Less Wrong Book Club and Study Group

Do you want to be­come stronger in the way of Bayes? This post is in­tended for peo­ple whose un­der­stand­ing of Bayesian prob­a­bil­ity the­ory is cur­rently some­what ten­ta­tive (be­tween lev­els 0 and 1 to use a pre­vi­ous post’s terms), and who are in­ter­ested in de­vel­op­ing deeper knowl­edge through de­liber­ate prac­tice.

Our in­ten­tion is to form an on­line self-study group com­posed of peers, work­ing with the as­sis­tance of a fa­cil­i­ta­tor—but not nec­es­sar­ily of a teacher or of an ex­pert in the topic. Some stu­dents may be some­what more ad­vanced along the path, and able to offer as­sis­tance to oth­ers.

Our first text will be E.T. Jaynes’ Prob­a­bil­ity The­ory: The Logic of Science, which can be found in PDF form (in a slightly less pol­ished ver­sion than the book edi­tion) here or here.

We will work through the text in sec­tions, at a pace al­low­ing thor­ough un­der­stand­ing: ex­pect one new sec­tion ev­ery week, maybe ev­ery other week. A brief sum­mary of the cur­rently dis­cussed sec­tion will be pub­lished as an up­date to this post, and si­mul­ta­neously a com­ment will open the dis­cus­sion with a few ques­tions, or the state­ment of an ex­er­cise. Please use ROT13 when­ever ap­pro­pri­ate in your replies.

A first com­ment be­low col­lects in­ten­tions to par­ti­ci­pate. Please re­ply to this com­ment only if you are gen­uinely in­ter­ested in gain­ing a bet­ter un­der­stand­ing of Bayesian prob­a­bil­ity and will­ing to com­mit to spend a few hours per week read­ing through the sec­tion as­signed or do­ing the ex­er­cises.

As a warm-up, par­ti­ci­pants are en­couraged to start in on the book:

Preface

Most of the Pre­face can be safely skipped. It names the gi­ants on whose shoulders Jaynes stood (“His­tory”, “Foun­da­tions”), deals briefly with the fre­quen­tist vs Bayesian con­tro­versy (“Com­par­i­sons”), dis­cusses his “Style of Pre­sen­ta­tion” (and in­ci­den­tally his dis­trust of in­finite sets), and con­tains the usual ac­knowl­edge­ments.

One sec­tion, “What is ‘safe’?”, stands out as mak­ing sev­eral strong points about the use of prob­a­bil­ity the­ory. Sam­ple: “new data that we in­sist on an­a­lyz­ing in terms of old ideas (that is, mod­els which are not ques­tioned) can­not lead us out of the old ideas”. (The em­pha­sis is Jaynes’. This has an al­most Kuh­nian fla­vor.)

Dis­cus­sion on the Pre­face starts with this com­ment.