Posts Tagged ‘Probability’
“Everything we care about lies somewhere in the middle, where pattern and randomness interlace”*…
… A French mathematician has just won the Abel Prize for his decades of work developing a set of tools now widely used for taming random processes…
Random processes take place all around us. It rains one day but not the next; stocks and bonds gain and lose value; traffic jams coalesce and disappear. Because they’re governed by numerous factors that interact with one another in complicated ways, it’s impossible to predict the exact behavior of such systems. Instead, we think about them in terms of probabilities, characterizing outcomes as likely or rare…
… the French probability theorist Michel Talagrand was awarded the Abel Prize, one of the highest honors in mathematics, for developing a deep and sophisticated understanding of such processes. The prize, presented by the king of Norway, is modeled on the Nobel and comes with 7.5 million Norwegian kroner (about $700,000). When he was told he had won, “my mind went blank,” Talagrand said. “The type of mathematics I do was not fashionable at all when I started. It was considered inferior mathematics. The fact that I was given this award is absolute proof this is not the case.”
Other mathematicians agree. Talagrand’s work “changed the way I view the world,” said Assaf Naor of Princeton University. Today, added Helge Holden, the chair of the Abel prize committee, “it is becoming very popular to describe and model real-world events by random processes. Talagrand’s toolbox comes up immediately.”
…
A random process is a collection of events whose outcomes vary according to chance in a way that can be modeled — like a sequence of coin flips, or the trajectories of atoms in a gas, or daily rainfall totals. Mathematicians want to understand the relationship between individual outcomes and aggregate behavior. How many times do you have to flip a coin to figure out whether it’s fair? Will a river overflow its banks?
Talagrand focused on processes whose outcomes are distributed according to a bell-shaped curve called a Gaussian. Such distributions are common in nature and have a number of desirable mathematical properties. He wanted to know what can be said with certainty about extreme outcomes in these situations. So he proved a set of inequalities that put tight upper and lower bounds on possible outcomes. “To obtain a good inequality is a piece of art,” Holden said. That art is useful: Talagrand’s methods can give an optimal estimate of, say, the highest level a river might rise to in the next 10 years, or the magnitude of the strongest potential earthquake…
Say you want to assess the risk of a river flooding — which will depend on factors like rainfall, wind and temperature. You can model the river’s height as a random process. Talagrand spent 15 years developing a technique called generic chaining that allowed him to create a high-dimensional geometric space related to such a random process. His method “gives you a way to read the maximum from the geometry,” Naor said.
The technique is very general and therefore widely applicable. Say you want to analyze a massive, high-dimensional data set that depends on thousands of parameters. To draw a meaningful conclusion, you want to preserve the data set’s most important features while characterizing it in terms of just a few parameters. (For example, this is one way to analyze and compare the complicated structures of different proteins.) Many state-of-the-art methods achieve this simplification by applying a random operation that maps the high-dimensional data to a lower-dimensional space. Mathematicians can use Talagrand’s generic chaining method to determine the maximal amount of error that this process introduces — allowing them to determine the chances that some important feature isn’t preserved in the simplified data set.
Talagrand’s work wasn’t just limited to analyzing the best and worst possible outcomes of a random process. He also studied what happens in the average case.
In many processes, random individual events can, in aggregate, lead to highly deterministic outcomes. If measurements are independent, then the totals become very predictable, even if each individual event is impossible to predict. For instance, flip a fair coin. You can’t say anything in advance about what will happen. Flip it 10 times, and you’ll get four, five or six heads — close to the expected value of five heads — about 66% of the time. But flip the coin 1,000 times, and you’ll get between 450 and 550 heads 99.7% of the time, a result that’s even more concentrated around the expected value of 500. “It is exceptionally sharp around the mean,” Holden said.
“Even though something has so much randomness, the randomness cancels itself out,” Naor said. “What initially seemed like a horrible mess is actually organized.”…
“Michel Talagrand Wins Abel Prize for Work Wrangling Randomness,” from @QuantaMagazine.
* James Gleick, The Information
###
As we comprehend the constructs in chance, we might spare a thought for Caspar Wessel; he died on this date in 1818. A mathematician, he the first person to describe the geometrical interpretation of complex numbers as points in the complex plane and vectors.
Not coincidentally, Wessel was also a surveyor and cartographer, who contributed to the Royal Danish Academy of Sciences and Letters‘ topographical survey of Denmark.
