New York: John Wiley and Sons, (2012. fourth edition). Octavo, softcover.

Now in its fourth edition, this book looks at recent techniques such as variational methods, Bayesian importance sampling, approximate Bayesian computation and Reversible Jump Markov Chain Monte Carlo (RJMCMC). This book provides a concise account of the way in which the Bayesian approach to statistics develops as well as how it contrasts with the conventional approach. The theory is built up step by step, and important notions such as sufficiency are brought out of a discussion of the salient features of specific examples. This edition also includes expanded coverage of Gibbs sampling, including mor numerical examples and treatments of OpenBUGS, R2WinBUGS and R2OpenBUGS. This book is best suited for use as a main text in courses on Bayesian statistics for third and fourth year undergraduates and postgraduate students.