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’ A Treatise On Probability. With the hope that this can lead to another reassessment.)

11 Responses to “Re-reading Jeffreys’ Theory of Probability”

  1. […] 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, […]

  2. […] 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 […]

  3. […] 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 […]

  4. […] 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 […]

  5. […] 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 […]

  6. […] 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 […]

  7. […] 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 […]

  8. […] 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 […]

  9. […] 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 […]

  10. […] 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 […]

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