Algorithmic Probability—Theory and Applications
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Foundations of Probability Theory and Statistical Mechanics
Chapter 6 Foundations of Probability Theory and Statistical Mechanics EDWIN T. JAYNES Department of Physics, Washington University St. Louis, Missouri 1. What Makes Theories Grow? Scientific theories are invented and cared for by people; and so have the properties of any other human institution - vigorous growth when all the factors are right; stagnation, decadence, and even retrograde progress when they are not. And the factors that determine which it will be are seldom the ones (such as the state of experimental or mathe matical techniques) that one might at first expect. Among factors that have seemed, historically, to be more important are practical considera tions, accidents of birth or personality of individual people; and above all, the general philosophical climate in which the scientist lives, which determines whether efforts in a certain direction will be approved or deprecated by the scientific community as a whole. However much the" pure" scientist may deplore it, the fact remains that military or engineering applications of science have, over and over again, provided the impetus without which a field would have remained stagnant. We know, for example, that ARCHIMEDES' work in mechanics was at the forefront of efforts to defend Syracuse against the Romans; and that RUMFORD'S experiments which led eventually to the first law of thermodynamics were performed in the course of boring cannon. The development of microwave theory and techniques during World War II, and the present high level of activity in plasma physics are more recent examples of this kind of interaction; and it is clear that the past decade of unprecedented advances in solid-state physics is not entirely unrelated to commercial applications, particularly in electronics. -
The Foundations of Solomonoff Prediction
The Foundations of Solomonoff Prediction MSc Thesis for the graduate programme in History and Philosophy of Science at the Universiteit Utrecht by Tom Florian Sterkenburg under the supervision of prof.dr. D.G.B.J. Dieks (Institute for History and Foundations of Science, Universiteit Utrecht) and prof.dr. P.D. Gr¨unwald (Centrum Wiskunde & Informatica; Universiteit Leiden) February 2013 ii Parsifal: Wer ist der Gral? Gurnemanz: Das sagt sich nicht; doch bist du selbst zu ihm erkoren, bleibt dir die Kunde unverloren. – Und sieh! – Mich dunkt,¨ daß ich dich recht erkannt: kein Weg fuhrt¨ zu ihm durch das Land, und niemand k¨onnte ihn beschreiten, den er nicht selber m¨ocht’ geleiten. Parsifal: Ich schreite kaum, - doch w¨ahn’ ich mich schon weit. Richard Wagner, Parsifal, Act I, Scene I iv Voor mum v Abstract R.J. Solomonoff’s theory of Prediction assembles notions from information theory, confirmation theory and computability theory into the specification of a supposedly all-encompassing objective method of prediction. The theory has been the subject of both general neglect and occasional passionate promotion, but of very little serious philosophical reflection. This thesis presents an attempt towards a more balanced philosophical appraisal of Solomonoff’s theory. Following an in-depth treatment of the mathematical framework and its motivation, I shift attention to the proper interpretation of these formal results. A discussion of the theory’s possible aims turns into the project of identifying its core principles, and a defence of the primacy of the unifying principle of Universality supports the development of my proposed interpretation of Solomonoff Prediction as the statement, to be read in the context of the philosophical problem of prediction, that in a universal setting, there exist universal predictors. -
Randomized Algorithms Week 1: Probability Concepts
