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Markov Proved that Randomness With Memory Can Still Settle Into Law Markov’s 1906 result was a major turning point in Probability Theory. He showed that even when successive events are dependent, long-run averages can still stabilize. That broke the old habit of tying the Law of Large Numbers only...

15,300 次观看 • 3 个月前 •via X (Twitter)

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In 1905, Russian Mathematician Andrey Andreyevich Markov asked a heretic question for the time: if randomness is allowed to remember something, do averages still behave or does probability theory fall apart? His answer was a very specific kind of memory. The next step only depends on the present, P(Xₙ₊₁=j | Xₙ=i, Xₙ₋₁, …) = Pᵢⱼ, and yet the law-of-large-numbers stability survives. The bead jitters forever, but long-run occupation settles. Time-averaged state frequencies converge to a fixed profile π satisfying π = πP. Fast-forward to 1931, another Russian Andrey Nikolaevich Kolmogorov, takes the same Markov mechanism and turns it into dynamics. Instead of only asking where does the chain spend its time?, you watch the whole distribution move in real time through the Kolmogorov forward (master) equation dp/dt = pQ, where Q is the generator of the continuous-time chain. That’s exactly what the render is showing as the same mechanism wearing two different lenses. The fog is p(t) spreading through the labyrinth, the flux layer is the net current pushed through corridors and the portal, and the particles are just sample paths driven by the same generator. One Markov engine...either you look at the evolving law, or you watch trajectories and let ergodic averages do the estimating. That’s also why Markov’s "memory without collapse" became a workhorse. MCMC engineers a chain whose stationary distribution is the target, then uses time-averages to estimate things you can’t integrate directly (posteriors, partition functions, constrained geometries). The same skeleton appears in hidden Markov models for time series, in biophysics as channels switching between states, and in control/RL through Markov decision processes. #ProbabilityTheory #MarkovChains #ContinuousTimeMarkovChains #KolmogorovForwardEquation #StochasticProcesses #Kolmogorov #Markov #MCMC

Mathelirium

96,328 次观看 • 6 个月前

The most important tool in Probability and Statistics - Markov Chain Monte Carlo (MCMC) Method Fresh out of undergraduate Probability and Stats courses, it’s easy to feel invincible. You’ve tamed Gaussians, gammas, betas, all those neat closed-form toy distributions. Then research hits and you meet the harsher truth. Real posteriors and energy landscapes are jagged, asymmetric, multimodal, and too high-dimensional to integrate or sample from directly. You can’t compute the normalising constant. You can’t do the integrals by hand. And i.i.d. samples are basically science fiction. Markov Chain Monte Carlo is the hack we invented to survive that reality. Instead of drawing perfect samples, you send a carefully designed random walk wandering through the landscape, then use its long-run positions as your window into the target distribution. Here’s the problem. Standard trace plots and diagnostics can still cheerfully lie to you. High-dimensional geometry can make a chain that looks healthy while it’s effectively frozen. Multimodal targets, bad tuning, and hidden correlations can quietly wreck your posterior summaries. This series is about those blind spots. We’ll use visuals like this one to show how MCMC actually moves, where the guarantees get slippery, and how to think clearly about convergence and diagnostics in serious Bayesian, physics, and ML work. #BayesianInference #MCMC #MonteCarloMethods #ProbabilityLandscape #StatisticsEducation #ComputationalScience

Mathelirium

32,296 次观看 • 5 个月前

I was watching a lecture on YouTube by David Tse from Stanford (see link below), and he quoted his advisor Bob Gallager: "Good theory should prune rather than grow the knowledge tree." To demonstrate what Gallager meant, we takes one idea… "how do you move mass from one shape to another as cheaply as possible?" and watch 200 years of mathematics cut that idea down to its clean geometric core. Monge (1781, "Mémoire sur la théorie des déblais et des remblais") A mound on the left, a trench on the right, and every grain of earth has to choose one destination and stick to it. In the animation that’s strict one-to-one matching: each point marches to a single partner, no splitting, no sharing. It’s beautiful but rigid and hard to work with. Kantorovich (1942, "On the Translocation of Masses"; 1948, "On a Problem of Monge") Kantorovich relaxes the rules. Instead of forcing each point to pick exactly one target, he allows mass to split: part of it can go here, part of it can go there. On screen you see packets of mass spraying from one source cell to several targets along smooth arcs. The problem becomes a clean convex optimisation problem. Brenier (1991, "Polar factorization and monotone rearrangement of vector-valued functions"); McCann (1995, "Existence and uniqueness of monotone measure-preserving maps"; 1997, "A convexity principle for interacting gases") Bernier then shows that, in the most natural cost setting, the best way to move mass always comes from a hidden height function whose slopes tell you where to send things. McCann shows that many natural energy functionals behave nicely along the paths generated this way. In the animation you see contour lines of that hidden landscape, with particles gliding along the most economical path between the two shapes. Jordan-Kinderlehrer-Otto (1998, "The variational formulation of the Fokker-Planck equation") JKO change the question from "what is the best single shuffle?" to "how does a whole cloud evolve in time?". They show that a familiar diffusion-with-drift equation can be reinterpreted as steepest descent of a free energy in the space of probability distributions. In the scene, a blob both smooths out and gets pulled toward the embankment while a free-energy counter steadily drops. Ambrosio-Gagli-Savaré (2005, "Gradient flows in metric spaces and in the spaces of probability measures") Ambrosio-Gigli-Savaré take that idea and generalise it far beyond this one setting. They build a theory of gradient flows on abstract metric spaces: you only need a notion of distance and an energy, and you can talk about curves of maximal slope. Wasserstein spaces become one important example among many. In the final scene the probability field evolves in the top panel while its energy traces a clean descending curve below.

