Archive for Jaynes

Jaynes’s views [reading seminar]

Posted in Statistics, University life with tags , , , , on March 1, 2011 by xi'an

My (PhD level) reading seminar 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 (Malakoff, Salle 19). Attendance is free and everyone’s more than welcome, but registration is compulsory. The seminar is most effective when the audience has read the book chapters prior to the lecture, as it can engage into a higher debate! Several copies [10] of the book are available in the school library. (There was a version on-line at some point but it apparently got removed.) Here is the text of the announcement for the course next month:

Jeffreys 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 Brethorst).
We plan to cover in the lectures what we 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

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