Christian P. Robert           

Books


L'Analyse Statistique Bayesienne (1992)
The Bayesian Choice (1994,2001)
Méthodes de Monte Carlo par chaines de Markov
(1996)
Discretization and MCMC Convergence Assessment (1998)
Monte Carlo Statistical Methods (1999,2004)
Le Choix Bayesien (2006)
Bayesian Core (2007)
Introduction to Monte Carlo Methods with R (2009)
Méthodes de Monte-Carlo avec R (2011)
Bayesian Essentials with R (2013)










The Bayesian Choice (1st edition)   The Bayesian Choice (2nd edition) Paperback cover

L'Analyse Statistique Bayesienne (1992) Economica, Paris.

News (Sept. 04): Thanks to local support from Université Dauphine, a translation from the Bayesian Choice is under way and should be published by Springer-Paris.
News (Jan. 06): The translation is now published  by Springer Paris under the title Le Choix Bayésien [Springer order]

First edition: The Bayesian Choice: a Decision-Theoretic Motivation (1994)  Springer-Verlag, New York
Second edition: The Bayesian Choice: from Decision-Theoretic Motivations to Computational Implementation (2001) Springer-Verlag, New York

News (June 04): This book got the 2004 DeGroot Prize at the ISBA 2004 meeting in Vina del Mar (Chile). "The selection committee believes that Robert's book sets a new standard for modern textbooks dealing with Bayesian methods, especially those using MCMC techniques, and that it is a worthy successor to DeGroot's and Berger's earlier texts."
News (June 07): The paperback version of this book is now published, with no changes [besides typos!] compared with the 2001 edition 
News (July 07): A solution manual for instructors is in the making and should be available thru Springer website in a few months.
News (April 08): The solution manual is still incomplete. Whenever ready, it will appear on Springer website so please do not contact me directly!

  • Buy the book from Springer Verlag 
  • Check for typos in the first penrinting of the second edition (latest typos)
  • Get a complete set of slides for a course based on the book
  • Enjoy a fairly radical criticism of the book (in French)
  • Read the review of the first edition in the Mathematical Reviews, 97d:62059
  • Le Choix Bayesien  L'Analyse Statistique Bayesienne















    Lecture Note 135

     
     
     

    Méthodes de Monte Carlo par chaines de Markov (1996) Economica, Paris. 

    Preliminary (French) version to Monte Carlo Statistical Methods
    Discretization and MCMC Convergence Assessment (1998) (MC3 research group) Lecture Notes 135, Springer-Verlag, New York. 
  • Abstract
  • Read the review in the Mathematical Reviews, 99m:65012
      • Methodes de Monte Carlo par chaines de Markov
    Monte Carlo Statistical Methods

    Monte Carlo Statistical Methods (1999) (with George Casella) Springer-Verlag, New York.




    Monte Carlo Statistical Methods

    Second edition (appeared in Aug. 04):
      • Five new chapters (Monte Carlo control, slice sampling, two-stage Gibbs sampling, perfect sampling, sequential importance sampling)
      • 150 more pages
      • Updated references
      • R programs for some examples [Here!]
      • More problems
      • 130 pages solution manual for instructors only (please contact Springer-Verlag directly, not the authors!)
      • Extended index
    • A set of Beamer slides from a course in Carlos III, Madrid (2005)
    • A video of a crash course I gave for the Machine Learning Summer School 2005
    • First errata and typos of this second edition, first printing, taken into account in the second printing of Spring 2005
    • Errata and typos  to be corrected in the third printing  (latest typos)
    • Buy this new edition with Springer
    Bayesian Core: A practical approach to computational Bayesian analysis  (2007) (with Jean-Michel Marin) Springer-Verlag, New York.

    Features:
    • Self contained and concise (250 pages)
    • Seven data-supported chapters with specific themes
    • R programs available for all procedures
    • Slides provided in both pdf and LaTeX Beamer
    • Complete solution manual available to all on Springer website and arXiv
    News (June 07): Bayesian Core is currently ranked 3rd in the Modeling & Simulation category of Amazon.ca 
    News (July 07): A second printing is already on its way, with first typos corrected here

    News (Aug 07): A review by J. Hilbe has been published by J. Statist. Software here
    News (Oct 07): A review by L. Joseph has been published by Biometrics and is discussed here
    News (Nov 07): Bayesian Core is still ranked 2nd in the Modeling & Simulation category of Amazon.ca
    News (Feb 08): A series of two short courses is going to be given around ISBA 2008 here and there
    News (March 08): An enthusiastic review by J. Barber has been published by J. American Statistical Association here
    Preliminary cover
    Introducing Monte Carlo Methods with R Introducing Monte Carlo Methods with R (2009) (with Casella) Springer-Verlag, New York.

    Features
    • A self-contained concise entry (296 pages)
    • Full of illustrations with commented R programs
    • Free R package mcsm
    • Solution manual freely available for odd-numbered exercises

    Méthodes de Monte-Carlo avec R (2011) (with G. Casella) Springer-Verlag, Paris

    Features
    • A version in French for the new Pratique R collection(256 pages)
    • Many typos from the English edition corrected
    • Free R package mcsm
    • High-quality graphs
    • Japanese translation appeared in 2012

    Méthodes de Monte-Carlo en R cover of the 2011 Japanese edition


    Bayesian Essential with R (2013)
    Bayesian essentials with R (2013) (with Jean-Michel Marin) Springer-Verlag, New York.

    Features
    • A thoroughly revised edition of Bayesian Core (296 pages)
    • Colour edition!
    • Simplified exposition of concepts
    • Stronger stress on R implementation
    • Free R package bayess
    • Solution manual freely available for all exercises



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