A subjective history of subjective probability
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A subjective history of subjective probability

A subjective history of subjective probability

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Wolfson Lecture Theatre (Building 4W, Room 1.7)

Department of Mathematical Sciences

University of Bath

Bath, United Kingdom

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A public lecture at the University of Bath

Audience: FREE event, open to all.


Bayesian inference is the hot-new-thing in the hot-new-field of Uncertainty Quantification, in which one quantifies the errors inherent in interpreting (imprecise) observations in terms of (incorrect) physical models. In statistics and especially physics, inverse probability, as Bayesian inference was originally known, is actually the hot-old-thing. For example, it was the concept of probability used by Maxwell to formulate his kinetic theory of gases that became statistical physics.

Information theory, as formulated by electronic engineers, developed those ideas further to make possible the electronic world we now know. How then did this "subjective" notion of probability fall out of favour with statisticians, despite being the basis of experimentally verified theories, and why are statisticians now at the forefront of its modern development?

This talk presents a history of the Bayesian inference and subjective probability, as viewed by a Bayesian Physicist.


Professor Colin Fox

Professor Colin Fox


Colin Fox is globally renowned Bayesian expert and Professor of Physics at the University of Otago, New Zealand. Before joining the University of Otago, he was Head of the Applied Mathematics group at the University of Auckland. Colin, who obtained his PhD the prestigious Cavendish Laboratory at the University of Cambridge, has also spent over a decade heading up the Acoustics Research Centre at The University of Auckland and has contributed to the acoustic design of music spaces and domestic dwellings around the world.

His current research interests are in building acoustics, Bayesian modelling and computation, and inverse problems. Colin has previously developed models for the interaction between ocean waves and sea ice, and for more than a decade undertook field measurements on the sea ice in McMurdo Sound, Antarctica.

Colin has held visiting positions in the departments of Probability and Statistics (CIMAT, Mexico), Applied Physics (Kuopio, Finland), Civil and Environmental Engineering (Clarkson, USA) and Engineering (Cambridge, UK). He has also twice been seconded to industry to undertake product-focussed research (Agilent in Palo Alto and Loveland, USA).


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Wolfson Lecture Theatre (Building 4W, Room 1.7)

Department of Mathematical Sciences

University of Bath

Bath, United Kingdom

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