## Re-reading Jeffreys’ Theory of Probability

Our paper with Nicolas Chopin and Judith Rousseau, *Harold Jeffreys’s Theory of Probability Revisited,* has now appeared in **Statistical Science**, 2009, Vol. **24**, No. 2, 141-172, along with six discussions and our reply. It is very nice that the paper appeared in the 2009 volume of ** Statistical Science**, as it made it as a 70th anniversary celebration for this important book. (In a similar spirit, I will start a reading class in March at

**CREST**on Keynes’

*. With the hope that this can lead to another reassessment.)*

**A Treatise On Probability**
October 18, 2011 at 12:13 am

[…] big is big?”, and so on. They mention Bayesian statistics a few time, along with quotes of Jeffreys and Zellner, but never get into the details of their perspective on model assessment. (In fact, […]

October 14, 2011 at 12:16 am

[…] and goals… I of course object to the few lines dismissing “objective” Bayes and Jeffreys‘ heritage as ungrounded, but also to the too hasty processing of Fisher’s and […]

October 10, 2011 at 12:12 am

[…] I am however puzzled by the high number of “the the”, or the misspelling (p.261) of Jeffreys‘ prior into Jeffrey’s prior (maybe a mistake from the copy-editor?). (A few normal […]

September 21, 2011 at 12:13 am

[…] about the nature of probability, a debate that put me off so much in Keynes (1921) and even in Jeffreys (1939). From a mathematical perspective, there is only one “kind” of probability, the one […]

September 16, 2011 at 8:10 am

[…] Bayesians and non-Bayesians alike is as always both entertaining and sad. Sad also is the fact that Jeffreys’ masterpiece got so little recognition at the time. (While I knew about Fisher’s unreasonable stand on […]

April 28, 2011 at 8:09 am

[…] space, rather than the consequences on observable values that have not been observed, to paraphrase Harold Jeffreys. A Bayesian credible interval is therefore correct in terms of the posterior distribution it is […]

April 5, 2011 at 1:00 am

[…] choice of priors. Similarly, Jeffreys set the ground for the construction of reference priors in an essential piece of work. While I could claim some low-level kinship with Laplace (since we both spent our childhoods in […]

March 21, 2011 at 12:13 am

[…] that Laplace had done much more to establish Bayesian-ism, and he clearly is a staunch supported of Jeffreys, if not of de Finetti. (Curiously, he also seems to hold Keynes in high respect, despite the […]

August 22, 2010 at 12:20 am

[…] night before!—, I only had true interactions with him during the past years, over the Jeffreys reassessment I conducted with Judith Rousseau and Nicolas Chopin. On this occasion, Arnold was very kindly […]

August 3, 2010 at 8:10 am

[…] along Alan Turing during the war, already using Bayes factors introduced a few years earlier by Harold Jeffreys, I.J. Good contributed very much to the Bayesian revival of the 50′s. (A fact not mentioned […]