Theory of Probability revisited

Last year, I gave an advanced graduate course at CREST about Jeffreys’ Theory of Probability, where I tried to present the many advances contained in the book using modern concepts and notations. With Judith Rousseau and Nicolas Chopin who attended the course, we then decided to make a paper of those notes, because we thought [and think] that (a) this book was truly foundational for the field of Bayesian statistics and (b) a guide to the most relevant parts could be useful to get over the idiosyncrasies of a book published in 1939, that is, seventy years ago… Here are the slides of that course (Warning: huge file!)

The paper was submitted to Statistical Science and it (surprisingly) came back with very minimal requests for changes, which is great of course! We have now resubmitted the revised version, also posted on arXiv. Hopefully, the paper will be discussed as well and the discussion will make Jeffreys’ book even more appealing for new readers. Hopefully, contributors will also attend the Jeffreys’ session I am organising at the O’Bayes 09 meeting next June. It would be nice also if the paper could appear in the 2009 volume of Statistical Science, in order to make it a nice 70th anniversary celebration for this still relevant book. Next year, I may try re-reading and teaching Keynes’ A Treatise On Probability.