Institute for Mathematical Innovation

A Subjective History of Subjective Probability

 

IMI Public Lecture

Speaker: Professor Colin Fox, IMI Global Chair (2016-2017)

When: Friday 30 September 2016 at 3.15 pm - 4.15 pm (Tea and coffee from 2.45 pm)

Venue: Wolfson Lecture Theatre (Building 4W, Room 1.7)

Audience: FREE event, open to all. Get your free ticket.

 

Bayesian inference and subjective probabilityBayesian 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

Associate Professor Colin FoxColin Fox is a leading international expert in large-scale Bayesian inverse problems 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).

This free event is open to everyone. Get your free ticket now.

Please contact the IMI Co-ordinator Dr Catrin Yeomans at imi@bath.ac.uk for further information.