[birdofhermes]

As other commenters have pointed out any given introductory chapter in a book on Bayesian statistics, including Jaynes’, is better exposition than this. I found _Probability Theory: The Logic of Science_ very easy to follow and very well-written.

I had a similar experience when I finally found a copy of Barbour’s _The End of Time_ and discovered, much to my chagrin, that it wasn’t nearly as mystical or complicated as EY makes it seem in the Timeless Physics “sequence”. Barbour’s account was much more readable and much easier to understand.

Yudkowsky just isn’t that great of a popular science writer. It’s not his specialty, so this shouldn’t be surprising.

[topologie]

100% with you on Jaynes and Barbour.

Jaynes' book is a game changer, but I particularly love that you mentioned Barbour and his work.

On Barbour's work: Apart from being an incredibly interesting book, I was amazed that he was a sort of "outsider" writing papers and books "on his own" (or at least outside of Academia) while making money through technical translations is just a really clever way to be able to explore any interesting avenues one might find. Einstein had the right idea too...

(Sadly, it's also something that wouldn't be as feasible nowadays, but who knows...)

[xelxebar]

Jaynes is great, but The Logic of Science is a bit rough around the edges, with lots of errata. Jaynes died when the book was really just a very rough draft plus notes. Bretthorst had to go in and turn it into something publishable, not an enviable task by any means.

Here's a list of errata and commentary, collected by a fan: https://ksvanhorn.com/bayes/jaynes/index.html.

[topologie]

Thank you for this!

I had spotted some errors here and there, but it's always good to have them in one place.

I think we are all in the same wagon when I say that even with those rough edges Jaynes' book is kind of a transformative experience for everyone who has already been "conditioned" to other Probability texts.

For example, for me Feller is a great intro to "start working with Probability," but Jaynes is where one starts actually "thinking in Probability."

The whole Maximum Entropy thing was mind blowing for me.

[lalaithion]

Here's a link: http://www.med.mcgill.ca/epidemiology/hanley/bios601/Gaussia...

And if you want to read what he has to say on the optional stopping problem, you can scroll down to page 196 (166 in page numbers) to the heading "6.9.1 Digression on optional stopping"

I don't personally think Jaynes is much easier to read than Yudkowsky, but he's definitely more rigorous.