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comentários e macros em nno exemplo bayesiano

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... ... @@ -121,7 +121,7 @@ citecolor=blue,
121 121  
122 122 \begin{abstract}
123 123 \todo{rewrite}
124   - A major limitation of logical representations in real world applications is the implicit assumption that the \acl{BK} is perfect. This assumption is problematic if data is noisy, which is often the case. Here we aim to explore how \acl{ASP} specifications with probabilistic facts can lead to \remark{characterizations of probability functions}{Why is this important? Is this what `others in sota' are trying do to?} on the specification's domain.
  124 + A major limitation of logical representations in real world applications is the implicit assumption that the \acl{BK} is perfect. This assumption is problematic if data is noisy, which is often the case. Here we aim to explore how \acl{ASP} specifications with probabilistic facts can lead to \remark{characterizations of probability functions}{Why is this important? Is this what `others in sota' are trying do to?} on the specification's domain.
125 125 \end{abstract}
126 126  
127 127 \section{Introduction and Motivation}
... ... @@ -143,10 +143,10 @@ Our goal is to extend this probability, from \acp{TC}, to cover the \emph{specif
143 143  
144 144 \begin{enumerate}
145 145 \item Support probabilistic reasoning/tasks on the specification domain.
146   - \item Also, given a dataset and a divergence measure, the specification can be scored (by the divergence w.r.t.\ the \emph{empiric} distribution of the dataset), and weighted or sorted amongst other specifications. These are key ingredients in algorithms searching, for example, optimal specifications of a dataset.
  146 + \item Also, given a dataset and a divergence measure, the specification can be scored (by the divergence w.r.t.\ the \emph{empiric} distribution of the dataset), and weighted or sorted amongst other specifications. These are key ingredients in algorithms searching, for example, optimal specifications of a dataset.
147 147 \end{enumerate}
148 148  
149   -Our idea to extend probabilities starts with the stance that a specification describes an \emph{observable system} and that observed events must be related with the \acp{SM} of that specification. From here, probabilities must be extended from \aclp{TC} to \acp{SM} and then from \acp{SM} to any event.
  149 +Our idea to extend probabilities starts with the stance that a specification describes an \emph{observable system} and that observed events must be related with the \acp{SM} of that specification. From here, probabilities must be extended from \aclp{TC} to \acp{SM} and then from \acp{SM} to any event.
150 150  
151 151 Extending probability from \acp{TC} to \acp{SM} faces a critical problem, illustrated by the example in \cref{sec:example.1}, concerning situations where multiple \acp{SM}, $ab$ and $ac$, result from a single \ac{TC}, $a$, but there is not enough information (in the specification) to assign a single probability to each \ac{SM}. We propose to address this issue by using algebraic variables to describe that lack of information and then estimate the value of those variables from empirical data.
152 152  
... ... @@ -165,48 +165,48 @@ In a related work, \cite{verreet2022inference}, epistemic uncertainty (or model
165 165  
166 166 \begin{example}\label{running.example}
167 167 Consider the following specification
168   -
  168 +
169 169 \begin{equation}
170 170 \begin{aligned}
171   - \probfact{0.3}{a}&,\cr
172   - b \vee c& \leftarrow a.
  171 + \probfact{0.3}{a} & ,\cr
  172 + b \vee c & \leftarrow a.
173 173 \end{aligned}
174 174 \label{eq:example.1}
175 175 \end{equation}
176   -
  176 +
177 177 This specification has three \aclp{SM}, $\co{a}, ab$ and $ac$ (see \cref{fig:running.example}). While it is straightforward to set $P(\co{a})=0.7$, there is no further information to assign values to $P(ab)$ and $P(ac)$. Assuming that the \acfp{SM} are (probabilistically) independent, we can use a parameter $\theta$ such that
178 178  
179 179 $$
180   - \begin{aligned}
181   - P(ab) &= 0.3 \theta,\cr
182   - P(ac) &= 0.3 (1 - \theta).
