Don't know, can't know: Embracing deeper uncertainties when analysing risks

This article is available open access through the publisher’s website at the link below. Copyright @ 2011 The Royal Society.Numerous types of uncertainty arise when using formal models in the analysis of risks. Uncertainty is best seen as a relation, allowing a clear separation of the object, source and ‘owner’ of the uncertainty, and we argue that all expressions of uncertainty are constructed from judgements based on possibly inadequate assumptions, and are therefore contingent. We consider a five-level structure for assessing and communicating uncertainties, distinguishing three within-model levels—event, parameter and model uncertainty—and two extra-model levels concerning acknowledged and unknown inadequacies in the modelling process, including possible disagreements about the framing of the problem. We consider the forms of expression of uncertainty within the five levels, providing numerous examples of the way in which inadequacies in understanding are handled, and examining criticisms of the attempts taken by the Intergovernmental Panel on Climate Change to separate the likelihood of events from the confidence in the science. Expressing our confidence in the adequacy of the modelling process requires an assessment of the quality of the underlying evidence, and we draw on a scale that is widely used within evidence-based medicine. We conclude that the contingent nature of risk-modelling needs to be explicitly acknowledged in advice given to policy-makers, and that unconditional expressions of uncertainty remain an aspiration

A de Finetti representation theorem for infinite dimensional quantum systems and applications to quantum cryptography

According to the quantum de Finetti theorem, if the state of an N-partite system is invariant under permutations of the subsystems then it can be approximated by a state where almost all subsystems are identical copies of each other, provided N is sufficiently large compared to the dimension of the subsystems. The de Finetti theorem has various applications in physics and information theory, where it is for instance used to prove the security of quantum cryptographic schemes. Here, we extend de Finetti's theorem, showing that the approximation also holds for infinite dimensional systems, as long as the state satisfies certain experimentally verifiable conditions. This is relevant for applications such as quantum key distribution (QKD), where it is often hard - or even impossible - to bound the dimension of the information carriers (which may be corrupted by an adversary). In particular, our result can be applied to prove the security of QKD based on weak coherent states or Gaussian states against general attacks.Comment: 11 pages, LaTe

Correlated Binomial Models and Correlation Structures

We discuss a general method to construct correlated binomial distributions by imposing several consistent relations on the joint probability function. We obtain self-consistency relations for the conditional correlations and conditional probabilities. The beta-binomial distribution is derived by a strong symmetric assumption on the conditional correlations. Our derivation clarifies the 'correlation' structure of the beta-binomial distribution. It is also possible to study the correlation structures of other probability distributions of exchangeable (homogeneous) correlated Bernoulli random variables. We study some distribution functions and discuss their behaviors in terms of their correlation structures.Comment: 12 pages, 7 figure

When do generalized entropies apply? How phase space volume determines entropy

We show how the dependence of phase space volume $\Omega(N)$ of a classical system on its size $N$ uniquely determines its extensive entropy. We give a concise criterion when this entropy is not of Boltzmann-Gibbs type but has to assume a {\em generalized} (non-additive) form. We show that generalized entropies can only exist when the dynamically (statistically) relevant fraction of degrees of freedom in the system vanishes in the thermodynamic limit. These are systems where the bulk of the degrees of freedom is frozen and is practically statistically inactive. Systems governed by generalized entropies are therefore systems whose phase space volume effectively collapses to a lower-dimensional 'surface'. We explicitly illustrate the situation for binomial processes and argue that generalized entropies could be relevant for self organized critical systems such as sand piles, for spin systems which form meta-structures such as vortices, domains, instantons, etc., and for problems associated with anomalous diffusion.Comment: 5 pages, 2 figure

Financial instability from local market measures

We study the emergence of instabilities in a stylized model of a financial market, when different market actors calculate prices according to different (local) market measures. We derive typical properties for ensembles of large random markets using techniques borrowed from statistical mechanics of disordered systems. We show that, depending on the number of financial instruments available and on the heterogeneity of local measures, the market moves from an arbitrage-free phase to an unstable one, where the complexity of the market - as measured by the diversity of financial instruments - increases, and arbitrage opportunities arise. A sharp transition separates the two phases. Focusing on two different classes of local measures inspired by real markets strategies, we are able to analytically compute the critical lines, corroborating our findings with numerical simulations.Comment: 17 pages, 4 figure

U and Th content in the Central Apennines continental crust: a contribution to the determination of the geo-neutrinos flux at LNGS

