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