Thomas Bayes

For a good overview of Thomas Bayes see the Wikipedia article on Bayes.

His main paper is "An essay towards solving a Problem in the Doctrine of Chances".

He is celebrated, not because he invented what is now known as Bayes rule (which was probably invented in its current generality by Pierre-SimonLaplace^?), but because he had the idea of using probability to give the distribution over a parameter. This is the trick that makes BayesianStatistics^? work.