Reading seminar on Jaynes’ Probability Theory

The reading seminar on Jaynes’ Probability Theory is planned to start on next Monday at CREST. (All welcome, just register with Nadine Guedj at ensae.fr) I have so far covered Chapters 4-8 and I need to speed up if I want to keep my schedule. So far, reading carefully through the book has induced neither a burst of criticisms (as it occurred with Keynes’ Treatise on Probability) since there is no strong departure from traditional Bayesian inference, nor a foundational shift in my understanding of the field. The chapter on testing is quite well-written and starting with testing rather than estimation is a brilliant idea. The only annoying part is the permanent bashing of measure theory, which leads to an informal processing of improper priors. Here are the first slides written up to now:

4 Responses to “Reading seminar on Jaynes’ Probability Theory”

  1. [...] probability [being] less appropriate in the Bayesian weighted likelihood quite debatable. Following Jaynes (2003) [at least verbatim!], I do consider that, mathematically, “there is only one kind of [...]

  2. [...] Friday, despite the cancellation of the reading seminar on Jaynes’ Probability Theory, I completed my slides on Chapters 4 (Elementary hypothesis [...]

  3. [...] reading seminar on Jaynes’ Probability Theory that was planned to start on next Monday at CREST. is cancelled [...]

  4. [...] progressing through Jaynes’ Probability Theory for my classes next week, I reached the end of Chapter 12 where he proposed a “resolution” of Bertrand’s [...]

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