{ "cells": [ { "cell_type": "markdown", "metadata": { "slideshow": { "slide_type": "slide" } }, "source": [ "# Probability Theory Review" ] }, { "attachments": {}, "cell_type": "markdown", "metadata": { "slideshow": { "slide_type": "slide" } }, "source": [ "### Preliminaries\n", "\n", "- Goal \n", " - Review of Probability Theory as a theory for rational/logical reasoning with uncertainties (i.e., a Bayesian interpretation)\n", "- Materials \n", " - Mandatory\n", " - These lecture notes\n", " - Optional\n", " - Bishop pp. 12-24\n", " - [Ariel Caticha, Entropic Inference and the Foundations of Physics (2012)](https://github.com/bertdv/BMLIP/blob/master/lessons/notebooks/files/Caticha-2012-Entropic-Inference-and-the-Foundations-of-Physics.pdf), pp.7-56 (ch.2: probability)\n", " - Great introduction to probability theory, in particular w.r.t. its correct interpretation as a state-of-knowledge.\n", " - Absolutely worth your time to read the whole chapter, even if you skip section 2.2.4 (pp.15-18) on Cox's proof.\n", " - [Edwin Jaynes, Probability Theory--The Logic of Science (2003)](http://www.med.mcgill.ca/epidemiology/hanley/bios601/GaussianModel/JaynesProbabilityTheory.pdf). \n", " - Brilliant book on Bayesian view on probability theory. Just for fun, scan the annotated bibliography and references.\n", " - [Aubrey Clayton, Bernoulli's Fallacy--Statistical Illogic and the Crisis of Modern Science (2021)](https://aubreyclayton.com/bernoulli)\n", " - A very readable account on the history of statistics and probability theory. Discusses why most popular statistics recipes are very poor scientific analysis tools. Use probability theory instead!\n", " - [Joram Soch et al ., The Book of Statistical Proofs (2023 - )](https://statproofbook.github.io/)\n", " - On-line resource for proofs in probability theory and statistical inference." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "### [Data Analysis: A Bayesian Tutorial](https://www.amazon.com/Data-Analysis-Bayesian-Devinderjit-Sivia/dp/0198568320)\n", "\n", "- The following is an excerpt from the book [Data Analysis: A Bayesian Tutorial](https://www.amazon.com/Data-Analysis-Bayesian-Devinderjit-Sivia/dp/0198568320) (2006), by D.S. Sivia with J.S. Skilling:\n", "\n", "