The regional contribution to the geo-neutrino signal at Gran Sasso National Laboratory (LNGS) was determined based on a detailed geological, geochemical and geophysical study of the region. U and Th abundances of more than 50 samples representative of the main lithotypes belonging to the Mesozoic and Cenozoic sedimentary cover were analyzed. Sedimentary rocks were grouped into four main "Reservoirs" based on similar paleogeographic conditions and mineralogy. Basement rocks do not outcrop in the area. Thus U and Th in the Upper and Lower Crust of Valsugana and Ivrea-Verbano areas were analyzed. Based on geological and geophysical properties, relative abundances of the various reservoirs were calculated and used to obtain the weighted U and Th abundances for each of the three geological layers (Sedimentary Cover, Upper and Lower Crust). Using the available seismic profile as well as the stratigraphic records from a number of exploration wells, a 3D modelling was developed over an area of 2^{\circ}x2^{\circ} down to the Moho depth, for a total volume of about 1.2x10^6 km^3. This model allowed us to determine the volume of the various geological layers and eventually integrate the Th and U contents of the whole crust beneath LNGS. On this base the local contribution to the geo-neutrino flux (S) was calculated and added to the contribution given by the rest of the world, yielding a Refined Reference Model prediction for the geo-neutrino signal in the Borexino detector at LNGS: S(U) = (28.7 \pm 3.9) TNU and S(Th) = (7.5 \pm 1.0) TNU. An excess over the total flux of about 4 TNU was previously obtained by Mantovani et al. (2004) who calculated, based on general worldwide assumptions, a signal of 40.5 TNU. The considerable thickness of the sedimentary rocks, almost predominantly represented by U- and Th- poor carbonatic rocks in the area near LNGS, is responsible for this difference.Comment: 45 pages, 5 figures, 12 tables; accepted for publication in GC

Anomalous scaling due to correlations: Limit theorems and self-similar processes

We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability density function of the sum of many correlated random variables asymptotically prevails. The results characterize general anomalous scaling forms, justify their universal character, and specify universality domains in the spaces of joint probability density functions of the summand variables. These density functions are assumed to be invariant under arbitrary permutations of their arguments. Examples from the theory of critical phenomena are discussed. The novel notion of stability implied by the limit theorems also allows us to define sequences of random variables whose sum satisfies anomalous scaling for any finite number of summands. If regarded as developing in time, the stochastic processes described by these variables are non-Markovian generalizations of Gaussian processes with uncorrelated increments, and provide, e.g., explicit realizations of a recently proposed model of index evolution in finance.Comment: Through text revision. 15 pages, 3 figure

The small GTPase Rab29 is a common regulator of immune synapse assembly and ciliogenesis

Acknowledgements We wish to thank Jorge Galán, Gregory Pazour, Derek Toomre, Giuliano Callaini, Joel Rosenbaum, Alessandra Boletta and Francesco Blasi for generously providing reagents and for productive discussions, and Sonia Grassini for technical assistance. The work was carried out with the financial support of Telethon (GGP11021) and AIRC.Peer reviewedPostprin

From Composite Indicators to Partial Orders: Evaluating Socio-Economic Phenomena Through Ordinal Data

In this paper we present a new methodology for the statistical evaluation of ordinal socio-economic phenomena, with the aim of overcoming the issues of the classical aggregative approach based on composite indicators. The proposed methodology employs a benchmark approach to evaluation and relies on partially ordered set (poset) theory, a branch of discrete mathematics providing tools for dealing with multidimensional systems of ordinal data. Using poset theory and the related Hasse diagram technique, evaluation scores can be computed without performing any variable aggregation into composite indicators. This way, ordinal scores need not be turned into numerical values, as often done in evaluation studies, inconsistently with the real nature of the phenomena at hand. We also face the problem of \u201cweighting\u201d evaluation dimensions, to account for their different relevance, and show how this can be handled in pure ordinal terms. A specific focus is devoted to the binary variable case, where the methodology can be specialized in a very effective way. Although the paper is mainly methodological, all of the basic concepts are illustrated through real examples pertaining to material deprivation

On quantum estimation, quantum cloning and finite quantum de Finetti theorems

This paper presents a series of results on the interplay between quantum estimation, cloning and finite de Finetti theorems. First, we consider the measure-and-prepare channel that uses optimal estimation to convert M copies into k approximate copies of an unknown pure state and we show that this channel is equal to a random loss of all but s particles followed by cloning from s to k copies. When the number k of output copies is large with respect to the number M of input copies the measure-and-prepare channel converges in diamond norm to the optimal universal cloning. In the opposite case, when M is large compared to k, the estimation becomes almost perfect and the measure-and-prepare channel converges in diamond norm to the partial trace over all but k systems. This result is then used to derive de Finetti-type results for quantum states and for symmetric broadcast channels, that is, channels that distribute quantum information to many receivers in a permutationally invariant fashion. Applications of the finite de Finetti theorem for symmetric broadcast channels include the derivation of diamond-norm bounds on the asymptotic convergence of quantum cloning to state estimation and the derivation of bounds on the amount of quantum information that can be jointly decoded by a group of k receivers at the output of a symmetric broadcast channel.Comment: 19 pages, no figures, a new result added, published version to appear in Proceedings of TQC 201