Re: [FRIAM] Uncertainty vs Information - redux and resolution

2011-07-20 Thread ERIC P. CHARLES
That is potentially fascinating. However, it is not terribly interesting to
state that we can establish a conservation principle merely by giving a name to
the absence of something, and then pointing out that if we start with a set
amount of that something, and take it away in chunks, then the amount that is
there plus the amount that is gone always equals the amount we started with.
What is the additional insight?

Eric

On Wed, Jul 20, 2011 04:27 PM, Grant Holland grant.holland...@gmail.com wrote:




In a thread early last month I was doing my thing of stirring the
pot by making noise about the equivalence of 'information' and
'uncertainty' - and I was quoting Shannon to back me up.


We all know that the two concepts are ultimately semantically
opposed - if for no other reason than uncertainty adds to confusion
and information can help to clear it up. So, understandably, Owen -
and I think also Frank - objected somewhat to my equating them. But
I was able to overwhelm the thread with more Shannon quotes, so the
thread kinda tapered off.


What we all were looking for, I believe, is for Information Theory
to back up our common usage and support the notion that information
and uncertainty are, in some sense, semantically opposite; while at
the same time they are both measured by the same function: Shannon's
version of entropy (which is also Gibbs' formula with some constants
established).


Of course, Shannon does equate information and uncertainty - at
least mathematically so, if not semantically so. Within the span of
three sentences in his famous 1948 paper, he uses the words
information, uncertainty and choice to describe what his
concept of entropy measures. But he never does get into any semantic
distinctions among the three - only that all three are measured by entropy.


Even contemporary information theorists like Vlatko Vedral,
Professor of Quantum Information Science at Oxford, appear to be of
no help with any distinction between 'information' and
'uncertainty'. In his 2010 book Decoding Reality: The Universe
  as Quantum Information, he traces the notion of information
back to the ancient Greeks. 

The ancient Greeks laid the foundation for its
  [information's] development when they suggested that the
  information content of an event somehow depends only on how
  probable this event really is. Philosophers like Aristotle
  reasoned that the more surprised we are by an event the more
  information the event carries


Following this logic, we conclude that information has
  to be inversely proportional to probability, i. e. events with
  smaller probability carry more information  


But a simple inverse proportional formula like I(E) = 1/Pr(E), where
E is an event, does not suffice as a measure of
'uncertainty/information', because it does not ensure the additivity
of independent events. (We really like additivity in our measuring
functions.) The formula needs to be tweaked to give us that. 


Vedral does the tweaking for additivity and gives us the formula
used by Information Theorists to measure the amount of
'uncertainty/information' in a single event. The formula is I(E) = 
log (1/Pr(E)). (Any base will do.) It is interesting that if this
function is treated as a random variable, then its first moment
(expected value) is Shannon's formula for entropy.


But it was the Russian probability theorist A. I. Khinchin who
provided us with the satisfaction we seek. Seeing that the Shannon
paper (bless his soul) lacked both mathematical rigor and satisfying
semantic justifications, he set about to put the situation right
with his slim but essential little volume entitled The
  Mathematical Foundations of Information Theory (1957). He
manages to make the pertinent distinction between 'information' and
'uncertainty' most cleanly in this single passage. (By scheme
Khinchin means probability distribution.)
Thus we can say that the information given us by
  carrying out some experiment consists of removing the uncertainty
  which existed before the experiment. The larger this uncertainty,
  the larger we consider to be the amount of information obtained by
  removing it. Since we agreed to measure the uncertainty of a
  finite scheme A by its entropy, H(A), it is natural to express the
  amount of information given by removing this uncertainty by an
  increasing function of the quantity H(A)


Thus, in all that follows, we can consider the amount of
  information given by the realization of a finite scheme
  [probability distribution] to be equal to the entropy of the
  scheme.


