Some attention to the mathematical prerequisites needed to properly get through Jaynes might be nice. I've basically got some poorly learned undergraduate math, practically no calculus above high-school level and a pretty hand-wavy understanding of probability theory. I think the undergrad probability course I took said that proper treatment of probability axioms requires measure theoretic calculus, so it will be dealt with in a later course. I know pretty much nothing about measure theory beyond it having something to do with both calculus and probability theory. So stuff that assumes good calculus literacy might be anything from hard going to impossible to understand properly without further study.