Reading seminar on Jaynes’ Probability Theory
The reading seminar on Jaynes’ Probability Theory is planned to start on next Monday at CREST. (All welcome, just register with Nadine Guedj at ensae.fr) I have so far covered Chapters 4-8 and I need to speed up if I want to keep my schedule. So far, reading carefully through the book has induced neither a burst of criticisms (as it occurred with Keynes’ Treatise on Probability) since there is no strong departure from traditional Bayesian inference, nor a foundational shift in my understanding of the field. The chapter on testing is quite well-written and starting with testing rather than estimation is a brilliant idea. The only annoying part is the permanent bashing of measure theory, which leads to an informal processing of improper priors. Here are the first slides written up to now:
Xi'an's Og 
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