600.664: Randomized Algorithms Professor: Rao Kosaraju Johns Hopkins University Scribe: Your Name Randomized Algorithms Week 1: Probability Concepts Rao Kosaraju 1.1 Motivation for Randomized Algorithms In a randomized algorithm you can toss a fair coin as a step of computation. Alternatively a bit taking values of 0 and 1 with equal probabilities can be chosen in a single step. More generally, in a single step an element out of n elements can be chosen with equal probalities (uniformly at random). In such a setting, our goal can be to design an algorithm that minimizes run time. Randomized algorithms are often advantageous for several reasons. They may be faster than deterministic algorithms. They may also be simpler. In addition, there are problems that can be solved with randomization for which we cannot design efficient deterministic algorithms directly. In some of those situations, we can design attractive deterministic algoirthms by first designing randomized algorithms and then converting them into deter- ministic algorithms by applying standard derandomization techniques. Deterministic Algorithm: Worst case running time, i.e. the number of steps the algo- rithm takes on the worst input of length n. Randomized Algorithm: 1) Expected number of steps the algorithm takes on the worst input of length n. 2) w.h.p. bounds. As an example of a randomized algorithm, we now present the classic quicksort algorithm and derive its performance later on in the chapter. We are given a set S of n distinct elements and we want to sort them. Below is the randomized quicksort algorithm. Algorithm RandQuickSort(S = fa1; a2; ··· ; ang If jSj ≤ 1 then output S; else: Choose a pivot element ai uniformly at random (u.a.r.) from S Split the set S into two subsets S1 = fajjaj < aig and S2 = fajjaj > aig by comparing each aj with the chosen ai Recurse on sets S1 and S2 Output the sorted set S1 then ai and then sorted S2. -
Probability Theory Review for Machine Learning
Probability Theory Review for Machine Learning Samuel Ieong November 6, 2006 1 Basic Concepts Broadly speaking, probability theory is the mathematical study of uncertainty. It plays a central role in machine learning, as the design of learning algorithms often relies on proba- bilistic assumption of the data. This set of notes attempts to cover some basic probability theory that serves as a background for the class. 1.1 Probability Space When we speak about probability, we often refer to the probability of an event of uncertain nature taking place. For example, we speak about the probability of rain next Tuesday. Therefore, in order to discuss probability theory formally, we must first clarify what the possible events are to which we would like to attach probability. Formally, a probability space is defined by the triple (Ω, F,P ), where • Ω is the space of possible outcomes (or outcome space), • F ⊆ 2Ω (the power set of Ω) is the space of (measurable) events (or event space), • P is the probability measure (or probability distribution) that maps an event E ∈ F to a real value between 0 and 1 (think of P as a function). Given the outcome space Ω, there is some restrictions as to what subset of 2Ω can be considered an event space F: • The trivial event Ω and the empty event ∅ is in F. • The event space F is closed under (countable) union, i.e., if α, β ∈ F, then α ∪ β ∈ F. • The even space F is closed under complement, i.e., if α ∈ F, then (Ω \ α) ∈ F. -
An Algorithmic Approach to Information and Meaning a Formal Framework for a Philosophical Discussion∗
An Algorithmic Approach to Information and Meaning A Formal Framework for a Philosophical Discussion∗ Hector Zenil [email protected] Institut d'Histoire et de Philosophie des Sciences et des Techniques (Paris 1/ENS Ulm/CNRS) http://www.algorithmicnature.org/zenil Abstract I'll survey some of the aspects relevant to a philosophical discussion of information taking into account the developments of algorithmic information theory. I will propose that meaning is deep in Bennett's logical depth sense, and that algorithmic probability may provide the stability for a robust algorithmic definition of meaning, taking into consideration the interpretation and the receiver's own knowledge encoded in the story of a message. Keywords: information content; meaning; algorithmic probability; algorithmic complexity; logical depth; philosophy of information; in- formation theory. ∗Presented at the Interdisciplinary Workshop: Ontological, Epistemological and Methodological Aspects of Computer Science, Philosophy of Simulation (SimTech Clus- ter of Excellence), Institute of Philosophy, at the Faculty of Informatics, University of Stuttgart, Germany, July 7, 2011. 1 1 Introduction Information can be a cornerstone for interpreting all kind of world phenom- ena as it can constitute the basis for the description of objects. While it is legitimate to study ideas and concepts related to information in their broad- est sense, that the use of information outside formal contexts amounts to misuse cannot and should not be overlooked. It is not unusual to come across surveys and volumes devoted to information (in the larger sense) in which the mathematical discussion does not venture beyond the state of the field as Shannon [30] left it some 60 years ago. -
