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  • a philosophy of science primer - part III
    from jbg by jbg
    See part I: some history of science and logical empiricism, part II: problems of logical empiricism, critical rationalism and its problems. After the unsuccessful attempts to found science on common sense notions as seen in the programs of logical empiricism and critical rationalism, people looked for new ideas and explanations. The Kuhnian View Thomas Kuhn's enormously influential work on the history of science is called the Structure of Scientific Revolutions. He revised the idea that science is an incremental process accumulating more and more knowledge. Instead, he identified the following phases in the evolution of science: prehistory: many schools of thought coexist and controversies are abundant, history proper: one group of scientists establishes a new solution to an existing problem which opens the doors to further inquiry; a so called paradigm emerges, paradigm based science: unity in the scientific community on what the fundamental questions and central methods are; generally a problem solving process within the boundaries of unchallenged rules (analogy to solving a Sudoku), crisis: more and more anomalies and boundaries appear; questioning of established rules, revolution: a new theory and weltbild takes over solving the anomalies and a new paradigm is born. Another central concept is incommensurability, meaning that proponents of different paradigms cannot understand the other's point of view because they have diverging ideas and views of the world. In other words, every rule is part of a paradigm and there exist no trans-paradigmatic rules. This implies that such revolutions are not rational processes governed by insights and reason. In the words of Max Planck (the founder of quantum mechanics; from his autobiography): A new scientific truth does not triumph by convincing its opponents and making them see the light, but rather because its opponents eventually die, and a new generation grows up that is familiar with it. Kuhn gives additional blows to a commonsensical foundation of science with the help of Norwood Hanson and Willard Van Orman Quine: every human observation of reality contains an a priori theoretical framework, underdetermination of belief by evidence: any evidence collected for a specific claim is logically consistent with the falsity of the claim, every experiment is based on auxiliary hypotheses (initial conditions, proper functioning of apparatus, experimental setup,...). People slowly started to realize that there are serious consequences in Kuhn's ideas and the problems faced by the logical empiricists and critical rationalists in establishing a sound logical and empirical foundation of science: postmodernism, constructivism or the scoiology of science, relativism. Postmodernism Modernism describes the development of Western industrialized society since the beginning of the 19th Century. A central idea was that there exist objective true beliefs and that progression is always linear. Postmodernism replaces these notions with the belief that many different opinions and forms can coexist and all find acceptance. Core ideas are diversity, differences and intermingling. In the 1970s it is seen to enter scientific and cultural thinking. Postmodernism has taken a bad rap from scientists after the so called Sokal affair, where physicist Alan Sokal got a nonsensical paper published in the journal of postmodern cultural studies, by flattering the editors ideology with nonsense that sounds good. Postmodernims has been associated with scepticism and solipsism, next to relativism and constructivism. Notable scientists identifiable as postmodernists are Thomas Kuhn, David Bohm and many figures in the 20th century philosophy of mathematics. As well as Paul Feyerabend, an influential philosopher of science. Constructivism To quote the Nobel laureate Steven Weinberg on Kuhnian revolutions: If the transition from one paradigm to another cannot be judged by any external standard, then perhaps it is culture rather than nature that dictates the content of scientific theories. Constructivism excludes objectivism and rationality by postulating that beliefs are always subject to a person's cultural and theological embedding and inherent idiosyncrasies. It also goes under the label of the sociology of science. In the words of Paul Boghossian (in his book Fear of Knowledge: Against Relativism and Constructivism): Constructivism about rational explanation: it is never possible to explain why we believe what we believe solely on the basis of our exposure to the relevant evidence; our contingent needs and interests must also be invoked. The proponents of constructivism go further: [...] all beliefs are on a par with one another with respect to the causes of their credibility. It is not that all beliefs are equally true or equally false, but that regardless of truth and falsity the fact of their credibility is to be seen as equally problematic. From Barry Barnes' and David Bloor's Relativism, Rationalism and the Sociology of Knowledge. In its radical version, constructivism fully abandons objectivism: Objectivity is the illusion that observations are made without an observer (from the physicist Heinz von Foerster; my translation) Modern physics has conquered domains that display an ontology that cannot be coherently captured or understood by human reasoning (from the philosopher Ernst