Mathelirium

65,705 次观看 • 7 个月前

What I saw was an ICE vehicle attempting to leave an area that was in a near riot condition, a civilian vehicle then suddenly moved in front of it to block its departure. I then saw an ICE officer approach that vehicle and issue a lawful order to the driver to get out of the car. Instead of complying with that order, the driver backed up, pointed the car in the direction of another officer, and then shifted into drive, stepping on the gas while an officer had his hand on the door then accelerated in the direction of the other ICE officer at the moment he fired into the vehicle. That’s what the video shows, and we all have eyes and we all can see it. There are a lot of questions that it raises, starting with the perspective of the officer who fired at this approaching vehicle. Was the car indeed pointed directly at him when he fired? It certainly appeared that way to me from the video we’ve seen. I assume the officer was wearing a body camera and we’ll get a better idea of his perspective in the course of the investigation. There’s the question of why the driver attempted to block the ICE vehicle as it was leaving, why the driver felt motivated to obstruct clearly uniformed federal law enforcement officers in the performance of their duties, why she willfully refused to comply with a lawful order by those officers, and why she pointed her vehicle toward another officer while hitting the gas. I suspect that a great deal of motivation was exactly from the kind of incendiary rhetoric we hear everyday from our radical democratic colleagues. It is a direct attack on the rule of law. Our ICE officers are enforcing federal law as the Congress wrote it. The Democrats here don’t like that law, they object to its enforcement, and they are actively encouraging citizens to obstruct its enforcement. In a nation of laws, the answer is not to obstruct the law, but to change it. We’re sitting in the very institution that writes these laws. If they believe the laws that enforce our nations sovereignty are wrong? Then they should make the case to change them. And Ms. Ross, I point out that when the Democrats had the majority and our nation was suffering through the worst illegal mass migration in its history, the immigration subcommittee under Democratic control held not a single hearing on that crisis as it unfolded, not one. I suspect their encouragement of disobedience to the law had a large role to play in the mind of the driver and in the minds of the increasingly violent mobs that our colleagues are deliberately inciting. As Lincoln said to their predecessors, “There is no grievance is a fit object for redress by mob law.” How sad the same words need to be repeated here. Before the House Judiciary Committee that’s supposed to be dedicated to the rule of law.

Tom McClintock

354,550 次观看 • 6 个月前

The question Ashton Forbes is working through is one that connects modern physics to one of the oldest unsolved problems in archaeology - how did ancient civilizations move stones of extraordinary mass with no evidence of the mechanical infrastructure that would make it possible today. The proposition he is exploring is that sound may be the answer. If physical reality is fundamentally wave-based, then sound - itself a wave phenomenon - could theoretically produce effects that resemble gravitational influence under the right conditions of frequency and resonance. The observation that stays with Randall is a simple and domestic one. An electric shaver set down on a countertop while still running began to move on its own - vibration translating directly into physical displacement across a flat surface. He noted it at the time and filed it away. Could vibrations move objects? Under the right circumstances, the answer appeared to be yes. Randall connects that observation to his broader research into resonance physics and ancient construction - arguing that a civilization without modern material manufacturing could still have identified and applied the principles of acoustic resonance to achieve effects that brute force and conventional tooling cannot replicate. The technology would have left no physical trace. Only the results would remain - and those results, Randall suggests, are exactly what we are still staring at in disbelief at sites around the world.

Randall Carlson

24,461 次观看 • 4 个月前