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Sources
A tenative list of references for Bayesian inference.
Blogs
Jake VDP
: a must-read series on the frequentism vs Bayesianism.
Applied AI
: multiple series on Bayesian estimation and inference, as well application in quant finance.
Books
Bayesian Data Analysis
, Gelman.
Pattern Recognition and Machine Learning
, Bishop.
Machine Learning: A Probabilistic Perspective
, Murphy.
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