“The world of reality has its limits; the world of imagination is boundless”*…
… and the digital world? Maybe, as Rob Beschizza reports, somewhere in between…
Alex set out to debunk the given wisdom that the maximum dimensions of a PDF are 381 km2, which is smaller than Germany. She presents her conclusions in an article titled “Making a PDF that’s larger than Germany,” so you know from the outset she succeeded. It’s a fascinating example of the disalignment of specifications, implementations, and reality. You can make one by hacking the postscript, and while Adobe Acrobat won’t like it, other apps will…
Borges would be delighted…
“On exactitude in PDFs“
Just how big was Alex [Chan] able to make her PDF?…
… unlike Acrobat, the Preview app doesn’t have an upper limit on what we can put in MediaBox. It’s perfectly happy for me to write a width which is a 1 followed by twelve 0s…
If you’re curious, that width is approximately the distance between the Earth and the Moon. I’d have to get my ruler to check, but I’m pretty sure that’s larger than Germany.
I could keep going. And I did. Eventually I ended up with a PDF that Preview claimed is larger than the entire universe – approximately 37 trillion light years square. Admittedly it’s mostly empty space, but so is the universe. If you’d like to play with that PDF, you can get it here.
Please don’t try to print it.
“Making a PDF that’s larger than Germany“
* Jean-Jacques Rousseau
###
As we scale up, we might spare a thought for Émile Borel; he died on this date in 1956. A mathematician (and politician who served as French Minister of the Navy), he is remembered for his foundational work in measure theory and probability. He published a number of research papers on game theory and was the first to define games of strategy.
But Borel may be best remembered for a thought experiment he introduced in one of his books, proposing that a[n immortal] monkey hitting keys at random on a typewriter keyboard will – with absolute certainty – eventually type every book in France’s Bibliothèque Nationale de France. This is now popularly known as the infinite monkey theorem.
“Oops, I did it again”*…
(Roughly) Daily has contemplated game theory a number of times (e.g., here). The Generalist Academy offers a particularly poignant example…
Football [or, as it’s called in the U.S., soccer] has a lot of strange rules – like Ted Lasso, I still don’t understand exactly how the offside rule works. But the basic game is pretty simple: get the ball into your opponent’s goal, and prevent them from getting the ball into your goal. Scoring a goal against your own side is a rare and accidental embarrassment. Usually.
The qualification round for the 1994 Caribbean Cup had some unusual rules. No match could end in a draw; if the teams were tied at the end of regular time, they would go into sudden death extra time. But! Any goal scored in extra time would count as two goals. This was presumably done because this tournament, like many, used goal difference to break ties in the qualifying groups. (Goal difference = total number of goals they’ve scored minus the number of goals they’ve conceded.) So that extra time “golden goal” would give a team an edge in the overall competition. Little did the organisers know that it would also lead to one of the strangest football games ever seen…
A truly remarkable match: “Own-Goal Football,” from @GeneralistAcad.
* Britney Spears (Songwriters: Martin Max / Rami Yacoub)
###
As we work backwards, we might send carefully-calculated birthday greetings to Félix Édouard Justin Émile Borel; he was born on this date in 1871. A mathematician (and politician, who served as French Minister of the Navy), he is remembered for his foundational work in measure theory and probability. He published a number of research papers on game theory and was the first to define games of strategy.
But Borel may be best remembered for a thought experiment he introduced in one of his books, proposing that a monkey hitting keys at random on a typewriter keyboard will – with absolute certainty – eventually type every book in France’s Bibliothèque Nationale de France. This is now popularly known as the infinite monkey theorem.
“Why, sometimes I’ve believed as many as six impossible things before breakfast”*…
Imaginary numbers were long dismissed as mathematical “bookkeeping.” But now, as Karmela Padavic-Callaghan explains, physicists are proving that they describe the hidden shape of nature…
Many science students may imagine a ball rolling down a hill or a car skidding because of friction as prototypical examples of the systems physicists care about. But much of modern physics consists of searching for objects and phenomena that are virtually invisible: the tiny electrons of quantum physics and the particles hidden within strange metals of materials science along with their highly energetic counterparts that only exist briefly within giant particle colliders.
In their quest to grasp these hidden building blocks of reality scientists have looked to mathematical theories and formalism. Ideally, an unexpected experimental observation leads a physicist to a new mathematical theory, and then mathematical work on said theory leads them to new experiments and new observations. Some part of this process inevitably happens in the physicist’s mind, where symbols and numbers help make invisible theoretical ideas visible in the tangible, measurable physical world.
