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pragmatist comments on Open Thread, December 2-8, 2013 - Less Wrong
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If you're looking for an elementary introduction to Bayesian probability theory, I recommend Dennis Lindley's Understanding Uncertainty. A lot more accessible than Jaynes, but not dumbed down. It's informal, but it covers a number of quite sophisticated topics.
Lindley is one of the architects of the Bayesian conspiracy.
This recommendation has helped me out a lot, I might do a write-up of the book as a LW post at some point in the future. Thanks.