A Review of Graph and Network Complexity from an Algorithmic Information Perspective
entropy Review A Review of Graph and Network Complexity from an Algorithmic Information Perspective Hector Zenil 1,2,3,4,5,*, Narsis A. Kiani 1,2,3,4 and Jesper Tegnér 2,3,4,5 1 Algorithmic Dynamics Lab, Centre for Molecular Medicine, Karolinska Institute, 171 77 Stockholm, Sweden; [email protected] 2 Unit of Computational Medicine, Department of Medicine, Karolinska Institute, 171 77 Stockholm, Sweden; [email protected] 3 Science for Life Laboratory (SciLifeLab), 171 77 Stockholm, Sweden 4 Algorithmic Nature Group, Laboratoire de Recherche Scientifique (LABORES) for the Natural and Digital Sciences, 75005 Paris, France 5 Biological and Environmental Sciences and Engineering Division (BESE), King Abdullah University of Science and Technology (KAUST), Thuwal 23955, Saudi Arabia * Correspondence: [email protected] or [email protected] Received: 21 June 2018; Accepted: 20 July 2018; Published: 25 July 2018 Abstract: Information-theoretic-based measures have been useful in quantifying network complexity. Here we briefly survey and contrast (algorithmic) information-theoretic methods which have been used to characterize graphs and networks. We illustrate the strengths and limitations of Shannon’s entropy, lossless compressibility and algorithmic complexity when used to identify aspects and properties of complex networks. We review the fragility of computable measures on the one hand and the invariant properties of algorithmic measures on the other demonstrating how current approaches to algorithmic complexity are misguided and suffer of similar limitations than traditional statistical approaches such as Shannon entropy. Finally, we review some current definitions of algorithmic complexity which are used in analyzing labelled and unlabelled graphs. This analysis opens up several new opportunities to advance beyond traditional measures. -
Effective Theory of Levy and Feller Processes
The Pennsylvania State University The Graduate School Eberly College of Science EFFECTIVE THEORY OF LEVY AND FELLER PROCESSES A Dissertation in Mathematics by Adrian Maler © 2015 Adrian Maler Submitted in Partial Fulfillment of the Requirements for the Degree of Doctor of Philosophy December 2015 The dissertation of Adrian Maler was reviewed and approved* by the following: Stephen G. Simpson Professor of Mathematics Dissertation Adviser Chair of Committee Jan Reimann Assistant Professor of Mathematics Manfred Denker Visiting Professor of Mathematics Bharath Sriperumbudur Assistant Professor of Statistics Yuxi Zheng Francis R. Pentz and Helen M. Pentz Professor of Science Head of the Department of Mathematics *Signatures are on file in the Graduate School. ii ABSTRACT We develop a computational framework for the study of continuous-time stochastic processes with c`adl`agsample paths, then effectivize important results from the classical theory of L´evyand Feller processes. Probability theory (including stochastic processes) is based on measure. In Chapter 2, we review computable measure theory, and, as an application to probability, effectivize the Skorokhod representation theorem. C`adl`ag(right-continuous, left-limited) functions, representing possible sample paths of a stochastic process, form a metric space called Skorokhod space. In Chapter 3, we show that Skorokhod space is a computable metric space, and establish fundamental computable properties of this space. In Chapter 4, we develop an effective theory of L´evyprocesses. L´evy processes are known to have c`adl`agmodifications, and we show that such a modification is computable from a suitable representation of the process. We also show that the L´evy-It^odecomposition is computable. -
A Philosophical Treatise of Universal Induction
