贝叶斯工作流实体书正式出版
We’re very excited about this book. It’s the result of several years of effort. You can order from the publisher (https://www.routledge.com/Bayesian-Workflow/Gelman-Vehtari-McElreath-Simpson-Margossian-Yao-Kennedy-Gabry-Burkner-Modrak-Barajas/p/book/9780367490140) or from Amazon (https://amzn.to/4vxaLg4).
Here’s the book’s webpage (https://sites.stat.columbia.edu/gelman/workflow-book/), which includes the data and code for the book’s examples and case studies, of which there are many.
Here’s the table of contents:
• *Part 1: From Bayesian inference to Bayesian workflow**
1. Bayesian theory and Bayesian practice
2. Statistical modeling and workflow
3. Computational tools
4. Introduction to workflow: Modeling performance on a multiple choice exam
• *Part 2: Statistical workflow**
5. Building statistical models
6. Using simulations to capture uncertainty
7. Prediction, generalization, and causal inference
8. Visualizing and checking fitted models
9. Comparing and improving models
10. Statistical inference and scientific inference
• *Part 3: Computational workflow**
11. Fitting statistical models
12. Diagnosing and fixing problems with fitting
13. Approximate algorithms and approximate models
14. Simulation-based calibration checking
15. Statistical modeling as software development
• *Part 4. Case studies**
16. Coding a series of models: Simulated data of movie ratings
17. Prior specification for regression models: Reanalysis of a sleep study
18. Predictive model checking and comparison: Clinical trial
19. Building up to a hierarchical model: Coronavirus testing
20. Using a fitted model for decision analysis: Classification competition
21. Posterior predictive checking: Stochastic learning in dogs
22. Incremental development and testing: Black cat adoptions
23. Debugging a model: World Cup football
24. Leave-one-out cross validation model checking and comparison: Roaches
25. Model building and expansion: Golf putting
26. Model building with latent variables: Markov models for animal movement
27. Model building: Time-series decomposition for birthdays
28. Models for regression coefficients and variable selection: Student grades
29. Sampling problems with latent variables: No vehicles in the park
30. Challenge of multimodality: Differential equation for planetary motion
31. Simulation-based calibration checking in model development workflow
• *Appendices**
A. Statistical and computational workflow for Bayesians and non-Bayesians
B. How to get the most out of Bayesian Data Analysis
One way to think of the book is that it’s all the things missing from BDA, like how to set up an informative prior, what to do when your computations aren’t converging, how to work through a series of models fit to the same data, how to design and perform simulated-data experiments . . . and all sorts of other things too.
The core of the book–parts 1 through 3–clock in under 200 pages, and then we have another 300 pages full of case studies demonstrating different aspects of Bayesian statistical and computational workflow. The appendices should be useful to you too, first because the workflow ideas in this book apply to non-Bayesian inference too, and second because BDA still has lots of valuable material in it, so it’s good to know where to look.
This new Bayesian Workflow book could change your life (we hope), and I thank my coauthors, Aki Vehtari and Richard McElreath, with Daniel Simpson, Charles C. Margossian, Yuling Yao, Lauren Kennedy, Jonah Gabry, Paul-Christian Bürkner, Martin Modrák, Vianey Leos Barajas, for all their care and effort. We thank our employers and various funding agencies for giving us the resources to be able to write this book as a side project along with all our daily responsibilities. And we thank many people for their input on earlier versions of the book, along with the Stan developers making so much of this work possible and the Stan community of users for supplying a continuing series of challenges that have motivated many of the ideas and methods discussed in the book.
I posted this already (https://statmodeling.stat.columbia.edu/2026/04/16/the-bayesian-workflow-book-is-coming/) on the blog and you can see answers to some questions in the comments there. I’m posting it again here because, hey, we don’t come out with a new book every day!
I hope you find the book readable, interesting, and useful.