*Tid:* **19 januari 2009 kl 15.15-17.00 **
*Plats :* **Seminarierummet 3733**, Institutionen för
matematik, KTH, Lindstedts väg 25, plan 7. Karta!
*Föredragshållare:*
**
Professor Stefan Arnborg, NADA, KTH
**
**Titel:**
The legacy of Ed Jaynes
**Sammanfattning:**
Ed Jaynes (1922-1998) was a colorful proponent of Bayesian and Maximum
Entropy
methods in applied data analysis. His lecture notes 'Probability Theory:
The Logic of Science' were published by Cambridge University Press in
2003, but had worked as a powerful Samizdat for Bayesian underground
fanatics for a decade. It is sometimes thought that
his (and Lindley's) arrogant writing polarized the community unnecessarily
and delayed the powerful syntheses advocated by, e.g., Andrew Gelman and
his
colleagues. But the main danger statistics runs is that it can become
boring,
and a good fight can thus have a direct economic value for science.
I will go through some threads in Jaynes' work and see how they were
approached
by later investigators. Of particular interest is his strong belief in the
unconditional validity of Cox's logic-based 'derivation' of the
inevitability of Bayesian analysis (a parallell to Lindley's 1982
paper), and also his rather fundamentalist approach to maximum entropy
methods as more justified than the alternatives, often based on
Dempster's, Shafer's or Walley's work. Some of the results I present is
joint work with Gunnar
Sjödin and Joel Brynielsson.
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