Month: May 2021

Ole Peters on the Ergodicity Problem

I have had this 2019 paper by Ole Peters bookmarked for a while, and today, I re-read the abstract and dived into actually reading it. (Ergodicity is an important but little known topic, that became “my favourite word” back in 2017 but still seen few use the term since.)

The 2019 paper is published in Nature under its “nature physics” subject area, but the title concerns economics.

The Ergodicity Problem in Economics
by Ole Peters in Nature, Dec 2019

And this quote below is the whole abstract, which stands as a better summary than I could attempt. Spot on.

“The ergodic hypothesis is a key analytical device of equilibrium statistical mechanics. It underlies the assumption that the time average and the expectation value of an observable are the same. Where it is valid, dynamical descriptions can often be replaced with much simpler probabilistic ones, time is essentially eliminated from the models. The conditions for validity are restrictive, even more so for non-equilibrium systems. Economics typically deals with systems far from equilibrium specifically with models of growth. It may therefore come as a surprise to learn that the prevailing formulations of economic theory, expected utility theory and its descendants, make an indiscriminate assumption of ergodicity. This is largely because foundational concepts to do with risk and randomness originated in seventeenth-century economics, predating by some 200 years the concept of ergodicity, which arose in nineteenth-century physics. In this Perspective, I argue that by carefully addressing the question of ergodicity, many puzzles besetting the current economic formalism are resolved in a natural and empirically testable way.”

Plenty of commentators have been voicing the warning that so much risk-based prediction in the world is flawed, anywhere resources interact with populations, not just in economics per se. Viral information and epidemiology of biological pandemics anyone? The arithmetic simplifications – time averages ignoring true (socially) interactive dynamics, etc – have been called “autistic” before. The likes of Taleb and Kauffman point out more bluntly that ignoring true non-ergodic behaviour is plain wrong and dangerous, and have the statistical epistemological skills to back it up. Peters’ paper includes the maths too.

Although I would never have used the language, I recorded way back in the late ’80’s – when doing management statistics – that knowing statistical formulae enough read them and to do the calculations is one thing. It’s not the same as the epistemology of understanding what they really mean or whether they are significant or even relevant. That sense of “something’s wrong” I noted as a driver for this whole two-decades-and-counting project of mine.

Peters’ claims from experimental research of their proposed “gambling” strategy – accounting for non-ergodicity – are modest but clear. Nevertheless:

“The present situation is […] dispiriting because economics is firmly stuck in the wrong conceptual space. Because the core mistake is 350 years old, the corresponding mindset is now firmly institutionalized.”

He does also point that at least recognition of the problem and opportunities to do better are “uplifting”. My ongoing fear – that institutional blockage – is that the misunderstanding is much wider and deeper than economics. (A great list of references in the paper.) Any evolving field of knowledge involving humans and populations is at risk. Contrary to myths of objectivity, that’s pretty much the whole of physical science, not just social sciences like economics.

Mach, Bogdanov, Nagarjuna and Rovelli

When I mentioned Carlo Rovelli’s latest here, I suggested why other priorities might get in the way of my actually needing to read it. I did my usual, opened it Saturday morning intending to skim the front and end materials and cover blurbs to check the scope was as expected, but in fact I started to read it. Carlo’s writing is like that. I didn’t even look at the chapter headings, but covered the first 50 pages in yellow highlights.

Sure “Helgoland” is a summary of what I generally short-hand as “Copenhagen” in fundamental / quantum physics – Bohr, Born, Heisenberg, Einstein, Schrödinger, Jordan, Dirac, Pauli et al followed by attempted interpretations of the likes of Wheeler, Bohm, Bell, Everett and more. Carlo does not disappoint with his own emphases on an otherwise familiar story.

Given my readings of his earlier works, I was expecting we would be getting into loop quantum gravity and his “information-relational” take on fundamental physics in the remaining 120 pages.

This from a couple of weeks ago, I had already noted a Whiteheadian metaphysical convergence in enlightened fundamental physics in recent years:

The dynamic relational aspects are indeed telegraphed in the early sections. Anyway, suffice to say, in a second sitting last night:

The Darwin / Shannon / Wiener aspects are well trod in this space – not least by Dennett. A “systems engineering” (ie cybernetic) take on information patterns being fundamental to the processes of evolution, independent of specific biological or even physical embodiment.

There’s no mention of Whitehead. There’s one mention of Russell a couple for Wittgenstein and still more on the relationship to the logical positivists  – the Ernst Mach Society (aka – The Vienna Circle). In fact, Carlo majors on Mach’s influence on Einstein and everyone else. Good to see Mach properly acknowledged so emphatically in a popular science work.

“Mach is not a systematic philosopher … [and] yet I believe that the extent and depth of his influence on contemporary culture has been undervalued.”

There’s also a lot more of “nothing new under the sun” in ideas already expressed by assorted Greeks: Anaximander, Empedocles and Democritus as well as the obligatory Plato and Aristotle. Carlo also has excellent end-note references to follow-up.

