A Free Course Book on Bayesian Inference: [4.] Measuring Probability and Coherence

Since 2017, Dora Matzke and I have been teaching the master course “Bayesian Inference for Psychological Science”. Over the years, the syllabus for this course matured into a book (and an accompanying book of answers) titled “Bayesian inference from the ground up: The theory of common sense”. The current plan is to finish the book in the next few months, and share the pdf publicly online. For now, you can click here or on the cover page below to read the first 113 pages. Today we are adding two chapters: “Measuring probability”, and “Coherence”. These chapters conclude the first part, “Probability”.

My personal highlights from “Measuring probability”:

  1. Viktor Beekman’s drawing of Ramsey’s farmer (“Harriet is not 100% certain about the direction of her hotel. Her degree of uncertainty can be measured by the distance she is just willing to walk in order to obtain the correct information from a friendly Frisian farmer.”)
  2. A rare photo of a young Dennis Lindley, courtesy of Janet, Rowan, and Robert Lindley.

As far as the chapter “Coherence” goes, I believe it is an underappreciated topic: “coherence is akin to good health; it is usually enjoyed without much thought. Only when it breaks down does it suddenly become apparent that it was in fact crucial all along.” The chapter features Aristotle (of course), Poincaré, Pólya, de Finetti, and, of course, Dennis Lindley. One provocative opinion is summarized in the box below:

The cover of our book

References

Wagenmakers, E.-J., & Matzke, D. (in preparation). Bayesian inference from the ground up: The theory of common sense.

Wagenmakers, E.-J., & Matzke, D. (in preparation). Bayesian inference from the ground up: Common sense in practice.