Learning Bayesian statistics is not easy. It requires time and dedication, similar to mastering a musical instrument of a game like chess. Especially with a classical statistics background, you have to “un-learn” some of what you have acquired before becoming comfortable with a Bayesian way of thinking.
Bayes in Action was a course in Bayesian data analysis from 2013 until 2020. More than a hundred attendees have attended. Many of them told me later that they had acquired valuable insights. But this course is not given anymore.
By learning online or studying from texts, there is no teacher who you can ask. You can only ask yourself. However, occasionally, you encounter a book that asks all the right questions.
In my case, I found Dr. David Blower’s Information Processing series such a revelation. They have shaped my ability for critical thinking. I have Dr. David Blower met in person only once during the MaxEnt 2009 workshop. He passed away in 2018.
Mrs. Elizabeth Blower kindly agreed that David’s books can be downloaded for free from this website. I hope you can take advantage of it.
Dr. Romke Bontekoe