Bayesian Analysis

[Reel]

Anyone know any good books to learn Bayesian Analysis? I need to learn about it similar to the methods used in spam filters. I'd prefer something mathematically intensive.

Thanks.

 

[chuckywang]

What is Bayesian Analysis? Sounds interesting.

 

[Colt45]

http://en.wikipedia.org/wiki/Bayesian_analysis

 

[jman19]

Originally posted by: ReelC00L
Anyone know any good books to learn Bayesian Analysis? I need to learn about it similar to the methods used in spam filters. I'd prefer something mathematically intensive.

Thanks.

I had to make a spam filter using Bayesian principles for a machine learning class... was pretty interesting. I always enjoyed projects where the end product actually did something interesting.

 

[MySoS]

Is this similar to Bayesian Theory?

 

[Reel]

From Colt's link,

Computer applications
Bayesian inference has applications in artificial intelligence and expert systems. Bayesian inference techniques have been a fundamental part of computerized pattern recognition techniques since the late 1950s. There is also an ever growing connection between Bayesian methods and simulation Monte Carlo techniques since complex models cannot be processed in closed form by a Bayesian analysis, while the graphical model structure inherent to all statistical models, even the most complex ones, allows for efficient simulation algorithms like the Gibbs sampling and other Metropolis-Hastings algorithm schemes.

As a particular application of statistical classification, Bayesian inference has been used in recent years to develop algorithms for identifying unsolicited bulk e-mail spam. Applications which make use of Bayesian inference for spam filtering include Bogofilter, SpamAssassin and Mozilla. Spam classification is treated in more detail in the article on the naive Bayes classifier.

In some applications fuzzy logic is an alternative to Bayesian inference. Fuzzy logic and Bayesian inference, however, are mathematically and semantically not compatible: You cannot, in general, understand the degree of truth in fuzzy logic as probability and vice versa.

Basically, I need a book that teaches me all the statistics I need to do to do something like that.

 

[Reel]

I have been searching through newsgroups and stats courses online but can't really find any consensus. There are too many books about this subject and so many differing opinions.