I appreciate having Khan academy for looking up math concept that on which I need a refresher, but I've herd (or maybe just assumed?) that the higher level teaching was a bit mediocre. You disagree?
Comparing Khan Academy's linear algebra course to the free book that I recommended, I believe that Khan Academy will be more difficult to understand if you don't already have some background knowledge of linear algebra. This is not true for the calculus course though. Comparing both calculus and linear algebra to the books I recommend, I believe that Khan Academy only provides a rough sketch of the topics with much less rigor than can be found in books.
Regarding the quality of Khan Academy. I believe it is varying between excellent and mediocre. But I haven't read enough rigorous material to judge this confidently.
The advantage of Khan Academy is that you get a quick and useful overview. There are books that are also concise and provide an overview, often in the form of so called lecture notes. But they are incredible difficult to understand (assume a lot of prerequisites).
As a more rigorous alternative to Khan Academy try coursera.org.
What's the value of taking classes in math vs. teaching myself (or maybe teaching myself with the occasional help of a tutor)?
I've never visited a class or got the help of a tutor. I think you can do just fine without one if you use Google and test your knowledge by buying solved problem books. There are a lot of such books:
Some massive open online courses now offer personal tutors if you pay a monthly fee. udacity.com is one example here.
I also want to add the following recommendations to my original sequence, since you specifically asked about Bayesian statistics:
Thanks!
I have started to put together a sort of curriculum for learning the subjects that lend themselves to rationality. It includes things like experimental methodology and cognitive psychology (obviously), along with "support disciplines" like computer science and economics. I think (though maybe I'm wrong) that mathematics is one of the most important things to understand.
Eliezer said in the simple math of everything:
I want to have access to outlook-changing insights. So, what math do I need to know? What are the generally applicable mathematical principles that are most worth learning? The above quote seems to indicate at least calculus, and everyone is a fan of Bayesian statistics (which I know little about).
Secondarily, what are some of the most important of that "drop-dead basic fundamental embarrassingly simple mathematics" from different fields? What fields are mathematically based, other than physics and evolutionary biology, and economics?
What is the most important math for an educated person to be familiar with?
As someone who took an honors calculus class in high school, liked it, and did alright in the class, but who has probably forgotten most of it by now and needs to relearn it, how should I go about learning that math?