Tuesday, May 1, 2007

A plunge into the dark side

I'm referring, of course, to Bayesian statistics. My statistical education is grounded firmly in frequentist inference, though we did cover some Bayesian topics in the advanced doctorate classes. I even gave one talk on empirical Bayes. However, in the last 8 or so years, all that knowledge (such as it was) was covered over.

No more. I've had as a goal to get my feet wet again, because I knew some time or another I would have to deal with it. Well, that some time or another is now, and it probably won't be another eight years after this time before I have to do it again. So off to a short course I go, and equipped with books by Gelman, et al. and Gamerman, I'll be a fully functional Bayesian imposter in no time. I'm looking forward to it.