

174
http://cerebro.xu.edu/math/Sources/.



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