von Glasersfeld); my translation In addition, radical constructivism proposes that perception never yields an image of reality but is always a construction of sensory input and the memory capacity of an individual. An analogy would be the submarine captain who has to rely on instruments to indirectly gain knowledge from the outside world. Radical constructivists are motivated by modern insights gained by neurobiology. Historically, Immanuel Kant can be understood as the founder of constructivism. On a side note, the bishop George Berkeley went even as far as to deny the existence of an external material reality altogether. Only ideas and thought are real. Relativism Another consequence of the foundations of science lacking commonsensical elements and the ideas of constructivism can be seen in the notion of relativism. If rationality is a function of our contingent and pragmatic reasons, then it can be rational for a group A to believe P, while at the same time it is rational for group B to believe in negation of P. Although, as a philosophical idea, relativism goes back to the Greek Protagoras, its implications are unsettling for the Western mid: anything goes (as Paul Feyerabend characterizes his idea of scientific anarchy). If there is no objective truth, no absolute values, nothing universal, then a great many of humanity's century old concepts and beliefs are in danger. It should however also be mentioned, that relativism is prevalent in Eastern thought systems, and as an example found in many Indian religions. In a similar vein, pantheism and holism are notions which are much more compatible with Eastern thought systems than Western ones. Furthermore, John Stuart Mill's arguments for liberalism appear to also work well as arguments for relativism: fallibility of people's opinions, opinions that are thought to be wrong can contain partial truths, accepted views, if not challenged, can lead to dogmas, the significance and meaning of accepted opinions can be lost in time. From his book On Liberty. Epilogue But could relativism be possibly true? Consider the following hints: Epistemological problems with perception: synaesthesia, altered states of consciousness (spontaneous, mystical experiences and drug induced), psychopathology describes a frightening amount of defects in the perception of reality and ones self, people suffering from psychosis or schizophrenia can experience a radically different reality, free will and neuroscience, synthetic happiness, cognitive biases. Ontological nonlocal foundation of quantum reality: entanglement, delayed choice experiment, illogical foundation of reality: wave-particle duality, superpositions, uncertainty, intrinsic probabilistic nature, time dilation (special relativity), observer/measurment problem in quantum theory, discreteness of reality: quanta of energy and matter, constant speed of light, nature of time: not present in fundamental theories of quantum gravity, symmetrical, arrow of time: why was the initial state of the universe very low in entropy? emergence, selforganization and structureformation. In essence, perception doesn't necessarily say much about the world around us. Consciousness can fabricate reality. This makes it hard to be rational. Reality is a really bizarre place. Objectivity doesn't seem to play a big role. And what about the human mind? Is this at least a paradox free realm? Unfortunately not. Even what appears as a consistent and logical formal thought system, i.e., mathematics, can be plagued by fundamental problems. Kurt Gödel proved that in every consistent non-contradictory system of mathematical axioms (leading to elementary arithmetic of whole numbers), there exist statements which cannot be proven or disproved in the system. So logical axiomatic systems are incomplete. As an example Bertrand Russell encountered the following paradox: let R be the set of all sets that do not contain themselves as members. Is R an element of itself or not? If you really accede to the idea that reality and the perception of reality by the human mind are very problematic concepts, then the next puzzles are: why has science been so fantastically successful at describing reality? why is science producing amazing technology at breakneck speed? why is our macroscopic, classical level of reality so well behaved and appears so normal although it is based on quantum weirdness? are all beliefs justified given the believers biography and brain chemistry? ... Read More >
  • a philosophy of science primer - part II
    from jbg by jbg
    Continued from part I... The Problems With Logical Empiricism The programme proposed by the logical empiricists, namely that science is built of logical statements resting on an empirical foundation, faces central difficulties. To summarize: it turns out that it is not possible to construct pure formal concepts that solely reflect empirical facts without anticipating a theoretical framework, how does one link theoretical concepts (electrons, utility functions in economics, inflational cosmology, Higgs bosons,...) to experiential notions? how to distinguish science from pseudo-science? Now this may appear a little technical and not very interesting or fundamental to people outside the field of the philosophy of science, but it gets worse: inductive reasoning is invalid from a formal logical point of view! causality defies standard logic! This is big news. So, just because I have witnessed the sun going up everyday of my life (single