Introduction to Bayesian Scientific Computing

This book has been written for undergraduate and graduate students in various disciplines of mathematics. The authors, internationally recognized experts in their field, have developed a superior teaching and learning tool that makes it easy to grasp new concepts and apply them in practice. The book’s highly accessible approach makes it particularly ideal if you want to become acquainted with the Bayesian approach to computational science, but do not need to be fully immersed in detailed statistical analysis.

From the reviews: "This witty, erudite, and surprisingly practical book is made up of ten chapters. … A central topic of the book is the relationship between statistical inference and the inverse problems that define Bayesian (subjective) statistics. … This excellent book will be valuable to scientists of various stripes, statisticians, numerical analysts, those who work in image processing, and those who implement Bayesian belief nets." (George Hacken, ACM Computing Reviews, Vol. 49 (11), November, 2008) "Introduction to Bayesian Scientific Computing is a 200-page, easily accessible, pleasant introduction fusing Bayesian approaches with numerical linear algebra methods for inverse problems … . What I like most about this book is the apparent enthusiasm of the authors and their genuine interest in explaining rather than showing off. This enthusiasm is contagious, and the result is very readable." (Uri Ascher, The Mathematical Intelligencer, Vol. 31 (1), 2009)