Entropy 2011, 13, 1076-1136; doi:10.3390/e13061076 OPEN ACCESS entropy ISSN 1099-4300 www.mdpi.com/journal/entropy Article A Philosophical Treatise of Universal Induction Samuel Rathmanner and Marcus Hutter ? Research School of Computer Science, Australian National University, Corner of North and Daley Road, Canberra ACT 0200, Australia ? Author to whom correspondence should be addressed; E-Mail: [email protected]. Received: 20 April 2011; in revised form: 24 May 2011 / Accepted: 27 May 2011 / Published: 3 June 2011 Abstract: Understanding inductive reasoning is a problem that has engaged mankind for thousands of years. This problem is relevant to a wide range of fields and is integral to the philosophy of science. It has been tackled by many great minds ranging from philosophers to scientists to mathematicians, and more recently computer scientists. In this article we argue the case for Solomonoff Induction, a formal inductive framework which combines algorithmic information theory with the Bayesian framework. Although it achieves excellent theoretical results and is based on solid philosophical foundations, the requisite technical knowledge necessary for understanding this framework has caused it to remain largely unknown and unappreciated in the wider scientific community. The main contribution of this article is to convey Solomonoff induction and its related concepts in a generally accessible form with the aim of bridging this current technical gap. In the process we examine the major historical contributions that have led to the formulation of Solomonoff Induction as well as criticisms of Solomonoff and induction in general. In particular we examine how Solomonoff induction addresses many issues that have plagued other inductive systems, such as the black ravens paradox and the confirmation problem, and compare this approach with other recent approaches. -
Curriculum Vitae
Curriculum Vitae General First name: Khudoyberdiyev Surname: Abror Sex: Male Date of birth: 1985, September 19 Place of birth: Tashkent, Uzbekistan Nationality: Uzbek Citizenship: Uzbekistan Marital status: married, two children. Official address: Department of Algebra and Functional Analysis, National University of Uzbekistan, 4, Talabalar Street, Tashkent, 100174, Uzbekistan. Phone: 998-71-227-12-24, Fax: 998-71-246-02-24 Private address: 5-14, Lutfiy Street, Tashkent city, Uzbekistan, Phone: 998-97-422-00-89 (mobile), E-mail: [email protected] Education: 2008-2010 Institute of Mathematics and Information Technologies of Uzbek Academy of Sciences, Uzbekistan, PHD student; 2005-2007 National University of Uzbekistan, master student; 2001-2005 National University of Uzbekistan, bachelor student. Languages: English (good), Russian (good), Uzbek (native), 1 Academic Degrees: Doctor of Sciences in physics and mathematics 28.04.2016, Tashkent, Uzbekistan, Dissertation title: Structural theory of finite - dimensional complex Leibniz algebras and classification of nilpotent Leibniz superalgebras. Scientific adviser: Prof. Sh.A. Ayupov; Doctor of Philosophy in physics and mathematics (PhD) 28.10.2010, Tashkent, Uzbekistan, Dissertation title: The classification some nilpotent finite dimensional graded complex Leibniz algebras. Supervisor: Prof. Sh.A. Ayupov; Master of Science, National University of Uzbekistan, 05.06.2007, Tashkent, Uzbekistan, Dissertation title: The classification filiform Leibniz superalgebras with nilindex n+m. Supervisor: Prof. Sh.A. Ayupov; Bachelor in Mathematics, National University of Uzbekistan, 20.06.2005, Tashkent, Uzbekistan, Dissertation title: On the classification of low dimensional Zinbiel algebras. Supervisor: Prof. I.S. Rakhimov. Professional occupation: June of 2017 - up to Professor, department Algebra and Functional Analysis, present time National University of Uzbekistan. -
Discrete Mathematics Discrete Probability
Introduction Probability Theory Discrete Mathematics Discrete Probability Prof. Steven Evans Prof. Steven Evans Discrete Mathematics Introduction Probability Theory 7.1: An Introduction to Discrete Probability Prof. Steven Evans Discrete Mathematics Introduction Probability Theory Finite probability Definition An experiment is a procedure that yields one of a given set os possible outcomes. The sample space of the experiment is the set of possible outcomes. An event is a subset of the sample space. Laplace's definition of the probability p(E) of an event E in a sample space S with finitely many equally possible outcomes is jEj p(E) = : jSj Prof. Steven Evans Discrete Mathematics By the product rule, the number of hands containing a full house is the product of the number of ways to pick two kinds in order, the number of ways to pick three out of four for the first kind, and the number of ways to pick two out of the four for the second kind. We see that the number of hands containing a full house is P(13; 2) · C(4; 3) · C(4; 2) = 13 · 12 · 4 · 