The Bayesian choice. From decision-theoretic foundations to computational implementation.
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This is the second edition of the author's graduate level textbook ``The Bayesian choice: a decision-theoretic motivation. (1994; Zbl 0808.62005). The present book is a revised edition. It includes important advances that have taken place since then. Different from the previous edition is the decreased emphasis on decision-theoretic priciples. Nevertheless, the connection between Bayesian Statistics and Decision Theory is developed. Moreover, the author emphasizes the increasing importance of computational techniques. From an introduction to statistical models, the book proceeds with Chapter 2 on classical decision theory. Chapter 3 gives the corresponding analysis for prior distributions. The Bayesian point estimation problem is studied in Chapter 4. Test and confidence regions are considered in Chapter 5. That chapter is new with regard to the former edition. Chapter 6 is devoted to algorithms of Bayesian calculations. Chapter 7 presents connections between choice models and Bayesian view points. Chapter 8 covers complete class results and admissibility conditions. Chapter 9 introduces the notion of invariance and its relations with Bayesian statistics. Hierarchical and empirical extensions of the Bayesian approach are treated in Chapter 10. Chapter 11 is a discussion on the philosophical principles of Bayesian theory and the most common criticisms of the Bayesian approach.
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