I was reading a comment (linked below) by gwern and it hit me:
Jaynes’s Probability: The Logic of Science is so special because it presents a unified theory of probability. After reading it, I no longer think of “probability” and “statistics” as being different things. As many understand evolution—feeling there is a set of core principles, like selection and evolutionary pressure and mutation, even if the person isn’t familiar with many of the technical findings or machinery they’d need to actually do an analysis good enough to make good predictions from—this is how I feel about probability after reading Jaynes.
The direct practical value of the book is quite low! But it can give you a mind that feels probability is an intuitive field, and nothing like a collection of tricks. I might have gotten a lot of help on this front by reading the sequences, but it’s Jaynes who really brought it together for me. I even skipped a lot of the algebraic math in his book and still got so much out of it.
I was reading a comment (linked below) by gwern and it hit me:
Jaynes’s Probability: The Logic of Science is so special because it presents a unified theory of probability. After reading it, I no longer think of “probability” and “statistics” as being different things. As many understand evolution—feeling there is a set of core principles, like selection and evolutionary pressure and mutation, even if the person isn’t familiar with many of the technical findings or machinery they’d need to actually do an analysis good enough to make good predictions from—this is how I feel about probability after reading Jaynes.
The direct practical value of the book is quite low! But it can give you a mind that feels probability is an intuitive field, and nothing like a collection of tricks. I might have gotten a lot of help on this front by reading the sequences, but it’s Jaynes who really brought it together for me. I even skipped a lot of the algebraic math in his book and still got so much out of it.
https://www.lesswrong.com/posts/Zwdd4Fx6HBjqeGRQd/book-review-fooled-by-randomness?commentId=ZPp5CxtYGSgDLKQLX