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Capla comments on The buildup to Jaynes? - Less Wrong Discussion
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I don't know what that means. Calculus? Analysis? Linear algebra? Matrices? Non-euclidean geometry?
Basic course on Stochastics and Probability theory via Kolmogorov's approach, with perhaps some real analysis. If you want to keep reading upper level books then there's no reason to stop at Jaynes, there's differential geometry as applied in information geometry.