By far one of the biggest challenges in the practical (and academic) application of Bayesian Statistics is that practitioners need both a strong understanding of the mathematics of Bayesian statistics as well as fairly sophisticated programming ability. This book does a consistently great job of teaching both of these simultaneously...One great example of this is that way in which practical advice, drawing from both academic experience and software engineering experience, is placed throughout the learning process. Pointing out tools to help avoid errors in your model, along with common libraries that make the process easier, really help the reader feel that they are being onboarded by an experienced, kind and helpful team of Bayesian Practitioners. This book is the advanced, practical Bayesian statistics book that is currently missing from my bookshelf.
-Will Kurt, author of Bayesian Statistics the Fun Way
From a technical standpoint, the reviewed chapters are excellent. Too often, statistical textbooks are mathematically sound, but lacking in computational sophistication, or vice versa. These chapters are sound on both fronts. My current primary textbook for Bayesian computation is Bayesian Data Analysis, by Gelman et al. which is probably the standard in academia and industry with respect to applied Bayesian methods. Where Martin et al. differentiate themselves from Gelman et al. (and others) is in the incorporation of Python as the computing language used throughout the book...This manuscript has the potential to be a preferred textbook for those looking for a practical introduction to these methods.
-Christopher Fonnesbeck, Vanderbilt University Medical Center and Senior Quantitative Analyst, New York Yankees
I think this book is particularly appropriate for Master's degree levels classes and intermediate level users in general. The topics can be quite advanced and are definitely original--a lot of them are not dealt with in the other books I know on the market. For instance, if I want to learn about Bayesian additive models with PyMC or time series with TFP, there are no other books on these topics yet. Chapter 8, about approximate Bayesian computation is also very novel, as it draws on the latest and most advanced research on the topic (as do chapters 6 and 7 for splines and BARTs). The focus the authors have on graphs, decision making under uncertainty, and the technical appendices are very useful. The first two allow for more concrete courses that alternate with more theoretical chapters and courses. The technical appendices allow students to concentrate on the substance during the chapters, and then to dive into the details of the implementation when it becomes necessary. In short, I think this book hits two targets that have not been hit yet: an intermediate-level book, written in Python.
-Alexandre Andorra, PyMC Developer, Cofounder of PyMC Labs, and Host of the Learning Bayesian Statistics podcast
With the number of Bayesian statistics books proliferating, a natural question is 'what sets this one apart'? First, the authors have a deep understanding of the software as they are contributors and developers of several Bayesian packages in the Python ecosystem. Second, the book covers useful but rarely discussed topics such as Bayesian additive regression trees (BART), fitting models with approximate Bayesian computation (ABC) methods and probabilistic programming languages, which takes a computer science perspective and compares several languages. Third, the book covers not only a wide range of models (splines, hierarchical, time series and state-space models are also discussed) but also provides depth of coverage so that users can apply the methods to their own research. ... The book is ideal for self-study, but end of chapter exercises could make it suitable for an undergraduate course. Some knowledge of Python, probability and fitting models to data are need to fully benefit from the content.
-Stanley E. Lazic in Journal of the Royal Statistical Society Series A (Statistics in Society), April 2022
