Dear Sir, Greetings. I am a PhD ... student based in [country]. I work in the area of [...] and much of the new models in this area are based on Bayesian approach. I too feel this approach needs to [be] adopted ... . I Sir would too like to learn this approach. Unfortunately here in [country] we in Social Science are [not] trained too well in methodology. This mail is to request you to guide me as to how I can learning Bayesian Modeling relevant to [...] by self-study. There are currently no courses in [country] (to the best of my knowledge) that offer Bayesian Statistics/Bayesian Modeling. Please suggest resources (books, articles, videos) and methodology. I sincerely thank you for going through my mail and taking out you valuable time to help me. Thanks and Regards,
Thank you for your interest.
Well, there's a vast literature out there, but since you're asking me, I'll recommend the following sequence from my own work.
For an introduction to Bayesian data analysis:
1. Read Chapter 2 of the 2nd Edition of my book. You can preview the book at various sites listed here.
2. Read the article, "Bayesian estimation supersedes the t test," linked here.
3. Read the article, "The time has come: Bayesian methods for data analysis in the organizational sciences," linked here.
For an introduction to Bayesian models of perception and cognition:
1. Read the blog post, "Bayesian models of mind, psychometric models, and data analytic models," linked here.
2. Read the article, "Bayesian learning theory applied to human cognition," linked here.
3. Read the article, "Bayesian approaches to associative learning: From passive to active learning," linked here.
Good luck with your work, and thanks again for your interest.