Through this book, the reader will be able to develop a practical ability to apply Bayesian modeling within their own field. The book begins with an informal introduction to foundational topics such as probability theory, and univariate and bi-/multivariate discrete and continuous random variables. Then, the application of Bayes' rule for statistical inference is introduced with several simple analytical examples that require no computing software; the main insight here is that the posterior distribution of a parameter is a compromise between the prior and the likelihood functions. The book then gradually builds up the regression framework using the brms package in R, ultimately leading to hierarchical regression modeling (aka the linear mixed model). Along the way, there is detailed discussion about the topic of prior selection, and developing a well-defined workflow. Later chapters introduce the Stan programming language, and cover advanced topics using practical examples: contrast coding, model comparison using Bayes factors and cross-validation, hierarchical models and reparameterization, defining custom distributions, measurement error models and meta-analysis, and finally, some examples of cognitive models: multinomial processing trees, finite mixture models, and accumulator models. Additional chapters, appendices, and exercises are provided as online materials and can be accessed here: https://github.com/bnicenboim/bayescogsci.
Bruno Nicenboim is assistant professor in the department of Cognitive Science and Artificial Intelligence at Tilburg University in the Netherlands, working within the area of computational psycholinguistics.
Daniel J. Schad is a cognitive psychologist and is professor of Quantitative Methods at the HMU Health
and Medical University in Potsdam, Germany.
Shravan Vasishth is professor of psycholinguistics at the department of Linguistics at the University of Potsdam, Germany; he is a chartered statistician (Royal Statistical Society, UK).