ISIPTA'07: Proceedings of the Fifth International Symposium on Imprecise Probability: Theories and Applications

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A statistical inference method for the stochastic reachability analysis.

The main contribution of this paper is the characterization of reachability problem associated to stochastic hybrid systems in terms of imprecise probabilities. This provides the connection between reachability problem and Bayesian statistics. Using generalised Bayesian statistical inference, a new concept of conditional reach set probabilities is defined. Then possible algorithms to compute the reach set probabilities are derived

Quantum Structures: An Attempt to Explain the Origin of their Appearance in Nature

We explain the quantum structure as due to the presence of two effects, (a) a real change of state of the entity under influence of the measurement and, (b) a lack of knowledge about a deeper deterministic reality of the measurement process. We present a quantum machine, where we can illustrate in a simple way how the quantum structure arises as a consequence of the two mentioned effects. We introduce a parameter epsilon that measures the size of the lack of knowledge on the measurement process, and by varying this parameter, we describe a continuous evolution from a quantum structure (maximal lack of knowledge) to a classical structure (zero lack of knowledge). We show that for intermediate values of epsilon we find a new type of structure, that is neither quantum nor classical. We apply the model that we have introduced to situations of lack of knowledge about the measurement process appearing in other regions of reality. More specifically we investigate the quantum-like structures that appear in the situation of psychological decision processes, where the subject is influenced during the testing, and forms some of his opinions during the testing process. Our conclusion is that in the light of this explanation, the quantum probabilities are epistemic and not ontological, which means that quantum mechanics is compatible with a determinism of the whole.Comment: 22 pages, 8 figure

Negatively Biased Relevant Subsets Induced by the Most-Powerful One-Sided Upper Confidence Limits for a Bounded Physical Parameter

Suppose an observable x is the measured value (negative or non-negative) of a true mean mu (physically non-negative) in an experiment with a Gaussian resolution function with known fixed rms deviation s. The most powerful one-sided upper confidence limit at 95% C.L. is UL = x+1.64s, which I refer to as the "original diagonal line". Perceived problems in HEP with small or non-physical upper limits for x<0 historically led, for example, to substitution of max(0,x) for x, and eventually to abandonment in the Particle Data Group's Review of Particle Physics of this diagonal line relationship between UL and x. Recently Cowan, Cranmer, Gross, and Vitells (CCGV) have advocated a concept of "power constraint" that when applied to this problem yields variants of diagonal line, including UL = max(-1,x)+1.64s. Thus it is timely to consider again what is problematic about the original diagonal line, and whether or not modifications cure these defects. In a 2002 Comment, statistician Leon Jay Gleser pointed to the literature on recognizable and relevant subsets. For upper limits given by the original diagonal line, the sample space for x has recognizable relevant subsets in which the quoted 95% C.L. is known to be negatively biased (anti-conservative) by a finite amount for all values of mu. This issue is at the heart of a dispute between Jerzy Neyman and Sir Ronald Fisher over fifty years ago, the crux of which is the relevance of pre-data coverage probabilities when making post-data inferences. The literature describes illuminating connections to Bayesian statistics as well. Methods such as that advocated by CCGV have 100% unconditional coverage for certain values of mu and hence formally evade the traditional criteria for negatively biased relevant subsets; I argue that concerns remain. Comparison with frequentist intervals advocated by Feldman and Cousins also sheds light on the issues.Comment: 22 pages, 7 figure