The Theory That Would Not Die: How Bayes' Rule Cracked the Enigma Code, Hunted Down Russian Submarines, and Emerged Triumphant from Two Centuries of Controversy by Sharon Bertsch McGrayne. Eloquent prose sans the technical jargon makes this an easy and inspiring read.
Fascinating and mind boggling history and application of Baye's Theorem from WII to every conceivable field which includes nuclear deterrence, H bomb accidents, social science studies, insurance industry (actuaries), astronomy, airline safety, medical research (lung cancer, heart attacks etc), presidential elections (FiveThirtyEight.com), submarines, coast guards in their search and rescue operations, fisheries, sports, ecology, psychology, coal mining safety procedures, genome sequencing, zillions of software (netflix to google) and of course economics, and neuroscience, and many more to come. Human brain is indeed Bayesian.
In the movie Training Day, Denzel Washington gives a brilliant piece to advice to Ethan Hawke which euphemistically goes something like this... "Learn this shit brother, it will save your life one day."
"Because humans can never know everything with certainty, probability is the mathematical expression of our ignorance: We owe to the frailty of the human mind one of the most delicate and ingenious of mathematical theories, namely the science of chance or probabilities."
"As long as you are set that the probability is going to be zero, then nothing's going to change your mind. If you have decided that the sun rises each morning because it has always done so in the past, nothing is going to change your mind except one morning when the sun fails to appear."
- Albert Madansky on Black Swans.
"If someone attaches a prior probability of zero to the hypothesis that moon is made of green cheese, then whole armies of astronauts coming back bearing green cheese cannot convince him."
- Dennis Lindley
"A good Bayesian finds himself carrying an umbrella on many days when it does not rain."
- Martin S. Feldstein
"Far better an approximate answer to the right question... than an exact answer to the wrong question."
- John Tukey
"Bayes' rule is influential in ways its pioneers could never have envisioned. Neither Bayes nor Laplace recognized a fundamental consequence of their approach, that the accumulation of data makes open-minded observers come to agreement and converge on the truth."
- Robert E. Kass of Carnegie Mellon
"I am not annoyed with Bayesian arguments per se; but with some of the Bayesians. Discarding Bayesian techniques would be a real mistake; trying to use them everywhere, however, would in my judgement, be a considerably greater mistake. The issue of knowing when and where. The greatest danger I see from Bayesian analysis stems from the belief that everything that is important can be stuffed into a single quantitative framework."
- John Tukey
Excellent introduction to be became a Bayesian.
and there is always the ever reliable KhanAcademy to learn probability from the basics.
Fascinating and mind boggling history and application of Baye's Theorem from WII to every conceivable field which includes nuclear deterrence, H bomb accidents, social science studies, insurance industry (actuaries), astronomy, airline safety, medical research (lung cancer, heart attacks etc), presidential elections (FiveThirtyEight.com), submarines, coast guards in their search and rescue operations, fisheries, sports, ecology, psychology, coal mining safety procedures, genome sequencing, zillions of software (netflix to google) and of course economics, and neuroscience, and many more to come. Human brain is indeed Bayesian.
In the movie Training Day, Denzel Washington gives a brilliant piece to advice to Ethan Hawke which euphemistically goes something like this... "Learn this shit brother, it will save your life one day."
Mastering probability is mandatory to step into the world of artificial intelligence, which is directly proportional to making a decent living this century. Probability probably would be the best bet to step out of the technological unemployment or great stagnation or whatever we want to name this jobless "growth".
"Because humans can never know everything with certainty, probability is the mathematical expression of our ignorance: We owe to the frailty of the human mind one of the most delicate and ingenious of mathematical theories, namely the science of chance or probabilities."
"As long as you are set that the probability is going to be zero, then nothing's going to change your mind. If you have decided that the sun rises each morning because it has always done so in the past, nothing is going to change your mind except one morning when the sun fails to appear."
- Albert Madansky on Black Swans.
"If someone attaches a prior probability of zero to the hypothesis that moon is made of green cheese, then whole armies of astronauts coming back bearing green cheese cannot convince him."
- Dennis Lindley
"A good Bayesian finds himself carrying an umbrella on many days when it does not rain."
- Martin S. Feldstein
"Far better an approximate answer to the right question... than an exact answer to the wrong question."
- John Tukey
"Bayes' rule is influential in ways its pioneers could never have envisioned. Neither Bayes nor Laplace recognized a fundamental consequence of their approach, that the accumulation of data makes open-minded observers come to agreement and converge on the truth."
- Robert E. Kass of Carnegie Mellon
"I am not annoyed with Bayesian arguments per se; but with some of the Bayesians. Discarding Bayesian techniques would be a real mistake; trying to use them everywhere, however, would in my judgement, be a considerably greater mistake. The issue of knowing when and where. The greatest danger I see from Bayesian analysis stems from the belief that everything that is important can be stuffed into a single quantitative framework."
- John Tukey
Excellent introduction to be became a Bayesian.
and there is always the ever reliable KhanAcademy to learn probability from the basics.
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