## Jaynes’ re-read

**F**ollowing the two past PhD courses on Jeffreys‘ ** Theory of Probability** and Keynes‘

*, I will propose next year a reading course at*

**Treatise On Probability****CREST**on Jaynes’s

**.**

*Probability Theory***J**effreys and Jaynes share a lot in common as physicists who both significantly contributed to Bayesian statistical theory and as writers of books with almost identical titles and with very ambitious and similar scopes. It is thus no surprise that Jaynes dedicates his book to Jeffreys. There are also differences, the most obvious one being that Jeffreys published his foundational book before his 50th birthday, while Jaynes’ book came out more than ten years after his death (under the scholarly supervision of Larry Bretthorst). The time difference between both books is not that revelant, however, in that Jaynes’s ** Probability Theory** is what Persi Diaconis call “wonderfully out of date” in his review. (Meaning “

*Jaynes’s focus on basic philosophical issues*[rather than on computational techniques]

*is timeless*“, with the conclusion that “this is the best introduction to Bayesian statistics that I know”!)

**I** plan to cover in the lectures what I consider to be the most significant aspects of Jaynes’s work. The corpus of work corresponding to the logical foundations of probability theory and the opposition of Jaynes to (Feller’s) measure theory, Bourbakism, Kolmogorov’s axioms, (Feller’s) countable additivity, de Finetti’s principles, and other probabilistic paradoxes will not be adressed, even though a second course by a probabilist colleague of mine at Dauphine may follow this one. The lectures will focus on

- the meaning and motivation of prior distributions (Chapter 6), culminating in the definition of the entropy principle (Chapter 11)
- the rules of hypothesis testing (Chapter 4) and the central role of evidence (Chapters 9 and 18)
- the special case of transformation groups (Chapter 12) and the debate about marginalisation paradoxes (Chapter 15)
- Bayesian estimation (Chapter 6) and the criticisms on decision theory (Chapters 13 and 14)
- Model comparison (Chapter 20) and the pathologies of orthodox methods (Chapters 16 and 17)

**T**he dates of the course are already set: March 21, 24, 28, 31 and April 04 [2011]…

September 16, 2011 at 8:11 am

[…] in the end update those profitably. (The most obvious missing part is in my opinion the absence of E.T Jaynes and the MaxEnt community, which would deserve a chapter on its own.) Maybe ISBA could consider […]

March 1, 2011 at 12:05 am

[…] at CREST this year will be about some chapters of Jaynes’ Probability Theory. As announced earlier. The dates of the course are set as March 21 (11am), 24, 28, 31 and April 04 (2pm) at ENSAE […]

February 6, 2011 at 12:12 am

[…] the Search for Certainty is not that artificial: Toffoli also opposes von Mises and de Finetti to Jaynes, making maximum entropy the foundational principle. He however objects to von Mises’ […]

July 29, 2010 at 9:13 am

I’m also very interested in these lectures but have no means of attending. Access to slides and possible forum discussions etc. would be much appreciated!

Lars

Stockholm, Sweden

July 6, 2010 at 7:43 pm

I hope you’re planning to post course material to this blog. I wish I could take part in the course…

July 6, 2010 at 8:54 pm

Thank you! A priori, I will indeed post the slides on this blog.

July 2, 2010 at 2:31 pm

Dear Prof. Robert,

Is the course open to all students? And is it accessible to non-statistics students?

I have notions of applied Bayesian statistics (à la Gelman-style), but am not familiar with decision theory.

Thanking you in advance,

yours sincerely

Matthieu

July 2, 2010 at 6:49 pm

Sure, this is a free and open course, no requirement whatsoever!