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mbrubeck·

I've seen quite a few, actually... many of them on Hacker News.

http://mitpress.mit.edu/sicp/

http://www.cacr.math.uwaterloo.ca/hac/index.html

http://ocw.mit.edu/OcwWeb/Electrical-Engineering-and-Compute...

http://omega.albany.edu:8008/JaynesBook.html

http://research.microsoft.com/en-us/um/people/simonpj/papers...

These are from my own bookmarks... looks like there are a lot more at http://www.reddit.com/r/csbooks/top/?t=all

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Wow! The Jaynes book is on the order of 3,000 pages! Looks like a potentially comprehensive reference for all things probability.

Can anyone comment on the quality of the writing?

It's probably pretty good. (Sorry.)

More long winded than most, but it's normal "physics" writing. Very clear. I recommend the preface whether or not you intend to read the whole thing.

It's good, with a heavy focus on frequentist statistics and maximum entropy approach

I think to say the book has a heavy focus on frequentist statistics is a little misleading. Jaynes discusses a lot of frequentist methods but the emphasis is on doing so from a very Bayesian point of view.

He uses Bayesian methods in some cases, and non-Bayesian method in others. For instance on page 1412 he describes a problem for which Bayesian methods are "not appropriate." http://omega.albany.edu:8008/ETJ-PS/cc14g.ps

This is a bit of an anathema to purist Bayesians like Radford Neal who say that Jaynes Maximum Entropy method is not consistent with Bayesian methods and that it "doesn't make any sense"

http://groups.google.com/group/sci.stat.consult/msg/2cf57ceb...

Jaynes died before he finished it. It's still one of the most important books I ever read.

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