observations), I cannot say it will go up tomorrow (general law). Observation alone does not suffice, you need a theory. But the whole idea here is that the theory should come from observation. This leads to the dead end of circular reasoning. But surely causality is undisputable? Well, apart from the problems coming from logic itself, there are extreme examples to be found in modern physics which undermine the common sense notion of a causal reality: quantum nonlocality, delayed choice experiment. But challenges often inspire people, so the story continues... Critical Rationalism OK, so the logical empiricists faced problems. Can't these be fixed? The critical rationalists belied so. A crucial influence came from René Descartes' and Gottfried Leibniz' rationalism: knowledge can have aspects that do not stem from experience, i.e., there is an immanent reality to the mind. The term critical refers to the fact, that insights gained by pure thought cannot be strictly justified but only critically tested with experience. Ultimate justifications lead to the so called Münchhausen trilemma, i.e., one of the following: an infinite regress of justifications, circular reasoning, dogmatic termination of reasoning. The most influential proponent of critical rationalism was Karl Popper. His central claims were in essence use deductive reasoning instead of induction, theories can never be verified, only falsified. Although there are similarities with logical empiricism (empirical basis, science is a set of theoretical constructs), the idea is that theories are simply invented by the mind and are temporarily accepted until they can be falsified. The progression of science is hence seen as evolutionary process rather than a linear accumulation of knowledge. Sounds good, so what went wrong with this ansatz? The Problems With Critical Rationalism In a nutshell: basic formal concepts cannot be derived from experience without induction; how can they be shown to be true? deduction turns out to be just as tricky as induction, what parts of a theory need to be discarded once it is falsified? To see where deduction breaks down, a nice story by Lewis Carroll (the mathematician who wrote the Alice in Wonderland stories): What the tortoise Said to Achilles. If deduction goes down the drain as well, not much is left to ground science on notions of logic, rationality and objectivity. Which is rather unexpected of an enterprise that in itself works amazingly well employing just these concepts. Explanations in Science And it gets worse. Inquiries into the nature of scientific explanation reveal further problems. It is based on Carl Hempel's and Paul Oppenheim's formalisation of scientific inquiry in natural language. Two basic schemes are identified: deductive-nomological and inductive-statistical explanations. The idea is to show that what is being explained (the explanandum) is to be expected on the grounds of these two types of explanations. The first tries to explain things deductively in terms of regularities and exact laws (nomological). The second uses statistical hypotheses and explains individual observations inductively. Albeit very formal, this inquiry into scientific inquiry is very straightforward and commonsensical. Again, the programme fails: can't explain singular causal events, asymmetric (a change in the air pressure explains the readings on a barometer, however, the barometer doesn't explain why the air pressure changed), many explanations are irrelevant, as seen before, inductive and deductive logic is controversial, how to employ probability theory in the explanation? So what next? What are the consequences of these unexpected and spectacular failings of the most simplest premises one would wish science to be grounded on (logic, empiricism, causality, common sense, rationality, ...)? The discussion is ongoing and isn't expected to be resolved soon. See part III...... Read More >
  • a philosophy of science primer - part I
    from jbg by jbg
    Naively one would expect science to adhere to two basic notions: common sense, i.e., rationalism, observation and experiments, i.e., empiricism. Interestingly, both concepts turn out to be very problematic if applied to the question of what knowledge is and how it is acquired. In essence, they cannot be seen as a foundation for science. But first a little history of science... Classical Antiquity The Greek philosopher Aristotle was one of the first thinkers to introduce logic as a means of reasoning. His empirical method was driven by gaining general insights from isolated observations. He had a huge influence on the thinking within the Islamic and Jewish traditions next to shaping Western philosophy and inspiring thinking in the physical sciences. Modern Era Nearly two thousand years later, not much changed. Francis Bacon (the philosopher, not the painter) made modifications to Aristotle's ideas, introducing the so called scientific method where inductive reasoning plays an important role. He paves the way for a modern understanding of scientific inquiry. Approximately at the same time, Robert Boyle was instrumental in establishing experiments as the cornerstone of physical sciences. Logical Empiricism So far so good. By the early 20th Century the notion that science is based on experience (empiricism) and logic, and where knowledge is intersubjectively testable, has had a long history. The philosophical school of logical empiricism (or logical positivism) tries to formalise these