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

Education in statistics, the application of statistics in scientific research, and statistics itself as a scientific discipline are in crisis. Within science, the main cause of the crisis is the insufficiently clarified concept of…

This paper seeks to provide a thorough account of the ubiquitous nature of the Bayesian paradigm in modern statistics, data science and artificial intelligence. Once maligned, on the one hand by those who philosophically hated the very idea…

This introduction to Bayesian statistics presents the main concepts as well as the principal reasons advocated in favour of a Bayesian modelling. We cover the various approaches to prior determination as well as the basis asymptotic…

This small overview of the General Theory is the kind of summary I would have liked to have read, before embarking in a comprehensive study of the General Theory at the time I was a student. As shown here, the main ideas are quite simple…

We survey the development of probability from 1900, starting with Bachelier's theory of speculation. Fisher information appears in the theory of estimation. We touch on Brownian motion, and the Wiener integral. The Ito calculus, and its…

This is a typeset version of Alan Turing's declassified Second World War paper \textit{Paper on Statistics of Repetitions}. See the companion paper, \textit{The Applications of Probability to Cryptography}, also available from arXiv at…

The paper contains a basic course on classical Risk Theory for a compound Poisson process. It is based on probabilistic proofs using the method of the "Ballot Theorem" introduced by Tackas. This provides elegant and direct proofs. Also…

After making some general remarks, I consider two examples that illustrate the use of Bayesian Probability Theory. The first is a simple one, the physicist's favorite "toy," that provides a forum for a discussion of the key conceptual issue…

This article attempts to place the emergence of probabilistic numerics as a mathematical-statistical research field within its historical context and to explore how its gradual development can be related both to applications and to a modern…

This volume is our tribute to David A. Freedman, whom we regard as one of the great statisticians of our time. He received his B.Sc. degree from McGill University and his Ph.D. from Princeton, and joined the Department of Statistics of the…

Stochastic independence has a complex status in probability theory. It is not part of the definition of a probability measure, but it is nonetheless an essential property for the mathematical development of this theory. Bayesian decision…

The classical propositional assumption-based model is extended to incorporate probabilities for the assumptions. Then it is placed into the framework of evidence theory. Several authors like Laskey, Lehner (1989) and Provan (1990) already…

Probability estimation is one of the fundamental tasks in statistics and machine learning. However, standard methods for probability estimation on discrete objects do not handle object structure in a satisfactory manner. In this paper, we…

In this article we demonstrate how algorithmic probability theory is applied to situations that involve uncertainty. When people are unsure of their model of reality, then the outcome they observe will cause them to update their beliefs. We…

Building on a strong foundation of philosophy, theory, methods and computation over the past three decades, Bayesian approaches are now an integral part of the toolkit for most statisticians and data scientists. Whether they are dedicated…

We survey the published work of Harry Kesten in probability theory, with emphasis on his contributions to random walks, branching processes, percolation, and related topics. A complete bibliography is included of his publications.

We examine the fundamental aspects of statistical mechanics, dividing the problem into a discussion purely about probability, which we analyse from a Bayesian standpoint. We argue that the existence of a unique maximising probability…

There is currently a renewed interest in the Bayesian predictive approach to statistics. This paper offers a review on foundational concepts and focuses on predictive modeling, which by directly reasoning on prediction, bypasses inferential…

Forecasting techniques for assessing the power of future experiments to discriminate between theories or discover new laws of nature are of great interest in many areas of science. In this paper, we introduce a Bayesian forecasting method…

In celebration of Professor Ron Doney's 80th birthday, we provide a summary of his academic career and contributions to probability theory, as one of the UK's leading probabilists for over 50 years. A version of this note also serves as an…