Statistical Rethinking: A Bayesian Course with Examples in R and Stan (Chapman & Hall/CRC Texts in Statistical Science)Statistical Rethinking: A Bayesian Course with Examples in R and Stan by Richard McElreath
My rating: 4 of 5 stars

This is a great book, one that will influence me for the rest of my life as a data scientist. The style is informal, adventurous and open. It very much treats statistics as an open discipline where many approaches can “make sense”, and it’s all just a big playground really. This style, which is somehow common among Bayesian statisticians, speaks to me, much more than the rigid, one-correct-test-thinking that you can find in some books on statistics. Statistical Rethinking really inspired me, and the explanations and examples, particularly those in chapter 12 and 13 on multilevel models, correlations and gaussian processes, really improved my understanding of those topics.

I found a couple of issues with the book that make me not award it all five stars. I think these come from individual preferences and background, and for many this could be the perfect introduction to Bayesian modelling. In fact, I have recommended this book to many already. But, first of all, the arguments are sometimes a bit long and wordy. The writing is intellectual and creative, but I would have appreciated some succinctness here and there, perhaps some rigoruous maths in the right places. Second, I don’t really like the rethinking package. It’s not that much more difficult to write stan programs as a beginner, and I think experience with stan is more valuable. I had a couple of annoyances with the package as well, where the error messages and behaviour were confusing. At one point it took me two hours to find out that I used floats where only integers worked, but I got an error that just wasn’t clear at all. I think it’s not a good choice to base a book on a package with only a single maintainer, in this case, the author himself. As a last aside, the rest of the code is really old-school R, no dplyr or ggplot2. This may be the right choice by the author for others, I would have preferred the use of the tidyverse throughout the book.

The book is based on a course by the author, and the lectures can be watched on Youtube as well. I really enjoyed those lessons. All in all it was a great experience to work through this book and the exercises.

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