English
Related papers

Related papers: An attempt at reading Keynes' Treatise on Probabil…

200 papers

We will show that Carl Stumpf's interpretation of the concept of probability is best understood as that of an objective Bayesian. First we analyse Stumpf's work in relation to that of his contemporary Johannes von Kries, and after that we…

History and Philosophy of Physics · Physics 2015-02-02 Fedde Benedictus

The Bayesian statistical paradigm provides a principled and coherent approach to probabilistic forecasting. Uncertainty about all unknowns that characterize any forecasting problem -- model, parameters, latent states -- is able to be…

Ce m\'emoire r\'ealis\'e \`a l'IUFM de Cr\'eteil en 1998 sous la direction d'Evelyne Barbin \'etudie l'histoire du d\'ebut du calcul des probabilit\'es. Sources: correspondance entre Pascal et Fermat, et Trait\'e du triangle arithm\'etique…

History and Overview · Mathematics 2013-09-12 Nicolas Trotignon

This chapter provides a overview of Bayesian inference, mostly emphasising that it is a universal method for summarising uncertainty and making estimates and predictions using probability statements conditional on observed data and an…

Methodology · Statistics 2010-02-11 Christian P. Robert , Jean-Michel Marin , Judith Rousseau

Since its introduction in 2001, natural time analysis has been applied to diverse fields with remarkable results. Its validity has not been doubted by any publication to date. Here, we indicate that frequently asked questions on the…

Statistical Mechanics · Physics 2016-09-21 Panayiotis A. Varotsos , Nicholas V. Sarlis , Efthimios S. Skordas

This paper presents a model with the aim to follow, as closely as possible, the rationale of the macroeconomic model advanced by J.M. Keynes in his famous "The General Theory of Employment, Interest and Money", in order to provide a viable…

Theoretical Economics · Economics 2023-03-28 Alessio Emanuele Biondo

The mathematical achievements of Harry Kesten since the mid-1950s have revolutionized probability theory as a subject in its own right and in its associations with aspects of algebra, analysis, geometry, and statistical physics. Through his…

History and Overview · Mathematics 2020-03-23 Geoffrey R. Grimmett , Gregory F. Lawler

This monograph is an account of the theory of fallible probability and of the dynamics of degrees of belief. It discusses the first order subjective theory in which first order degrees of belief are expressed by subjective probabilities and…

Probability · Mathematics 2008-03-06 Amos Nathan

This book chapter (written in French) is a review of the foundations of the Bayesian approach to statistical inference, relating to its historical roots and some philosophical arguments, as well as a short presentation of its practical…

Methodology · Statistics 2014-03-19 Christian P. Robert

We present a comparative study between classical probability and quantum probability from the Bayesian viewpoint, where probability is construed as our rational degree of belief on whether a given statement is true. From this viewpoint,…

Quantum Physics · Physics 2025-05-05 Tsubasa Ichikawa

This article analytically describes the contributions of Keynesian theory in the post-World War I context, by means of a synoptic reading of the bibliographical sources indicated, the Keynesian theory within its own historical and…

General Economics · Economics 2025-03-04 Gustavo Lima Moura

The paper is devoted to the contribution in the Probability Theory of the well-known Soviet mathematician Alexander Yakovlevich Khintchine (1894-1959). Several of his results are described, in particular those fundamental results on the…

History and Overview · Mathematics 2017-12-19 Sergei Rogosin , Francesco Mainardi

I am presenting a first-ever scientific collection of short sayings on probability and statistics expressed by most various men of science, many classics included, from antiquity to Kepler to our time. Quite understandably, the reader will…

History and Overview · Mathematics 2021-07-07 Oscar Sheynin

This is a writeup of lectures on "statistics" that have evolved from the initial version for the 2009 Hadron Collider Physics Summer School at CERN to versions for other venues and, most recently, for the African School of Fundamental…

Data Analysis, Statistics and Probability · Physics 2024-06-27 Robert D. Cousins

Testing hypotheses is an issue of primary importance in the scientific research, as well as in many other human activities. Much clarification about it can be achieved if the process of learning from data is framed in a stochastic model of…

Data Analysis, Statistics and Probability · Physics 2007-05-23 G. D'Agostini

In spite of the wide range of his book, Cournot did not know some essential discoveries in natural sciences (William Herschel, Daniel Bernoulli, Humboldt) and his deliberations about measurement were almost useless. But he introduced the…

History and Overview · Mathematics 2019-02-11 A. A. Cournot

In the past decades, advanced probabilistic methods have had significant impact on the field of finance, both in academia and in the financial industry. Conversely, financial questions have stimulated new research directions in probability.…

Pricing of Securities · Quantitative Finance 2013-10-01 Hans Föllmer , Alexander Schied

Laplace's views on randomness and determinism. The paper was written for "Cahiers rationalistes" and addresses a rather wide audience. It contains large quotations of Laplace, most of them coming from his introduction to the book…

History and Overview · Mathematics 2007-09-28 Jean-Pierre Kahane

In 1693, Isaac Newton answered a query from Samuel Pepys about a problem involving dice. Newton's analysis is discussed and attention is drawn to an error he made.

Statistics Theory · Mathematics 2007-06-13 Stephen M. Stigler

Physicists have, hitherto, mostly adopted a frequentist conception of probability, according to which probability statements apply only to ensembles. It is argued that we should, instead, adopt an epistemic, or Bayesian conception, in which…

Quantum Physics · Physics 2009-11-10 D. M. Appleby