His last book, Probability Theory: The Logic of Science gathers various threads of modern thinking about Bayesian probability and statistical inference, and contrasts the advantages of Bayesian techniques with the results of other approaches.
External links
Edwin Thompson Jaynes. Probability Theory: The Logic of Science. (http://titles.cambridge.org/catalogue.asp?isbn=0521592712) Cambridge University Press, (2003). ISBN 0521592712.
Early (1994) version (http://omega.math.albany.edu:8008/JaynesBook.html) (fragmentary) of Probability Theory: The Logic of Science.
A small biographical article (http://bayes.wustl.edu/etj/etj.html).
Many articles by E. T. Jaynes (http://bayes.wustl.edu/etj/node1.html).