Bayesian nonparametrics works - theoretically, computationally. The theory provides highly flexible models whose complexity grows appropriately with the amount of data. Computational issues, though ...
and present with great clarity a large part of the major advances in Bayesian nonparametric modeling and theory.' Judith Rousseau, Université Paris-Dauphine 'This book can serve as a textbook for a ...
ST202 is also recommended. Statistical decision theory: risk, decision rules, loss and utility functions, Bayesian expected loss, Frequentist risk. Bayesian Inference: Bayes theorem, prior, posterior ...