Does anyone know any concise book on Bayesian Networks and related material written for mathematicians? Most books that I know are written for the Machine Learning and AI crowd and are way too chatty about mathematical trivialities while skipping the actually interesting stuff. I'm trying to learn this material and would prefer a good theoretical intro just to the pure math stuff and then flip through these chatty books if I need material on applications.

It turns out that I need some of this for my job that starts in a month. My background is a Ph.D. in mathematics.


I recommend the 1999 book Probabilistic Networks and Expert Systems by Cowell, Dawid, Lauritzen and Spiegelhalter.

For a broader scope than Bayesian networks, I recommend the 1995 book Graphical Models by Lauritzen.

The second book is more rigorous than the first.


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