Archive for randomness

Decision systems and nonstochastic randomness

Posted in Books, Statistics, University life with tags , , , , , on October 26, 2011 by xi'an

“Thus the informativity of stochastic experiment turned out to depend on the Bayesian system and to coincide to within the scale factor with the previous “value of information”.” V. Ivanenko, Decision systems and nonstochastic randomness, p.208

This book, Decision systems and nonstochastic randomness, written by the Ukrainian researcher Victor Ivanenko, is related to decision theory and information theory, albeit with a statistical component as well. It however works at a fairly formal level and the reading is certainly not light. The randomness it address is the type formalised by Andreï Kolmogorov (also covered in the book Randomness through Computation I [rather negatively] reviewed a few months ago, inducing angry comments and scathing criticisms in the process). The terminology is slightly different from the usual one, but the basics are those of decision theory as in De Groot (1970). However, the tone quickly gets much more mathematical and the book lost me early in Chapter 3 (Indifferent uncertainty) on a casual reading. The following chapter on non-stochastic randomness reminded me of von Mises for its use of infinite sequences, and of the above book for its purpose, but otherwise offered an uninterrupted array of definitions and theorems that sounded utterly remote from statistical problems. After failing to make sense of the chapter on the informativity of experiment in Bayesian decision problems, I simply gave up… I thus cannot judge from this cursory reading whether or not the book is “useful in describing real situations of decision-making” (p.208). It just sounds very remote from my centres of interest. (Anyone interested by writing a review?)

Randomness [French version]

Posted in Books, University life with tags , , , , on June 25, 2011 by xi'an

As a (weak) coincidence (with my review of Randomness through Computation), the French Mathematical Society chose the theme of its yearly meeting (on June 17-18 at CIRM) as “Qu’est ce qu’un nombre au hasard ?” with talks by

The talk by David Xiao is accompanied by a fairly interesting survey that goes much farther than what is found in Randomness through Computation. The same applies to the talk by Laurent Bienvenu, with a survey that is closer in spirit to the themes of Randomness through Computation (Kolmogorov and Chaitin complexities, Martin-Löf randomness).

Another (weak) coincidence is that I received yesterday in the mail Richard von Mises’ Probability, Statistics and Truth, which I hope to read carefully in the coming weeks, in connection with the above, but also Bayesian statistics (“a misundertsanding of one of the classical formulas of probability calculus”).

Randomness through computation

Posted in Books, Statistics, University life with tags , , , , , , , , , , , , , , on June 22, 2011 by xi'an

A few months ago, I received a puzzling advertising for this book, Randomness through Computation, and I eventually ordered it, despite getting a rather negative impression from reading the chapter written by Tomasso Toffoli… The book as a whole is definitely perplexing (even when correcting for this initial bias) and I would not recommend it to readers interested in simulation, in computational statistics or even in the philosophy of randomness. My overall feeling is indeed that, while there are genuinely informative and innovative chapters in this book, some chapters read more like newspeak than scientific material (mixing the Second Law of Thermodynamics, Gödel’s incompleteness theorem, quantum physics, and NP completeness within the same sentence) and do not provide a useful entry on the issue of randomness. Hence, the book is not contributing in a significant manner to my understanding of the notion. (This post also appeared on the Statistics Forum.) Continue reading →

On randomness

Posted in Books, pictures, Statistics, University life with tags , , , , , on February 6, 2011 by xi'an

A while ago, I posted how strangely people seem to be attracted by re- and re-explaining Bayes’ theorem when I see it as a tautological consequence of the definition of conditional probability (and hence of limited interest per se, although with immense consequences for conducting inference). Through the “spam” book mentioned earlier this week, I noticed that the same (or even worse) fatal attraction holds for randomness! (Although I had already posted on the “truly random” generators…) Having access only to one chapter, I read with a sense of growing puzzlement through Tommaso Toffoli’s chapter and came with the following comments, which are nothing but a Saturday afternoon idle thoughts!

