Korbinian Strimmer and
Dirk Hasenclever
University of Leipzig, Summer Term 2011 and Winter Term 2011/12
Ends: Spring 2012
Time: Wednesday 15:15-16:45
Place: IZBI Seminarraum 109, Härtelstr. 16-18
Synopsis:
In this reading seminar we will discuss the foundation of probability and statistics following E.T. Jaynes in his book Probability Theory - The Logic of Science. In particular we will discuss, among other things,
- the famous Cox theorem (probability as extension of logic), and
- the use of entropy in Bayesian statistics (ignorance principle).
If you want to attend the seminar please contact Korbinian Strimmer or Dirk Hasenclever. To be able to follow the discussion (and to present a paper) you need statistical knowledge roughly on the level of the course Introduction to Machine Learning and Statistics.
Presentations are on chalk board (no power point or similar). A "Schein" will be awarded on the basis of active discussion and possibly an oral exam and the writing of an essay (depending on the student's requirements).
Literature:
- E.T. Jayes: Probability Theory - The Logic of Science", 2003, CUP.
- Table of contents and first three chapters (pdf)
- Fragmentary version of the book (1994) (pdf files)
- Commentary on the book by Christian Robert.
- Unofficial errata and commentary by Kevin S. van Horn.
- Book review by Persi Diaconis.
Schedule:
We start with discussing the first chapter on 20 April 2011 and then simply meet (tpyically) Wednesday afternoons to work our way through the book.
Sessions:
| Session | Date | Discussion |
|---|---|---|
| 1 | Wednesday 20 April 2011 | Introduction and Chapter 1 "Plausible Reasoning" |
| 2 | Wednesday 27 April 2011 | Chapter 2 "The Quantitative Rules" |
| 3 | Wednesday 4 May 2011 | Chapter 2 ctd. and Appendix A "Other Approaches to Probability Theory" |
| 4 | Wednesday 1 June 2011 | Chapter 3 "Elementary Sampling Theory" |
| 5 | Wednesday 8 June 2011 | Chapter 4 "Elementary Hypothesis Testing" |
| 6 | Monday 20 June 2011 | Chapter 5 "Queer Uses For Probability Theory" |
| 7 | Wednesday 6 July 2011 | Chapter 6 "Elementary Parameter Estimation" |
| 8 | Thursday 14 July 2011 | Chapter 6 ctd. |
| 9 | Friday 22 July 2011 | Chapter 7 "The Central, Gaussian Or Normal Distribution" |
| 10 | Monday 15 August 2011 | Chapter 8 "Sufficiency, Ancillarity, And All That" |
| 11 | Thursday 1 September 2011 | Chapter 9 "Repetitive Experiments Probability And Frequency" |
| 12 | Thursday 15 September 2011 | Chapter 9 ctd and Chapter 10" Physics Of Random Experiments" |
| 13 | Tuesday 11 October 2011 | Chapter 11 "Discrete prior probabilities, the entropy principle" |
| 14 | Wednesday 19 October 2011 | Chapter 11 ctd and Chapter 12 "Ignorance priors and transformation groups" |
| 15 | Wednesday 26 October 2011 | Chapter 12 ctd |
| 16 | Tuesday 1 November 2011 | Chapter 13 "Decision theory, historical background" |
| 17 | Thursday 10 November 2011 | Chapter 13 ctd |
| 18 | Friday 18 November 2011 | Chapter 14 "Simple applications of decision theory" |
| 19 | Wednesday 7 December 2011 | Chapter 15 "Paradoxes of probability theory" |
| 20 | Wednesday 14 December 2011 | Chapter 15 ctd |
| 21 | Wednesday 4 January 2012 | Chapter 16 "Orthodox methods: historical background" |
| 22 | Tuesday 10 January 2012 | Chapter 17 "Principles and pathology of orthodox methods" |
| 23 | Wednesday 18 January 2012 | Chapter 18 "The Ap distribution and rule of succession" |
| 24 | Wednesday 25 January 2012 | Excursion: Uncertainty relationship |
| 25 | Wednesday 15 February 2012 | Chapter 18 ctd |
| 26 | Friday 2 March 2012 | Chapter 19 "Physical Measurements" and Chapter 20 "Model Comparison" |
| 27 | Friday 9 March 2012 | Chapter 21 "Outliers and Robustness" and Chapter 22 "Introduction to Communication Theory" |