6 = 3744: Because there are C(52; 5) = 2; 598; 960 poker hands, the probability of a full house is 3744 ≈ 0:0014: 2598960 Introduction Probability Theory Finite probability Example What is the probability that a poker hand contains a full house, that is, three of one kind and two of another kind? Prof. Steven Evans Discrete Mathematics Introduction Probability Theory Finite probability Example What is the probability that a poker hand contains a full house, that is, three of one kind and two of another kind? By the product rule, the number of hands containing a full house is the product of the number of ways to pick two kinds in order, the number of ways to pick three out of four for the first kind, and the number of ways to pick two out of the four for the second kind. -
The Renormalization Group in Quantum Field Theory
COARSE-GRAINING AS A ROUTE TO MICROSCOPIC PHYSICS: THE RENORMALIZATION GROUP IN QUANTUM FIELD THEORY BIHUI LI DEPARTMENT OF HISTORY AND PHILOSOPHY OF SCIENCE UNIVERSITY OF PITTSBURGH [email protected] ABSTRACT. The renormalization group (RG) has been characterized as merely a coarse-graining procedure that does not illuminate the microscopic content of quantum field theory (QFT), but merely gets us from that content, as given by axiomatic QFT, to macroscopic predictions. I argue that in the constructive field theory tradition, RG techniques do illuminate the microscopic dynamics of a QFT, which are not automatically given by axiomatic QFT. RG techniques in constructive field theory are also rigorous, so one cannot object to their foundational import on grounds of lack of rigor. Date: May 29, 2015. 1 Copyright Philosophy of Science 2015 Preprint (not copyedited or formatted) Please use DOI when citing or quoting 1. INTRODUCTION The renormalization group (RG) in quantum field theory (QFT) has received some attention from philosophers for how it relates physics at different scales and how it makes sense of perturbative renormalization (Huggett and Weingard 1995; Bain 2013). However, it has been relatively neglected by philosophers working in the axiomatic QFT tradition, who take axiomatic QFT to be the best vehicle for interpreting QFT. Doreen Fraser (2011) has argued that the RG is merely a way of getting from the microscopic principles of QFT, as provided by axiomatic QFT, to macroscopic experimental predictions. Thus, she argues, RG techniques do not illuminate the theoretical content of QFT, and we should stick to interpreting axiomatic QFT. David Wallace (2011), in contrast, has argued that the RG supports an effective field theory (EFT) interpretation of QFT, in which QFT does not apply to arbitrarily small length scales. -
The Cosmological Probability Density Function for Bianchi Class A
December 9, 1994 The Cosmological Probability Density Function for Bianchi Class A Models in Quantum Supergravity HUGH LUCKOCK and CHRIS OLIWA School of Mathematics and Statistics University of Sydney NSW 2006 Australia Abstract Nicolai’s theorem suggests a simple stochastic interpetation for supersymmetric Eu- clidean quantum theories, without requiring any inner product to be defined on the space of states. In order to apply this idea to supergravity, we first reduce to a one-dimensional theory with local supersymmetry by the imposition of homogeneity arXiv:gr-qc/9412028v1 9 Dec 1994 conditions. We then make the supersymmetry rigid by imposing gauge conditions, and quantise to obtain the evolution equation for a time-dependent wave function. Owing to the inclusion of a certain boundary term in the classical action, and a careful treatment of the initial conditions, the evolution equation has the form of a Fokker-Planck equation. Of particular interest is the static solution, as this satisfies all the standard quantum constraints. This is naturally interpreted as a cosmolog- ical probability density function, and is found to coincide with the square of the magnitude of the conventional wave function for the wormhole state. PACS numbers: 98.80.H , 04.65 Introduction Supersymmetric theories enjoy a number of appealing properties, many of which are particularly attractive in the context of quantum cosmology. For example, su- persymmetry leads to the replacement of second-order constraints by first-order constraints, which are both easier to solve and more restrictive. A feature of supersymmetry which has not yet been fully exploited in quantum cosmology arises from a theorem proved by Nicolai in 1980 [1].