Measure theory, and much of the axiomatic apparatus that goes into what is often called the “foundations” of probability, is just about developing more refined accounting techniques for when the outcome space becomes so large (viz., uncountably infinite) that simple minded techniques lead to paradoxes: “If a line consists of points, and a point has no length, how come a line has length?”

Continue reading →

Spam books?!

Posted in Books, Statistics, University life with tags , , on February 3, 2011 by xi'an

Rather (too) frequently, I get those unsolicited (hence spam) emails from Worldscientific. The latest almost sounded like a bogus book, with some sentences clearly intriguing… I recognised some names in the list of authors so it cannot be a fake, however the way it is presented is rather puzzling. (And it includes a chapter on intrinsic randomness, by Stephen Wolfram, who showed with his bewildering New Kind of Science how far he could be from scientific writing!) So puzzling, actually, that I may order it…

RANDOMNESS THROUGH COMPUTATION
Some Answers, More Questions

edited by Hector Zenil (Wolfram Research Inc., USA)

450pp (approx.)
978-981-4327-74-9: US$90 / £56   US$67.50 / £42

This review volume consists of a set of chapters written by leading scholars, most of them founders of their fields. It explores the connections of Randomness to other areas of scientific knowledge, especially its fruitful relationship to Computability and Complexity Theory, and also to areas such as Probability, Statistics, Information Theory, Biology, Physics, Quantum Mechanics, Learning Theory and Artificial Intelligence. The contributors cover these topics without neglecting important philosophical dimensions, sometimes going beyond the purely technical to formulate age old questions relating to matters such as determinism and free will.

The scope of Randomness Through Computation is novel. Each contributor shares their personal views and anecdotes on the various reasons and motivations which led them to the study of Randomness. Using a question and answer format, they share their visions from their several distinctive vantage points.

Contents:

*  Is Randomness Necessary? (R Graham)
*  Probability is a Lot of Logic at Once: If You Don’t Know Which One to Pick, Get’em All (T Toffoli) [available here]
*  Statistical Testing of Randomness: New and Old Procedures (A L Rukhin)
*  Scatter and Regularity Imply Benford’s Law… and More (N Gauvrit & J-P Delahaye)
*  Some Bridging Results and Challenges in Classical, Quantum and Computational Randomness (G Longo et al.)
*  Metaphysics, Metamathematics and Metabiology (G Chaitin)
*  Uncertainty in Physics and Computation (M A Stay)
*  Indeterminism and Randomness Through Physics (K Svozil)
*  The Martin-Löf-Chaitin Thesis: The Identification by Recursion Theory of the Mathematical Notion of Random Sequence (J-P Delahaye)
*  The Road to Intrinsic Randomness (S Wolfram)
*  Algorithmic Probability – Its Discovery – Its Properties and Application to Strong AI (R J Solomonoff)
*  Algorithmic Randomness as Foundation of Inductive Reasoning and Artificial Intelligence (M Hutter)
*  Randomness, Occam’s Razor, AI, Creativity and Digital Physics (J Schmidhuber)
*  Randomness Everywhere: My Path to Algorithmic Information Theory (C S Calude)
*  The Impact of Algorithmic Information Theory on Our Current Views on Complexity, Randomness, Information and Prediction (P Gács)
*  Randomness, Computability and Information (J S Miller)
*  Studying Randomness Through Computation (A Nies)
*  Computability, Algorithmic Randomness and Complexity (R G Downey)
*  Is Randomness Native to Computer Science? Ten Years After (M Ferbus-Zanda & S Grigorieff)
*  Randomness as Circuit Complexity (and the Connection to Pseudorandomness) (E Allender)
*  Randomness: A Tool for Constructing and Analyzing Computer Programs (A Kucera)
*  Connecting Randomness to Computation (M Li)
*  From Error-correcting Codes to Algorithmic Information Theory (L Staiger)
*  Randomness in Algorithms (O Watanabe)
*  Panel Discussion Transcription (University of Vermont, Burlington, 2007): Is the Universe Random? (C S Calude et al.)
*  What is Computation? (How) Does Nature Compute? (C S Calude et al.)