ideas. Notable proponents were Ernst Mach, Ludwig Wittgenstein, Bertrand Russell, Rudolf Carnap, Hans Reichenbach, Otto Neurath. Some main influences were: David Hume's and John Locke's empiricism: all knowledge originates from observation, nothing can exist in the mind which wasn't before in the senses, Auguste Comte' and John Stuart Mills' positivism: there exists no knowledge outside of science. In this paradigm (see Thomas Kuhn a little later) science is viewed as a building comprised of logical terms based on an empirical foundation. A theory is understood as having the following structure: observation -> empirical concepts -> formal notions -> abstract law. Basically a sequence of ever higher abstraction. This notion of unveiling laws of nature by starting with individual observations is called induction (the other way round, starting with abstract laws and ending with a tangible factual description is called deduction, see further along). And here the problems start to emerge. See part II... ... Read More >
  • fun with networks
    from jbg by jbg
    3d visualization of an ownership network. Using cuttlefish and processing.org.... Read More >
  • Stochastic Processes and the History of Science: From Planck to Einstein
    from jbg by jbg
    How are the notions of randomness, i.e., stochastic processes, linked to theories in physics and what have they got to do with options pricing in economics? How did the prevailing world view change from 1900 to 1905? What connects the mathematicians Bachelier, Markov, Kolmogorov, Ito to the physicists Langevin, Fokker, Planck, Einstein and the economists Black, Scholes, Merton? The Setting Science up to 1900 was in essence the study of solutions of differential equations (Newton's heritage); Was very successful, e.g., Maxwell's equations: four differential equations describing everything about (classical) electromagnetism; Prevailing world view: Deterministic universe; Initial conditions plus the solution of differential equation yield certain prediction of the future. Three Pillars By the end of the 20th Century, it became clear that there are (at least?) two additional aspects needed in a completer understanding of reality: Inherent randomness: statistical evaluations of sets of outcomes of single observations/experiments; Quantum mechanics (Planck 1900; Einstein 1905) contains a fundamental element of randomness; In chaos theory (e.g., Mandelbrot 1963) non-linear dynamics leads to a sensitivity to initial conditions which renders even simple differential equations essentially unpredictable; Complex systems (e.g., Wolfram 1983), i.e., self-organization and emergent behavior, best understood as outcomes of simple rules. Stochastic Processes Systems which evolve probabilistically in time; Described by a time-dependent random variable; The probability density function describes the distribution of the measurements at time t; Prototype: The Markov process. For a Markov process, only the present state of the system influences its future evolution: there is no long-term memory. Examples: Wiener process or Einstein-Wiener process or Brownian motion: Introduced by Bachelier in 1900; Continuous (in t and the sample path) Increments are independent and drawn from a Gaussian normal distribution; Random walk: Discrete steps (jumps), continuous in t; Is a Wiener process in the limit of the step size going to zero. To summarize, there are three possible characteristics: Jumps (in sample path); Drift (of the probability density function); Diffusion (widening of the probability density function). Probability distribution function showing drift and diffusion: But how to deal with stochastic processes? The Micro View Einstein: Presented a theory of Brownian motion in 1905; New paradigm: stochastic modeling of natural phenomena; statistics as intrinsic part of the time evolution of system; Mean-square displacement of Brownian particle proportional to time; Equation for the Brownian particle similar to a diffusion (differential) equation. Langevin: Presented a new derivation of Einstein's results in 1908; First stochastic differential equation, i.e., a differential equation of a "rapidly and irregularly fluctuating random force" (today called a random variable) Solutions of differential equation are random functions. However, no formal mathematical grounding until 1942, when Ito developed stochastic calculus: Langevin's equations interpreted as Ito stochastic differential equations using Ito integrals; Ito integral defined to deal with non-differentiable sample paths of random functions; Ito lemma (generalized integration rule) used to solve stochastic differential equations. Note: The Markov process is a solution to a simple stochastic differential equation; The celebrated Black-Scholes option pricing formula is a stochastic differential equation employing Brownian motion. The Fokker-Planck Equation: Moving To The Macro View The Langevin equation describes the evolution of the position of a single "stochastic particle"; The Fokker-Planck equation describes the behavior of a large population of of "stochastic particles"; Formally: The Fokker-Planck equation gives the time evolution of the probability density function of the system as a function of time; Results can be derived more directly using the Fokker-Planck equation than using the corresponding stochastic differential equation; The theory of Markov processes can be developed from this macro point of view. The Historical Context