Inference and Bayesian technique and philosophy:

Jaynes Lecture Notes:

Preface

Ch1

Ch2

Ch4

Ch4, figure

Ch5

Ch24

References

Bretthorst's comments and errata

Gelman: A Bayesian formulation of exploratory data analysis (ps file)

Gelmans Valencia7 talk (overlaps the above)

Bernardo: Bayesian Statistics

This overview presents useful properties of Bayesian analysis with
normal (Gaussian) distributions.

Rekommenderad extraläsning:

Two ,
papers by Fisher on fiducial probability,
the starting point for evidence theory

Arnborg: Robust Bayesian analysis and its relation to evidence theory, Manuscript

Aykroyd on Bayesian imaging problems

Robust Bayes and Dempster/Shafer

J. J. Oliver and D. J. Hand(ps file)

J. J. Oliver and R. A. Baxter(ps file)

S. Arnborg: Hur formedlar observationer och handlingar kunskap?(svenska)

Philosophical aspects of Discovery Science

Partikelfilter (MCMC och Sequential Monte Carlo)

N. Bergman: Recursive Bayesian Estimation, PhD Thesis(pdf file)

The introductory chapters summarize Bayesian analysis and particle
filtering in an excellent way.

Klassificering:

Cheeseman & Stutz: Autoclass

Causation:

Freedman on causation (history)

Freedman on causation

Nonlinear systems:

Valpola&Karhunen: An unsupervised Ensemble Learning Method for Nonlinear Dynamic State-Space Models (ps file)