There is much men­tion in this blog about Bayesian ra­tio­nal­ity, or the use of Bayes’ meth­ods in de­ci­sion mak­ing. Now, I stud­ied Bayes con­di­tional prob­a­bil­ities in Statis­tics class in Univer­sity many years ago, but my knowl­edge of the the­ory ends there. Can you recom­mend any good books on the sub­ject?

In fact, do you folks have a recom­mended read­ing list (other than this blog, of course!) for those try­ing to iden­tify and over­come their own bi­ases?

I sec­ond the ques­tion. My own recom­men­da­tions will be found in the com­ments.

• My gen­eral ad­vice for un­der­val­ued read­ing: text­books. Go to your near­est col­lege book­store, sit in the aisles, and browse and read text­books on your main sub­jects of in­ter­est. Un­til you’ve read and un­der­stood text­books, why bother with any­thing else?

• Robyn Dawes, “Ra­tional Choice in an Uncer­tain World”, great in­tro for a pop­u­lar ed­u­cated au­di­ence.

The ed­ited vol­umes “Judg­ment Un­der Uncer­tainty”, “Heuris­tics and Bi­ases”, and op­tion­ally “Choices, Values, and Frames”, in that or­der, for a sur­vey of the re­search in heuris­tics and bi­ases.

Prob­a­bil­ity the­ory for com­pli­cated prob­lems that can be solved by calcu­lus: E.T. Jaynes, “Prob­a­bil­ity The­ory: The Logic of Science”

Prob­a­bil­ity the­ory and the struc­ture of the real world ex­ploited by tractable cog­ni­tive al­gorithms: Judea Pearl, “Prob­a­bil­is­tic Rea­son­ing in In­tel­li­gent Sys­tems”

Some other books I found im­por­tant on my jour­ney:

“The Mo­ral An­i­mal” by Robert Wright, pop­u­lar in­tro to ev-psych

“The Adapted Mind”, es­pe­cially “The Psy­cholog­i­cal Foun­da­tions of Cul­ture”, by Tooby and Cos­mides (less pop­u­lar ev-psych)

“Adap­ta­tion and Nat­u­ral Selec­tion” by Ge­orge Willi­ams (how to stop an­thro­po­mor­phiz­ing evolu­tion)

“The Tao is Silent” by Ray­mond Smul­lyan (cor­rect ac­tion does not have to be effort­ful or rigidly con­trol­led)

• Got any spe­cific text­books to recom­mend?

(Se­cond­ing the gen­eral prin­ci­ple, but it can be hard to find the good text­books.)

• For a lay reader look­ing for an in­tro­duc­tion to ev-psych, I ad­vise against Wright’s “The Mo­ral An­i­mal”, sug­gested in Eliezer’s first com­ment. It’s been sev­eral years since I read it, but I re­mem­ber it be­ing bor­ing, un­en­light­en­ing, and bogged down with bi­o­graph­i­cal vi­gnettes of Charles Dar­win. It might be a good in­tro for peo­ple who en­joy his­tory and liter­a­ture more than sci­ence texts, but this is pure spec­u­la­tion—I know few of these peo­ple and rarely give them books. If you want a light in­tro with­out the fluff, I’d sug­gest “Evolu­tion­ary Psy­chol­ogy: An In­tro­duc­tion” by Work­man and Reader, a com­pletely non­tech­ni­cal text­book that ac­tu­ally spends more time ex­plain­ing ev-psych than try­ing to con­vince the reader it’s not an evil, mi­sog­y­nis­tic pseu­do­science. It’s the sort of text high-school (or even mid­dle-school) teach­ers would use in a par­allel uni­verse where “evolu­tion­ary psy­chol­ogy” has a re­dun­dant ad­jec­tive.

• I con­stantly buy text­books and use them as bed­time read­ing. A won­der­ful way to pick up the fun­da­men­tals (or at least a su­perfi­cial fa­mil­iar­ity) with many sub­jects. How­ever, just read­ing any text­book is un­likely to ac­tu­ally give a great in­sight into any field. Do­ing ex­er­cises, and in par­tic­u­lar hav­ing a teacher or men­tor point out what is im­por­tant, is nec­es­sary for ac­tu­ally get­ting any­where.

To add at least some thread-rele­vant ma­te­rial, I’d like to recom­mend Eliezer’s web page “An In­tu­itive Ex­pla­na­tion of Bayesian Rea­son­ing” at http://​​yud­kowsky.net/​​bayes/​​bayes.html

I’m read­ing Pi­at­telli Pal­mar­ini’s “Inevitable Illu­sions” right now, but I’m not that im­pressed so far. Most of the con­tents seem to be fa­mil­iar from this list.

• “Causal­ity” by Judea Pearl is an ex­cel­lent for­mal treat­ment of the sub­ject cen­tral to em­piri­cal sci­ence.