So far so good but what that did not prepare me for, in this fundamental physics context, are the other two – Nagarjuna and Bogdanov.

Nagarjuna is already an established epistemological alternative to “Western Thinking” for me here on Psybertron , whereas Bogdanov was new to me in “Systems Thinking” or indeed in any context:

Aleksandr Aleksandrovic Malinovskiy (aka Bogdanov) is an enlightened advocate for Mach’s perspective in correspondence against the more dogmatic and absolutist Lenin. Oh, how the Soviet leader would have fit in with the Vienna Circle(!). Fascinating in itself, but Bogdanov was a lot more besides. He will need to be the subject of further research for me. (Reading never reduces the backlog of reading.)

Concluding his acknowledgements, Carlo emphasises:

“Thanks, above all, to Werner and Aleksandr.”

Heisenberg, the start of Carlo’s “Holy Island” pilgrimage.
Bogdanov, the final word.

Unlike Bogdanov, Nagarjuna – and all things Zen – are not new here on Psybertron, but it was a complete surprise to find a whole 12 pages on his thinking. Not a conjunction I was expecting:

It’s important for Carlo, as it is for me, that we’re advocating this Buddhist thinking as an alternative to the persistent Western idea that the fundaments of nature are “entities” in and of themselves. Bohr and Schrödinger were already there of course:

“The unambiguous description of ANY phenomenon requires the inclusion of all of the objects involved in the interaction in which the phenomenon manifests itself.” (Bohr)

Quite separate from the measurement problem(s) this “participation” has nothing to do with experimental interactions when investigating a phenomenon – but simply about all relevant relations between it and any other object (including ourselves) in the universe.

As he and others before him have said

“[Zen Buddhist thinking] is not metaphysical extravagance: it is sobriety … [it] resonates with the best of much Western philosophy, both classical and recent. [eg Hume and Wittgenstein].”

(But conspicuously, not Whitehead …)

Like all serious scientists and science-friendly philosophers who sail close to Zen enlightenment (Hofstadter springs to mind, as well as the more obvious Pirsig), Carlo is at pains to distance himself from hippy quantum / cosmic / holistic / aura / resonance (Woo) explanations for anything mental or phenomenal, whilst at the same time admitting:

“For heaven’s sake, I’m all in favour of ‘good vibrations’. I too once had long hair tied with a red bandanna, and sat cross-legged next to Allen Ginsberg chanting ‘Om’.”

I should probably elaborate to fit my own research on Carlo’s actual thesis, his relevant relative information take on the relations (correlations) between things in the real world. That will have to wait for another day.

[Lots of other good stuff in Helgoland. Like me, an initial rejection of things “metaphysical” but a realisation that metaphysics is really implicit in the taken for granted – even axiomatic – assumptions in anyone’s physical model. Recognising the “tetralemma” examples and arguments from Nagarjuna. Nagel being “obsessively” mistaken (not just me then?) The subjective aspects of consciousness being no different to the physical with this relevant relative information view. Quantum physics itself as an information view in the true Shannon sense and the “organisation” aspect of systems architecture in constructing the whole edifice.]

Signing off for now, I already mentioned the John Banville quote “Physics has found its poet [in Rovelli].” Carlo is possibly conflicted on whether poetry is essential to physical understanding, yet makes extensive use of Shakespeare (as well as Dante).

I hadn’t noticed until this very moment that two other cover blurbs are from Neil Gaiman and Antony Gormley (!). A very important book.

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Thinking in Colour

Just a placeholder for an addition to my “Good Fences” identity agenda.

Gary Younge presents “Thinking in Colour” on BBC Radio 4.

Racial ambiguity / partiality in heritable genes shows considerable complexity for individuals to deal with, especially given their relationships to the racial culture already adopted by their families.

He makes one or two statements I wouldn’t necessarily agree with, but overall makes it clear we are dealing with identity based on broad vs narrow “definitions”. Recommended.

 

Meta (Really) is the Word

I remarked that at the turn of the 2nd millennium, when most of the world was focussed on the eponymous bug, that The Economist had declared “Meta is the Word” for start of the 3rd millennium. I’ve emphasised several times that Meta is a key aspect of my whole agenda, here a string of 2011 and earlier references. It resonated with me back in Y2K because it had become clear in my business information modelling day job that we were really meta-modelling the architecture of such models – and further meta-meta-modelling those ad infinitum – meta is a dimension, a direction, not a single layer.

Jonathan Rowson referred to our “meta-crisis” in a post on his Perspectiva blog in which he coined his “Tasting the Pickle” metaphor (or meme maybe). Just a couple of days ago I recorded having bookmarked this piece (one of many bookmarks, below), I can see it’s important, but haven’t had enough attention time to read it closely enough to get my head around it, yet.

