An important suggestion of objective Bayesians is that the maximum entropy principle can replace a principle which is known to get into paradoxical difficulties: the principle of indifference. No one has previously determined whether the maximum entropy principle is better able to solve Bertrand’s chord paradox than the principle of indifference. In this paper I show that it is not. Additionally, the course of the analysis brings to light a new paradox, a revenge paradox of the chords, that is unique (...) to the maximum entropy principle. (shrink)

The principle of maximum entropy is a general method to assign values to probability distributions on the basis of partial information. This principle, introduced by Jaynes in 1957, forms an extension of the classical principle of insufficient reason. It has been further generalized, both in mathematical formulation and in intended scope, into the principle of maximum relative entropy or of minimum information. It has been claimed that these principles are singled out as unique methods of statistical inference that agree with (...) certain compelling consistency requirements. This paper reviews these consistency arguments and the surrounding controversy. It is shown that the uniqueness proofs are flawed, or rest on unreasonably strong assumptions. A more general class of inference rules, maximizing the so-called Re[acute ]nyi entropies, is exhibited which also fulfill the reasonable part of the consistency assumptions. (shrink)

The principle of maximum entropy is a method for assigning values to probability distributions on the basis of partial information. In usual formulations of this and related methods of inference one assumes that this partial information takes the form of a constraint on allowed probability distributions. In practical applications, however, the information consists of empirical data. A constraint rule is then employed to construct constraints on probability distributions out of these data. Usually one adopts the rule that equates the expectation (...) values of certain functions with their empirical averages. There are, however, various other ways in which one can construct constraints from empirical data, which makes the maximum entropy principle lead to very different probability assignments. This paper shows that an argument by Jaynes to justify the usual constraint rule is unsatisfactory and investigates several alternative choices. The choice of a constraint rule is also shown to be of crucial importance to the debate on the question whether there is a conflict between the methods of inference based on maximum entropy and Bayesian conditionalization. (shrink)

This is a review of the issue of randomness in quantum mechanics, with special emphasis on its ambiguity; for example, randomness has different antipodal relationships to determinism, computability, and compressibility. Following a philosophical discussion of randomness in general, I argue that deterministic interpretations of quantum mechanics are strictly speaking incompatible with the Born rule. I also stress the role of outliers, i.e. measurement outcomes that are not 1-random. Although these occur with low probability, their very existence implies that the no-signaling (...) principle used in proofs of randomness of outcomes of quantum-mechanical measurements should be reinterpreted statistically, like the second law of thermodynamics. In three appendices I discuss the Born rule and its status in both single and repeated experiments, review the notion of 1-randomness that in various guises was investigated by Kolmogorov and others and treat Bell’s Theorem and the Free Will Theorem with their implications for randomness. (shrink)

If there are two dependent positive real variables x1 and x2, and only x1 is known, what is the probability that x2 is larger versus smaller than x1? There is no uniquely correct answer according to “frequentist” and “subjective Bayesian” definitions of probability. Here we derive the answer given the “objective Bayesian” definition developed by Jeffreys, Cox, and Jaynes. We declare the standard distance metric in one dimension, d(A,B)≡|A−B|, and the uniform prior distribution, as axioms. If neither variable is known, (...) P(x2x1)=P(x2>x1). This appears obvious, since the state spaces x2x1 and x2>x1 have equal size. However, if x1 is known and x2 unknown, there are infinitely more numbers in the space x2>x1 than x2x1. Despite this asymmetry, we prove P(x2x1∣x1)=P(x2>x1∣x1), so that x1 is the median of p(x2|x1), and x1 is statistically independent of ratio x2/x1. We present three proofs that apply to all members of a set of distributions. Each member is distinguished by the form of dependence between variables implicit within a statistical model (gamma, Gaussian, etc.), but all exhibit two symmetries in the joint distribution p(x1,x2) that are required in the absence of prior information: exchangeability of variables, and non-informative priors over the marginal distributions p(x1) and p(x2). We relate our conclusion to physical models of prediction and intelligence, where the known ’sample’ could be the present internal energy within a sensor, and the unknown the energy in its external sensory cause or future motor effect. (shrink)

De Finetti would claim that we can make sense of a draw in which each positive integer has equal probability of winning. This requires a uniform probability distribution over the natural numbers, violating countable additivity. Countable additivity thus appears not to be a fundamental constraint on subjective probability. It does, however, seem mandated by Dutch Book arguments similar to those that support the other axioms of the probability calculus as compulsory for subjective interpretations. These two lines of reasoning can be (...) reconciled through a slight generalization of the Dutch Book framework. Countable additivity may indeed be abandoned for de Finetti's lottery, but this poses no serious threat to its adoption in most applications of subjective probability. Introduction The de Finetti lottery Two objections to equiprobability 3.1 The ‘No random mechanism’ argument 3.2 The Dutch Book argument Equiprobability and relative betting quotients The re-labelling paradox 5.1 The paradox 5.2 Resolution: from symmetry to relative probability Beyond the de Finetti lottery. (shrink)

The use of probability theory is widespread in our daily life as well as in scientific theories. In virtually all cases, calculations can be carried out within the framework of classical probability theory. A special exception is given by quantum mechanics, which gives rise to a new probability theory: quantum probability theory. This dissertation deals with the question of how this formalism can be understood from a philosophical and physical perspective. The dissertation is divided into three parts. In the first (...) part, the formalism of quantum probability theory and its relation to quantum mechanics is presented. The second part considers the possibility of reformulating quantum probability theory to embed it within classical probability. Mathematically, this possibility overlaps with the possibility of the existence of hidden variables theories of quantum mechanics: theories that attempt to solve fundamental problems in quantum mechanics by introducing additional physical properties of systems. The conclusion of this part is that, although classical reformulations of quantum probability theory are formally possible, they offer little insight into the formalism of quantum probability theory itself. The third part regards a more direct investigation of quantum probability theory. A reformulation of quantum probability theory is obtained by constructing a quantum logic on the basis of empirical non-probabilistic predictions of quantum mechanics. In this reformulation quantum probability functions are conditional probability functions on an algebra of propositions about measurements and measurement outcomes. (shrink)