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Probability Theory: The Logic of Science: Principles and Elementary Applications Vol 1
 
 
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Probability Theory: The Logic of Science: Principles and Elementary Applications Vol 1 [Hardcover]

E. T. Jaynes , G. Larry Bretthorst
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Product details

  • Hardcover: 758 pages
  • Publisher: Cambridge University Press; Annotated. edition (10 April 2003)
  • Language English
  • ISBN-10: 0521592712
  • ISBN-13: 978-0521592710
  • Product Dimensions: 25.1 x 17.9 x 4.1 cm
  • Average Customer Review: 5.0 out of 5 stars  See all reviews (6 customer reviews)
  • Amazon Bestsellers Rank: 240,397 in Books (See Top 100 in Books)
  • See Complete Table of Contents

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E. T. Jaynes
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Review

'This is not an ordinary text. It is an unabashed, hard sell of the Bayesian approach to statistics. It is wonderfully down to earth, with hundreds of telling examples. Everyone who is interested in the problems or applications of statistics should have a serious look.' SIAM News

'This book could be of interest to scientists working in areas where inference of incomplete information should be made.' Zentralblatt MATH

'… the author thinks for himself … and writes in a lively way about all sorts of things. It is worth dipping into it if only for vivid expressions of opinion. The annotated References and Bibliography are particularly good for this.' Notices of the American Mathematical Society

Product Description

The standard rules of probability can be interpreted as uniquely valid principles in logic. In this book, E. T. Jaynes dispels the imaginary distinction between 'probability theory' and 'statistical inference', leaving a logical unity and simplicity, which provides greater technical power and flexibility in applications. This book goes beyond the conventional mathematics of probability theory, viewing the subject in a wider context. New results are discussed, along with applications of probability theory to a wide variety of problems in physics, mathematics, economics, chemistry and biology. It contains many exercises and problems, and is suitable for use as a textbook on graduate level courses involving data analysis. The material is aimed at readers who are already familiar with applied mathematics at an advanced undergraduate level or higher. The book will be of interest to scientists working in any area where inference from incomplete information is necessary.

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19 of 19 people found the following review helpful
Format:Hardcover
A fragmentary edition of this book was published online in 1994, and has already been an academic "underground hit". The subject matter (probability as the only consistent, universal logic of uncertain inference) is relevant to nearly every field in science where evidence has to be assessed.

Edwin Jaynes was a great scientific writer and his breadth of learning, concern for real-world applications and wit clearly show through in this book. His comments on opposing views are very harsh by academic standards, but Jaynes' writing shows up how bland and how disconnected from real-world problems the academic writing on Bayesianism usually is.

This book combines two principles and shows how they can produce a Bayesian mathematical system which illuminates and unifies problems of reasoning and decision. His examples are sometimes delightfully original and range from court-room decisions to complex engineering problems.

The first principle is the Cox Proof, explained at length in Chapter 2. Probability is normally justified in terms of rational betting behaviour or in terms of sensible preferences between options. The Cox Proof, by contrast, derives probability from consistency constraints on the form of a system of inference. Hence non-probabilistic systems (such as those in orthodox statistics or fuzzy logic) are inconsistent; a very important result.

The other principle is the idea that one's expectations have an information content, which can be measured using the mathematics of Information Theory. Ideally, your beliefs should contain no more information than what is allowed by the evidence you have so far. Spelled out mathematically, this gives what is known as the Maximum Entropy (or "maxent") principle.

As a doctoral student in the philosophy of science, I found this the most useful source about induction, probability and statistics. Even though a lot of the maths was too advanced for me, Jaynes puts the mathematical proofs in context and explains why they are so important for science.

If more philosophers would read the first few chapters of this book, then a lot of collective misconceptions about probability would be cleared up and a lot of "new" discoveries would be shown to be already part of Jaynes' sophisticated system. AI researchers interested in the representation of uncertainty will also find it essential.

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9 of 9 people found the following review helpful
Format:Hardcover
The book quotes Bernoulli (1713): "I cannot conceal the fact here that in the [application of probability theory], I foresee many things happening which can cause one to be badly mistaken if he does not proceed cautiously.", and indeed shows that throughout the history of probability theory this has happened all too often.

Jaynes starts with some deceptively simple requirements for the rules of reasoning in the face of uncertainty. He then proceeds systematically and with confident ease, to deduce the rules and practice of probability theory, showing along the way how to avoid the controversies and paradoxes usually associated with this field. He shows that these rules are the only consistent ones and any method that violates them is necessarily inconsistent.

The bulk of the book is about inference, or inverse probability problems. It is therefore highly recommended for all users of probability theory for inference. (This specifically includes engineers working on all types of automatic speech processing.) The reader is freed from the restrictive frequency interpretation of probability and can then start to develop a deep understanding of inference.

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3 of 3 people found the following review helpful
Format:Hardcover
This is a book that puts all other textbooks on Bayesian statistics to shame. Whereas these books avoid the discussion about the interpretation of probability, and hide in the technical aspects of Bayesian statistics, Probability Theory by Jaynes has this interpretation as its main topic. Jaynes shows that probability can be used to say how plausible something is. He starts from a few very basic desiderata and then uses Cox Proof to derive the usual expressions for probabilities. The rest of the book is a showcase of how this interpretation leads to a more natural, simpler, and more powerful form of statistics than the frequency interpretation.

Jaynes discusses a large number of problems, compares various approaches to them, and shows their strengths and weaknesses. He does this in a highly engaging style; one learns how to apply the techniques of Bayesian statistics almost as if in passing. I found the problems not only very interesting, sometimes they even made me smile. For example, in chapter 5 he uses extra-sensory perception as an application of Bayesian statistics on hypothesis testing with more than two hypotheses. He argues that if an experiment shows that ESP is much more likely than random chance, people will still not accept its existence. The reason is that there is a third possibility, which is that there is something wrong with the experiment. If this possibility has a higher prior probability than ESP, then it will retain this higher probability no matter what the outcome of the experiment.

I became interested in Bayesian statistics, because I was trying to do model selection based on results of quantum chemical calculations. As these calculations are perfectly reproducible, a frequency interpretation of probability makes no sense. Almost all books on Bayesian statistics that I looked at were highly technical, but did not really tell me how to apply Bayesian statistics to my relatively simple problems. Only when I found Data Analysis by Sivia did I learn what I needed. That book was not only very useful in itself, it also pointed me to Jaynes's great book.
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