From a909af6223b435c2405c80f47db1fc89538b56a3 Mon Sep 17 00:00:00 2001 From: Dimitri Lozeve Date: Tue, 22 Mar 2022 22:31:27 +0100 Subject: [PATCH] Add post on the dawning of the age of stochasticity --- bib/bibliography.bib | 53 ++++++++ posts/dawning-of-the-age-of-stochasticity.org | 117 ++++++++++++++++++ 2 files changed, 170 insertions(+) create mode 100644 posts/dawning-of-the-age-of-stochasticity.org diff --git a/bib/bibliography.bib b/bib/bibliography.bib index a77238a..f97ef1d 100644 --- a/bib/bibliography.bib +++ b/bib/bibliography.bib @@ -615,3 +615,56 @@ url = {https://doi.org/10.1080/09537289208919407}, DATE_ADDED = {Thu Mar 18 13:53:35 2021}, } + +@article{mumford2000_dawnin_age_stoch, + author = {Mumford, David}, + title = {The Dawning of the Age of Stochasticity}, + journal = {Atti della Accademia Nazionale dei Lincei. Classe di + Scienze Fisiche, Matematiche e Naturali. Rendiconti + Lincei. Matematica e Applicazioni}, + volume = 11, + pages = {107--125}, + year = 2000, + url = {http://eudml.org/doc/289648}, + ISSN = {1120-6330; 1720-0768/e}, + MSC2010 = {00A69 01A99 60A05 62A01}, + Zbl = {1149.00309}, + month = 12, + publisher = {Accademia Nazionale dei Lincei}, +} + +@book{davis2012_mathem_exper_study_edition, + author = {Philip J. Davis and Reuben Hersh and Elena Anne + Marchisotto}, + title = {The Mathematical Experience, Study Edition}, + year = 2012, + publisher = {Birkh{\"a}user Boston}, + url = {https://doi.org/10.1007/978-0-8176-8295-8}, + doi = {10.1007/978-0-8176-8295-8}, + isbn = 978-0-8176-8294-1, + pages = 500, + series = {Modern Birkh{\"a}user Classics}, +} + +@book{hacking2006_emerg_probab, + author = {Hacking, Ian}, + title = {The Emergence of Probability: A Philosophical Study + of Early Ideas about Probability, Induction and + Statistical Inference}, + year = 2006, + publisher = {Cambridge University Press}, + url = {https://doi.org/10.1017/CBO9780511817557}, + doi = {10.1017/CBO9780511817557}, + edition = 2, + place = {Cambridge}, +} + +@book{alon2016_probab_method, + author = {Alon, Noga and Spencer, Joel H.}, + title = {The Probabilistic Method}, + year = 2016, + publisher = {Wiley}, + edition = {4th}, + isbn = 9781119061953, +} + diff --git a/posts/dawning-of-the-age-of-stochasticity.org b/posts/dawning-of-the-age-of-stochasticity.org new file mode 100644 index 0000000..915e719 --- /dev/null +++ b/posts/dawning-of-the-age-of-stochasticity.org @@ -0,0 +1,117 @@ +--- +title: "The Dawning of the Age of Stochasticity" +date: 2022-03-12 +tags: maths, foundations, paper, statistics, probability +toc: false +--- + + +This article [@mumford2000_dawnin_age_stoch] is an interesting call +for a new set of foundations of mathematics on probability and +statistics. It argues that logic has had its time, and now we should +make random variables a first-class concept, as they would make for +better foundations. + +* The taxonomy of mathematics + +[fn::{-} This is probably the best definition of mathematics I have +seen. Before that, the most satisfying definition was "mathematics is +what mathematicians do". It also raises an interesting question: what +would the study of non-reproducible mental objects be?] + +#+begin_quote +The study of mental objects with reproducible properties is called mathematics. +[@davis2012_mathem_exper_study_edition] +#+end_quote + +What are the categories of reproducible mental objects? Mumford +considers the principal sub-fields of mathematics (geometry, analysis, +algebra, logic) and argues that they are indeed rooted in common +mental phenomena. + +Of these, logic, and the notion of proposition, with an absolute truth +value attached to it, was made the foundation of all the +others. Mumford's argument is that instead, the random variable is (or +should be) the "paradigmatic mental object", on which all others can +be based. People are constantly weighing likelihoods, evaluating +plausibility, and sampling from posterior distributions to refine +estimates. + +He then makes a quick historical overview of the principal notions of +probability, which mostly mirror the detailed historical perspective +in @hacking2006_emerg_probab. There is also a short summary of the +work into the foundations of mathematics. + +Mumford also claims that although there were many advances in the +foundation of probability (e.g. Galton, Gibbs for statistical physics, +Keynes in economics, Wiener for control theory, Shannon for +information theory), most important statisticians (R. A. Fisher) +insisted on keeping the scope of statistics fairly limited to +empirical data: the so-called "frequentist" school. (This is a vision +of the whole frequentist vs Bayesian debate that I hadn't seen +before. The Bayesian school can be seen as the one who claims that +statistical inference can be applied more widely, even to real-life +complex situations and thought processes. In this point of view, the +emergence of the probabilistic method in various areas of science +would be the strongest argument in favour of bayesianism.) + +* What is a "random variable"? + +Here, Mumford discusses the various definitions we can apply to the +notion of random variable, from an intuitive and a formal point of +view. The conclusion is essentially that a random variable is a +complex entity that do not easily accept a satisfying definition, +except from a purely formal and axiomatic point of view. (Similar to +the notion of "set", "collection", or "category".) + +* Putting random variables in the foundations + +The usual way of defining random variables is : predicate logic → sets +→ natural numbers → real numbers → measures → random +variables. Instead, we could put random variables at the foundations, +and define everything else in terms of that. + +There is no complete formulation of such a foundation, nor is it clear +that it is possible. However, to make his case, Mumford presents two +developments. One is from Jaynes, who has a complete formalism of +Bayesian probability from a notion of "plausibility". With a few +axioms, we can obtain an isomorphism between a vague notion of +plausibility and a true probability function. + +The other example is a proof that the continuum hypothesis is false, +using a probabilistic argument, due to Christopher Freiling. + +* Stochastic methods have invaded classical mathematics + +I think this is by far the most convincing argument to give a greater +importance to probability and statistics methods in the foundations of +mathematics: there tend to be everywhere, and extremely productive. A +prime example is obviously graph theory, where the "probabilistic +method" has had a deep impact, thanks notably to Erdős. (See +@alon2016_probab_method and [[https://www.college-de-france.fr/site/timothy-gowers/index.htm][Timothy Gowers' lessons at the Collège de +France]] on the probabilistic method for combinatorics and number +theory.) Probabilistic methods also have a huge importance in the +analysis of Partial differential equations, chaos theory, and +mathematical physics in general. + +* Thinking as Bayesian inference + +I think this is not very controversial in cognitive science: we do not +think by composing propositions into syllogisms, but rather by +inferring probabilities of certain statements being true. Mumford +illustrates this very well with an example from Judea Pearl, which +uses graphical models to represent thought processes. There is also a +link with formal definitions of induction, such as PAC learning, which +is very present in machine learning. + +#+begin_quote +My overall conclusion is that I believe stochastic methods will +transform pure and applied mathematics in the beginning of the third +millennium. Probability and statistics will come to be viewed as the +natural tools to use in mathematical as well as scientific modeling. +The intellectual world as a whole will come to view logic as a +beautiful elegant idealization but to view statistics as the standard +way in which we reason and think. +#+end_quote + +* References