Theory of Probability revisited: a reply

As posted earlier, the paper on Jeffreys’ Theory of Probability, written jointly with Judith Rousseau and Nicolas Chopin, where we attempted to present the many advances contained in the book using modern concepts and notations, is going to appear in Statistical Science as a discussion paper. The discussants are José Bernardo, Andrew Gelman, Rob Kass, Denis Lindley, Stephen Senn, and Arnold Zellner. We have posted our reply on arXiv for completeness. The discussion was actually most positive and constructive, which is not a surprise given the breadth and scope of Jeffreys’ Theory of Probability. We are thus most grateful to the contributors for their lively discussions, which illustrate how influential Jereys’s ideas still are today. Maybe the most striking aspect in Theory of Probability is Harold Jereys’s intuition that a completely coherent system could be designed for Bayesian analysis, a system upon which we are still building today.