Monthly Archives: July 2015

The Science of Conjecture: Evidence and Probability before Pascal

5 out of 5 stars Stands above, way above other books on the history and philosophy of probability.,
July 9, 2015
By  N N Taleb “Nassim Nicholas Taleb”
This review is from: The Science of Conjecture: Evidence and Probability before Pascal (Paperback) by James Franklin
As a practitioner of probability, I’ve had to read many books on the subject. Most are linear combinations of other books and ideas rehashed without real understanding that the idea of probability harks back to the Greek pisteuo (credibility) [and pithanon that led to probabile in latin] and pervaded classical thought. Almost all of these writers made the mistake to think that the ancients were not into probability. And most books such as “Against the Gods” are not even wrong about the notion of probability: odds on coin flips are a mere footnote. Same with current experiments with psychology of probability. If the ancients were not into computable probabilities, it was not because of theology, but because they were not into highly standardized games. They dealt with complex decisions, not merely simplified and purified probability. And they were very sophisticated at it.

The author is both a mathematician and a philosopher, not a philosopher who took a calculus class hence has a shallow idea of combinatorics and feels dominated by the subject, something that plagues the subject of the philosophy of probability.

This book stands above, way above the rest: I’ve never seen a deeper exposition of the subject, as this text covers, in addition to the mathematical bases, the true philosophical origin of the notion of probability. Finally, Franklin covers matters related to ethics and contract law, such as the works of the medieval thinker Pierre de Jean Olivi, that very few people discuss today.

Source: Amazon
HatTip to Dave Lull

GREECE, GREXIT, and “EUROPE”

GREECE, GREXIT, and “EUROPE” as an unnatural proto-Nazi “Aryan” construction, or why putting Teutons and Greeks together isn’t the smartest (and most stable) idea. Nor is it natural. The least *unnatural* union for Greece is some sort of *loose* Mediterranean League of City States (and another minor Balkan connection). But again, it would need to stay fuzzy –i.e., should you want to use history/culture, use them properly (“annales” style).
+ There are two natural cultural (eventually leading by mixing to ethnic) demarcations: butter vs olive oil (and eventually a third, the palm tree). The demarcation is robust: if people have the same food, they are the same (or eventually through mixing) become the same. Now if a nonblind but deaf Martian visited Turkey and Greece, he would think they are the same people (same with Lebanon and Western Syria). If words are different, body language in the Levant, Greece, Turkey and Southern Italy is similar. “Una faccia, una razza”. But a bureaucrat blinded by constructions would put the Greek in the same unit as the German, and bundle the Turk with the Huns in the Altai mountains near China.
+ But Mediterraneans are integrated as a socio-cultural unit. This is not just recent; the integration is 5000 years old in the East and 3000 in the West. The trend to “Europeanize” came with German scholarship which starting in 1820s (one Müller) tried to kill any Levantine/Babylonian connection to Greece, trying to give Germany some nobility in its historical roots, while French scholarship was until then considering Greece as deeply rooted in the Levant and Asia Minor, as a continuum from Babylon to the Phoenicians to classical Greece (mythology says that Europa herself was Phoenician). The rise of antisemitism played a part: the Teutonic cultural separation from the Levantine Canaanite race (the Jews and Phoenicians had near-identical language and ethnicity).
+ The Levant and what is now Greece spent at least 1000 years in the same political unit Rome-Byzantium and another few hunded in the Ottoman Empire; the Greeks and the Germans have now about 40 years together.
+ The nation-state started integrating the Mediterranean people. During the 19th Century only a few coastal cities such as Marseille and Toulon in Southern France spoke French, the rest spoke Provencal or Catalan.
+ The idea of a Mediterranean unit is not popular. Partly because it has been linked to Mussolini.
+ The Mycenians did not use a Semitic language (linear B). But the word Knossos (the capital) means “settlement” in Phoenician.
+ If a French person looks like a Mediterranean and speaks French, it is by colonization. The same applies to the “Aryanization” of Greece, to the “Turkification” of Asia Minor, and the “Arabization” of Syria or the “Aryanization” of India. Arian/Semitic/Hun is not a distinction beyond the language spoken.

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Statistics of Violence as Special Case of Fat Tails

A lecture summarizing the paper on violence with Cirillo to MIT and NECSI data scientists, mostly explaining to data scientists how to work with fat tails and only indirectly addressing Pinker by responding to those fooled by the illusion of drop in violence:

 

https://www.youtube.com/watch?v=R1Dm2ZYeA6U

 

Uploaded on Jul 10, 2015

A lunch discussion at MIT with computer science-data science researchers from MIT and NECSI. The talk is mostly about the methodology for dealing with fat tails, with application to violence.
We show which claims can be made, and which ones cannot be made, from data, and “violence has dropped” is not one of them. We do not focus directly on Steven Pinker’s popular science book (owing to some deficiencies), only indirectly as some people in political science made reference to it.
The paper is here: http://arxiv.org/abs/1505.04722

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Error, Dimensionality, and Predictability

This is a bit technical (for those into technical stuff and mathematical flaneuring). It proves why you can’t predict in any multivariate (not even complex) system.
Even thin-tailed variables are unpredictable.

https://dl.dropboxusercontent.com/u/50282823/Propagation.pdf

PS: Actually we show how we lose predictability by adding dimensions, with a trade-off, so it can lead to precise policies and decisions

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