So, when an experiment is realized (the coin is flipped or the die
is rolled), the uncertainty inherent in it becomes information.
And there 

Re: [FRIAM] Uncertainty vs Information - redux and resolution

2011-07-20 Thread Grant Holland

Eric,

True enough. And yet, this is what Information Theory has decided to do: 
treat the amount of _information_ that gets realized by performing an 
experiment as the same as the amount of _uncertainty_ from which it was 
liberated. That way, they can use entropy as the measure of both.


I'm personally sympathetic to an argument that they are not equivalent. 
My predilection suggests that there is more value in the uncertainty 
that exists before the experiment than there is in the information that 
results afterwards. I would expect there would be others who would put 
more value on the liberated information.


But I would have to put a lot more thought than I have into formalizing 
this.


I like your observation. It opens up the possibility of re-doing 
Information Theory, and ending up with one measure for uncertainty and 
another for information. And we could finally depose the word entropy!


Grant

On 7/20/11 3:18 PM, ERIC P. CHARLES wrote:
That is potentially fascinating. However, it is not terribly 
interesting to state that we can establish a conservation principle 
merely by giving a name to the absence of something, and then pointing 
out that if we start with a set amount of that something, and take it 
away in chunks, then the amount that is there plus the amount that is 
gone always equals the amount we started with. What is the additional 
insight?


Eric

On Wed, Jul 20, 2011 04:27 PM, *Grant Holland 
grant.holland...@gmail.com* wrote:


In a thread early last month I was doing my thing of stirring the
pot by making noise about the equivalence of 'information' and
'uncertainty' - and I was quoting Shannon to back me up.

We all know that the two concepts are ultimately semantically
opposed - if for no other reason than uncertainty adds to
confusion and information can help to clear it up. So,
understandably, Owen - and I think also Frank - objected somewhat
to my equating them. But I was able to overwhelm the thread with
more Shannon quotes, so the thread kinda tapered off.

What we all were looking for, I believe, is for Information Theory
to back up our common usage and support the notion that
information and uncertainty are, in some sense, semantically
opposite; while at the same time they are both measured by the
same function: Shannon's version of entropy (which is also Gibbs'
formula with some constants established).

Of course, Shannon does equate information and uncertainty - at
least mathematically so, if not semantically so. Within the span
of three sentences in his famous 1948 paper, he uses the words
information, uncertainty and choice to describe what his
concept of entropy measures. But he never does get into any
semantic distinctions among the three - only that all three are
measured by /entropy/.

Even contemporary information theorists like Vlatko Vedral,
Professor of Quantum Information Science at Oxford, appear to be
of no help with any distinction between 'information' and
'uncertainty'. In his 2010 book _Decoding Reality: The Universe as
Quantum Information_, he traces the notion of information back to
the ancient Greeks.

The ancient Greeks laid the foundation for its
[information's] development when they suggested that the
information content of an event somehow depends only on how
probable this event really is. Philosophers like Aristotle
reasoned that the more surprised we are by an event the more
information the event carries

Following this logic, we conclude that information has to be
inversely proportional to probability, i. e. events with
smaller probability carry more information

But a simple inverse proportional formula like I(E) = 1/Pr(E),
where E is an event, does not suffice as a measure of
'uncertainty/information', because it does not ensure the
additivity of independent events. (We really like additivity in
our measuring functions.) The formula needs to be tweaked to give
us that.

Vedral does the tweaking for additivity and gives us the formula
used by Information Theorists to measure the amount of
'uncertainty/information' in a single event. The formula is I(E)
=  log (1/Pr(E)). (Any base will do.) It is interesting that if
this function is treated as a random variable, then its first
moment (expected value) is Shannon's formula for entropy.

But it was the Russian probability theorist A. I. Khinchin who
provided us with the satisfaction we seek. Seeing that the Shannon
paper (bless his soul) lacked both mathematical rigor and
satisfying semantic justifications, he set about to put the
situation right with his slim but essential little volume entitled
_The Mathematical Foundations of Information Theory_ (1957). He
manages to make the pertinent distinction between 'information'