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Aleks points me to this set of commentary on E. T. Jaynes’s book on Bayesian inference. Although I don’t see Jaynes as a guru, I’ve been strongly influenced by his ideas (in particular the idea of taking a model seriously–not as a belief or set of betting probabilities, but as a scientific model–a necessarily oversimplified stylized description of reality that can be rigorously tested and eventually refuted, with said refutation providing useful clues into additional information that had not so far been included).

One Comment

  1. xi'an says:

    Great! Makes me more and more contemplate re-reading Jaynes for my course next month instead of reading Keynes (1921) which exhibits less and less appeal for me!