Friday 12 June 2009

Ed Jaynes

Ed Jaynes was an American physicist who was born in 1922 and who carried on working pretty much until his death in 1998. Jaynes was one of the first people to fully explain that the classical probability theory developed by scientists such as Laplace (1749–1827) can be considered as a generalization of Aristotelian logic. In the case of reasoning about uncertainty our logic is that of probability theory and in the special case that our hypotheses are either true or false we can reason using classical deductive logic.

The distinctive approach of Ed Jaynes is not so widely known as it should be. Jaynes life’s work is summarised in a book called Probability Theory: The Logic of Science. This was published by Cambridge University Press and is HERE. Reviews include the following; ‘This is not an ordinary text. It is an unabashed, hard sell of the Bayesian approach to statistics. It is wonderfully down to earth, with hundreds of telling examples. Everyone who is interested in the problems or applications of statistics should have a serious look.’ SIAM News.

The statement that ‘this is not an ordinary text’ is a serious understatement. At one level the book is easy to read and has numerous real insights about the problems that a quantitative scientist faces when trying to reason about an unknown reality based on partial information – the situation most natural and social scientists face during their working lives. At a deeper level this is a difficult and very ambitious book. The aim of the book is no less than an explication of the foundations of applied scientific inference. It combines physical insight, philosophical challenges and mathematical difficulty. It will stretch your conceptions about how and where probability theory can and should be applied. In the final analysis much of the books technical material may well be shown to be wrong. However, simply trying to understand the book and its expansive vision of what scientific inference should be may well lead to a productive and creative life’s worth of scientific work.

Jaynes is a leading thinker in the field of Objective Bayesian statistics (see Wikipedia HERE).

Other bits and pieces about Jaynes, including a short bio, are HERE.