• Nas­sim Ni­cholas Taleb is a re­ally good writer on this sub­ject, es­pe­cially with re­gards to the fi­nan­cial mar­kets. You can ei­ther read the Black Swan or Fooled by Ran­dom­ness (or both, but there is a lot of over­lap, per­son­ally I think Fooled by Ran­dom­ness is a bet­ter read, al­though the ideas in the Black Swan are a lit­tle more de­vel­oped).

If you want to get tech­ni­cal, my text­book: Jay Devore, Prob­a­bil­ity and Statis­tics for the Eng­ineer­ing and Sciences is an ex­cel­lent treat­ment of the sub­ject and be­gins at the most ba­sic level and cov­ers many ad­vance sub­jects. I think any econo­met­rics text­book is good too, as the skills you learn ap­ply not just to eco­nomic time se­ries but in gen­eral when think­ing about how to syn­the­size ob­served data into a de­scrip­tive model.

• Damn it, per­ils of read­ing too many blogs at once on RSS; thought I was look­ing at an­other blog ask­ing for cites on bayesi­anism. Elizer: feel free to delete both posts.

• Robin Han­son runs a blog called “Over­com­ing Bias” at http://​​www.over­com­ing­bias.com/​​ . It’s heav­ily Bayesian. Han­son’s the Ge­orge Ma­son economist who in­vented pre­dic­tion mar­kets.

• Eric: Can’t I keep them, please? (If not, I’ll delete all four com­ments, I guess.)

• Ir­ra­tional­ity by Stu­art Suther­land is pretty much this blog in book form.

• An oldie but goodie that I for­got to add: Lan­guage in Thought and Ac­tion by S. I. Hayakawa.

• Ev-psych seems to get ad­ver­tised a lot around here, so it might be good to add David Bul­ler’s Adapt­ing Minds: Evolu­tion­ary Psy­chol­ogy and the Per­sis­tent Quest for Hu­man Na­ture, a crit­i­cism of evolu­tion­ary psy­chol­ogy, to the read­ing list. (After that, of course, do also read De­bunk­ing Adapt­ing Minds, the crit­i­cism of the crit­i­cism.)

• The best text­books ever are “The Feyn­man Lec­tures On Physics”

• I have to recom­mend Eliezer’s es­say on his web site An In­tu­itive Ex­pla­na­tion of Bayesian Rea­son­ing. I am sure that ev­ery­thing on there (yud­kowsky.net) is well worth read­ing, but I haven’t got­ten to any­thing else yet.

• “Per­cep­tion and Misper­cep­tion in In­ter­na­tional Poli­tics” by Robert Jervis.

• I thought “Inevitable Illu­sions” was ter­rible. Full of smug­ness of the “ha ha, look how stupid you are” va­ri­ety, and (ap­pro­pri­ately, I guess) vi­ti­ated by rea­son­ing er­rors of its own. (See a brief anal­y­sis of one glar­ing ex­am­ple; those who are fluent with prob­a­bil­ity calcu­la­tions will find it a bit la­bo­ri­ous.)

• I have been look­ing for 2 texts on the de­sign of ex­per­i­ments. One that can be used by non-statis­ti­ci­ans like grad­u­ate stu­dents in physics, chem­istry, eco­nomics and the like. Another to in­tro­duce the non-math­e­mat­i­cal to the field. One group who I think could benefit from the de­sign and anal­y­sis of ex­per­i­ments are some peo­ple I know who run micro­cre­dit op­er­a­tions. Any sug­ges­tions? John

• Eliezer:‘Prob­a­bil­ity the­ory and the struc­ture of the real world ex­ploited by tractable cog­ni­tive al­gorithms: Judea Pearl, “Prob­a­bil­is­tic Rea­son­ing in In­tel­li­gent Sys­tems”’

Is the use of the phrase “cog­ni­tive al­gorithms” in­tended to mean that these al­gorithms are plau­si­bly im­ple­mented in our own brains?

• W. W. Bartley’s “The Re­treat to Com­mit­ment” is the best book on episte­mol­ogy, bar none, in my opinion. He fixes a small bug in Pop­per’s Crit­i­cal Ra­tion­al­ism, to sug­gest that even the epistemic ap­proach should be sub­ject to crit­i­cism, and pro­duces Pan-Crit­i­cal Ra­tion­al­ism (hence my blog’s ti­tle: pan­crit.org). He then pro­ceeds to at­tack PCR from ev­ery di­rec­tion he can think of.

Ex­treme Bayesi­anism may be a more mod­ern in­car­na­tion of the ap­proach, but the his­tory of ra­tio­nal­ism and the de­scrip­tion of how to eval­u­ate your ra­tio­nal­ity is truly valuable, and hasn’t been repli­cated in the cur­rent con­text.

• That’s hilar­i­ous, yo!