What is a good book about the philosophy behind Bayesian thinking?

What is a good book about Bayesian philosophy, contrasting subjectivists against objectivists, explaining the view of probability as state of knowledge in Bayesian statistics, etc.? Maybe Savage’s book?

At first I thought Berger (1986) could work, but it is not what I am looking for. Searching for such a book just doesn’t quite lead to the results I am looking for.


Jay Kadane’s Principles of uncertainty is a recent and highly coherent introduction to subjective Bayesian thinking. I reviewed it there and definitely recommend it.

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