Archive for Theory of Probability

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Re-reading Jeffreys’ Theory of Probability

Posted in Books, Statistics with tags , , , on January 20, 2010 by xi'an

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.)

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Theory of Probability revisited: a reply

Posted in Statistics with tags , , , on September 5, 2009 by xi'an

As posted earlier, the paper on Jeffreys’ Theory of Probability, written jointly with Judith Rousseau and Nicolas Chopin, where we attempted to present the many advances contained in the book using modern concepts and notations, is going to appear in Statistical Science as a discussion paper. The discussants are José Bernardo, Andrew Gelman, Rob Kass, Denis Lindley, Stephen Senn, and Arnold Zellner. We have posted our reply on arXiv for completeness. The discussion was actually most positive and constructive, which is not a surprise given the breadth and scope of Jeffreys’ Theory of Probability. We are thus most grateful to the contributors for their lively discussions, which illustrate how influential Je reys’s ideas still are today. Maybe the most striking aspect in Theory of Probability is Harold Je reys’s intuition that a completely coherent system could be designed for Bayesian analysis, a system upon which we are still building today.

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