Last night and today Jacob Kishere reminded me when he tweeted a reference to the meta-crisis as a meta-meme, when I didn’t immediately recognise he was referring to the same “meme” until he posted a second Jonathan link to his Medium blog.

Ironically, Jacob’s tweet was to express frustration that Jonathan’s call to arms had inexplicably failed to gain traction. Anyway dots joined-up even if I’ve no more immediate bandwidth to pick up that traction. For now:

[Aside – rough thoughts based on skims so far:

I suspect I completely agree with Jonathan about the meta-dimension of our current “crisis” being epistemic, educational and even spiritual (in some subjective, not entirely objective, sense). This is true almost independent of the explicit content of the current specific “crisis” topic

I suspect I will be disagreeing about the “emergency” timescale implicit in it being a crisis. It runs very deep, so deep and all-pervasive it’s meta to every specific example issue, very significant in terms of the ultimate high stakes in play – “our very rationality is at stake” to quote myself. Critical in terms of importance and priorities and escalating exponentially in terms of the speed of communications cycles (viral, memetic)- but happening over decades and centuries in physical, terrestrial and human lifecycles. Importance and urgency are orthogonal. Meta-urgent because it is VERY important, not because of any “scientifically” predicted “last chance” or “emergency” timescales.

PS what do you guys make of Rupert Read’s “extinction rebellion” take?]

Classifying an Unread Book

Mentioned just a couple of days ago another addition to Eco’s library of unread books (Mark Solms’ “The Hidden Spring“).

Also picked-up today, because it was in stock at our local bookshop, Carlo Rovelli’s latest “Helgoland“.

I expected it to be in stock, as it’s gone straight onto the Time’s bestseller list, otherwise I wasn’t desperately seeking to read it amongst other immediate priorities. Since I’ve read everything Carlo has published in (English-translated) book form I feel I already share his metaphysics, and wasn’t sure I would get anything fundamentally new from (yet another) popular story of quantum physics, other than the fact he’s always a good read.

“Physics has found its poet”
John Banville.

Actually, my wife tried to pick it up for me a couple of days ago, but despite knowing they had it in stock, they couldn’t find it on the shelves. No-one in the shop was quite sure how they’d classified it.

Given my good fences agenda (the way we classify – discriminate between – things in the ontology of our world, based on our metaphysical understanding of reality) it tickled me that Carlo’s book was hard to classify. Whilst there obviously is a reality independent of us as individuals, the model, our knowledge of that reality is not independent of humans or our history.

Reading the free online copies of the introductory chapter we already know the story starts with Werner Heisenberg choosing to live on the island of Helgoland (Sacred or Holy Island, aka Heligoland, in English). Indeed, the cover blurb says as much, and there have been plenty of interviews accompanying publication – it’s no secret.

Full marks to The Guisborough Bookshop for classifying this popular science under biography. No physics – quantum or otherwise – without its human story.

Everyday Story of Caring Colleagues

I mentioned Line of Duty once before, when reviewing Unforgotten, and I don’t intend to add to the screeds written about the low key final episode of series 6. It was low-key, but it was nevertheless genius. Brilliant by Jed Mercurio and the team.

Fits my own story of what makes reality tick at several levels.

Firstly, clearly, though maybe less obviously than with Unforgotten, most of the story is about the interpersonal relationships within the team, crucially that they care for each other, even when no longer part of the actual team. With Unforgotten the main point is that the care extends to the “unforgotten” victims and the victims friends and family, no matter how cold the case. With Line of Duty the obvious focus is police corruption and involvement with organised crime – the point of AC10 – but even there we have the sense that some of those tangled-up in it are themselves victims, at least partially, with complex relationships to the crimes (and errors.) Also explains why so many viewers took to their hearts the “minor” characters in each series, like Chloe, the new team member in series 6 who did most of the leg-work in digging-up evidence and connections received as “good work” by Arnott, Fleming and Hastings. So care for, love of, fellow man is at the heart of it, saint or sinner.

Secondly there is the expectation of simplistic objective causality – it’s institutionalised in modern western rationality, well beyond any institution like the police force or government. Somehow a big crime drama needs a criminal mastermind conclusion with clear causal logic and motivation directing the institutional conspiracy. As ever most is cock-up and imperfect competence amidst institutional circumstance and inertia. The big crime is that “we” still deny this reality in wishfully directing blame. Our crime is in misguided expectations of rational reality.

We need “good fences“.

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[Post Notes:

Major meme circulating that Jimmy Nesbitt deserves a BAFTA for his role as the prime Mr Big suspect. A role which ironically consists of appearing as two photos and already as a corpse on a crime-scene video, with no speaking or acting part throughout the whole of series 6. Again brilliant by Mercurio. Obviously the BAFTA must go to Chloe (Shalom Brune-Franklin).

As to the apparently burning question of a series 7? Well life goes on, the future is open, anything with the realms of possibility is possible. Plenty of hooks left in the ending. Who needs a clearer answer?]