Sometimes, however, as in the case of imaginary numbers – that is, numbers with negative square values – mathematics manages to stay ahead of experiments for a long time. Though imaginary numbers have been integral to quantum theory since its very beginnings in the 1920s, scientists have only recently been able to find their physical signatures in experiments and empirically prove their necessity…
Learn more at “Imaginary numbers are real,” from @Ironmely in @aeonmag.
* The Red Queen, in Lewis Carroll’s Through the Looking Glass
###
As we get real, we might spare a thought for two great mathematicians…
Georg Friedrich Bernhard Riemann died on this date in 1866. A mathematician who made contributions to analysis, number theory, and differential geometry, he is remembered (among other things) for his 1859 paper on the prime-counting function, containing the original statement of the Riemann hypothesis, regarded as one of the most influential papers in analytic number theory.
Andrey (Andrei) Andreyevich Markov died on this date in 1922. A Russian mathematician, he helped to develop the theory of stochastic processes, especially those now called Markov chains: sequences of random variables in which the future variable is determined by the present variable but is independent of the way in which the present state arose from its predecessors. (For example, the probability of winning at the game of Monopoly can be determined using Markov chains.) His work on the study of the probability of mutually-dependent events has been developed and widely applied to the biological, physical, and social sciences, and is widely used in Monte Carlo simulations and Bayesian analyses.
“Nothing in life is certain except death, taxes and the second law of thermodynamics”*…
The second law of thermodynamics– asserting that the entropy of a system increases with time– is among the most sacred in all of science, but it has always rested on 19th century arguments about probability. As Philip Ball reports, new thinking traces its true source to the flows of quantum information…
In all of physical law, there’s arguably no principle more sacrosanct than the second law of thermodynamics — the notion that entropy, a measure of disorder, will always stay the same or increase. “If someone points out to you that your pet theory of the universe is in disagreement with Maxwell’s equations — then so much the worse for Maxwell’s equations,” wrote the British astrophysicist Arthur Eddington in his 1928 book The Nature of the Physical World. “If it is found to be contradicted by observation — well, these experimentalists do bungle things sometimes. But if your theory is found to be against the second law of thermodynamics I can give you no hope; there is nothing for it but to collapse in deepest humiliation.” No violation of this law has ever been observed, nor is any expected.
But something about the second law troubles physicists. Some are not convinced that we understand it properly or that its foundations are firm. Although it’s called a law, it’s usually regarded as merely probabilistic: It stipulates that the outcome of any process will be the most probable one (which effectively means the outcome is inevitable given the numbers involved).
Yet physicists don’t just want descriptions of what will probably happen. “We like laws of physics to be exact,” said the physicist Chiara Marletto of the University of Oxford. Can the second law be tightened up into more than just a statement of likelihoods?
A number of independent groups appear to have done just that. They may have woven the second law out of the fundamental principles of quantum mechanics — which, some suspect, have directionality and irreversibility built into them at the deepest level. According to this view, the second law comes about not because of classical probabilities but because of quantum effects such as entanglement. It arises from the ways in which quantum systems share information, and from cornerstone quantum principles that decree what is allowed to happen and what is not. In this telling, an increase in entropy is not just the most likely outcome of change. It is a logical consequence of the most fundamental resource that we know of — the quantum resource of information…
Is that most sacrosanct natural laws, second law of thermodynamics, a quantum phenomenon? “Physicists Rewrite the Fundamental Law That Leads to Disorder,” from @philipcball in @QuantaMagazine.
* “Nothing in life is certain except death, taxes and the second law of thermodynamics. All three are processes in which useful or accessible forms of some quantity, such as energy or money, are transformed into useless, inaccessible forms of the same quantity. That is not to say that these three processes don’t have fringe benefits: taxes pay for roads and schools; the second law of thermodynamics drives cars, computers and metabolism; and death, at the very least, opens up tenured faculty positions.” — Seth Lloyd
###
As we get down with disorder, we might spare a thought for Francois-Marie Arouet, better known as Voltaire; he died on this date in 1778. The Father of the Age of Reason, he produced works in almost every literary form: plays, poems, novels, essays, and historical and scientific works– more than 2,000 books and pamphlets (and more than 20,000 letters). He popularized Isaac Newton’s work in France by arranging a translation of Principia Mathematica to which he added his own commentary.
A social reformer, Voltaire used satire to criticize the intolerance, religious dogma, and oligopolistic privilege of his day, perhaps nowhere more sardonically than in Candide.
You must be logged in to post a comment.