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.)
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 […]