Bachelier Developed a theory of Brownian motion (Einstein-Wiener process) in 1900 (five years before Einstein, and long before Wiener); Was the first person to use a stochastic process to model financial systems; Essentially his contribution was forgotten until the late 1950s; Black, Scholes and Merton's publication in 1973 finally gave Brownian motion the break-through in finance. Planck Founder of quantum theory; 1900 theory of black-body radiation; Central assumption: electromagnetic energy is quantized, E = h v; In 1914 Fokker derives an equation on Brownian motion which Planck proves; Applies the Fokker-Planck equation as quantum mechanical equation, which turns out to be wrong; In 1931 Kolmogorov presented two fundamental equations on Markov processes; It was later realized, that one of them was actually equivalent to the Fokker-Planck equation. Einstein 1905 "Annus Mirabilis" publications. Fundamental paradigm shifts in the understanding of reality: Photoelectric effect: Explained by giving Planck's (theoretical) notion of energy quanta a physical reality (photons), Further establishing quantum theory, Winning him the Nobel Prize; Brownian motion: First stochastic modeling of natural phenomena, The experimental verification of the theory established the existence of atoms, which had been heavily debate at the time, Einstein's most frequently cited paper, in the fields of biology, chemistry, earth and environmental sciences, life sciences, engineering; Special theory of relativity: the relative speeds of the observers' reference frames determines the passage of time; Equivalence of energy and mass (follows from special relativity): E = m c^2. Einstein was working at the Patent Office in Bern at the time and submitted his Ph.D. to the University of Zurich in July 1905. Later Work: 1915: general theory of relativity, explaining gravity in terms of the geometry (curvature) of space-time; Planck also made contributions to general relativity; Although having helped in founding quantum mechanics, he fundamentally opposed its probabilistic implications: "God does not throw dice"; Dreams of a unified field theory: Spend his last 30 years or so trying to (unsuccessfully) extend the general theory of relativity to unite it with electromagnetism; Kaluza and Klein elegantly managed to do this in 1921 by developing general relativity in five space-time dimensions; Today there is still no empirically validated theory able to explain gravity and the (quantum) Standard Model of particle physics, despite intense theoretical research (string/M-theory, loop quantum gravity); In fact, one of the main goals of the LHC at CERN (officially operational on the 21st of October 2008) is to find hints of such a unified theory (supersymmetric particles, higher dimensions of space). ... Read More >
  • Olsen Routes Bugzilla
    from routes by vito
    We have created a bugzilla server so we can tracks and requests on development. The server is found at http://open.olsen.ch/bugzilla ... Read More >
  • Seasonality
    from routes by jbg
    Using directional changes to detect seasonality patterns in FX data: look here in the Routes wiki.... Read More >
  • laws of nature
    from jbg by jbg
    What are Laws of Nature?   Regularities/structures in a highly complex universe   ... Read More >
  • Monitoring: events correlation on a timeline
    from loic by loic
    Another monitoring feature to put on a wish list. At Oanda, FxNewsEffects shows a price graph with related news plotted. That would be cool to have such a feature for monitoring; the graph would be whatever we monitor, and the news would be company-level events (new install, config change, network issues). It might not be so far ahead: Vigilo is a complete monitoring system designed for large environments (network and servers) thanks to a fully scalable and modular architecture. Built around Nagios, Vigilo integrates metrology graphs and events correlation. Vigilo also provides new features: notifications dashboard, centralized configuration tool, SNMP traps, etc. Well, Vigilo is a bit too big for us, and a bit too young (f.e. its web site is only in french for now, but docs are in english). And what they mention as events correlation is a tool that couples graph to better compare them. Still, that's what we might be able to expect in the near future. And we could start by putting all our issues on the same calendar (releases, config changes, issues) on a tool that has a programmatic interface.... Read More >
  • Collaboration tools
    from loic by loic
    The more I look at it, the less I like eGroupware. Collaboration web solutions is the wrong approach; they are front-end centric; the GUI is the main feature hiding its core services (calendar, directory, file sharing). At best you might have some import/export features... It should be the other way round; the GUI should just be one interface amongst others to the core services. Behind the scene we should find LDAP for directories, WebDAV for file sharing (or a wiki replacement?), iCalendar for calendars. This way we could find the contacts from any mail applications, files directly in our finder/explorer, calendars in our calendar tools. Information would be available in our software of choice or mobile devices. And it would work online and offline (merging or adding a record offline might not work, be update woud be automatic at the next connection).... Read More >

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