183   - \end{aligned}
  180 + \begin{aligned}
  181 + P(ab) & = 0.3 \theta,\cr
  182 + P(ac) & = 0.3 (1 - \theta).
  183 + \end{aligned}
184 184 $$
185   -\end{example}
  185 +\end{example}
186 186  
187 187 While uncertainty is inherent to the specification it can be mitigated with the help of a dataset: the parameter $\theta$ can be estimated from a empirical distribution \todo{or we can have a distribution of $\theta$}. \todo{point to examples of this in following sections.}
188 188  
189 189 In summary, if an \ac{ASP} specification is intended to describe some observable system then:
190 190  
191 191 \begin{enumerate}
192   -
  192 +
193 193 \item Observations can be used to estimate the value of the parameters (such as $\theta$ above and others entailed from further clauses).
194   -
  194 +
195 195 \item \todo{What about the case where we already know a distribution of $\theta$?}
196   -
197   - \item With a probability set for the \aclp{SM}, we want to extend it to all the events of the specification domain.
198   -
  196 +
  197 + \item With a probability set for the \aclp{SM}, we want to extend it to all the events of the specification domain.
  198 +
199 199 \item This extended probability can then be related to the \emph{empirical distribution}, using a probability divergence, such as \ac{KL}; and the divergence value used as a \emph{performance} measure of the specification with respect to the observations.
200   -
  200 +
201 201 \item If that specification is only but one of many possible candidates then that performance measure can be used, \emph{e.g.} as fitness, by algorithms searching (optimal) specifications of a dataset of observations.
202   -
  202 +
203 203 \end{enumerate}
204 204  
205 205 \begin{quote}
206   - \todo{Expand this:} If observations are not consistent with the models of the specification, then the specification is wrong and must be changed.
  206 + \todo{Expand this:} If observations are not consistent with the models of the specification, then the specification is wrong and must be changed.
207 207 \end{quote}
208 208  
209   -Currently, we are addressing the problem of extending a probability function (possibly using parameters such as $\theta$), defined on the \acp{SM} of a specification, to all the events of that specification. Of course, this extension must satisfy the Kolmogorov axioms of probability so that probabilistic reasoning is consistent with the \ac{ASP} specification.
  209 +Currently, we are addressing the problem of extending a probability function (possibly using parameters such as $\theta$), defined on the \acp{SM} of a specification, to all the events of that specification. Of course, this extension must satisfy the Kolmogorov axioms of probability so that probabilistic reasoning is consistent with the \ac{ASP} specification.
210 210  
211 211 The conditional independence of stable worlds asserts the \remark{least informed strategy}{references?} that we discussed in the introduction and make explicit here:
212 212  
... ... @@ -237,7 +237,7 @@ The \aclp{SM} $ab, ac$ from \cref{running.example} result from the clause $b \v
237 237 % ----
238 238 \draw[doubt] (a) to[bend left] (ab);
239 239 \draw[doubt] (a) to[bend right] (ac);
240   -
  240 +
241 241 \draw[doubt] (ab) to[bend left] (abc);
242 242 \draw[doubt] (ab) to[bend right] (abC);
243 243  
... ... @@ -245,14 +245,14 @@ The \aclp{SM} $ab, ac$ from \cref{running.example} result from the clause $b \v
245 245 \draw[doubt] (ac) to[bend left] (aBc);
246 246  
247 247 \draw[doubt, dash dot] (Ac) to (Abc);
248   -
  248 +
249 249 \draw[doubt] (A) to (Ac);
250 250 \draw[doubt] (A) to (Abc);
251   -
  251 +
252 252 \draw[doubt] (ab) to[bend right] (E);
253 253 \draw[doubt] (ac) to[bend right] (E);
254 254 \draw[doubt] (A) to[bend left] (E);
255   -
  255 +
256 256 \draw[doubt] (ab) to (b);
257 257 \draw[doubt] (ac) to (c);
258 258 % \draw[doubt] (ab) to[bend left] (a);
... ... @@ -263,7 +263,7 @@ The \aclp{SM} $ab, ac$ from \cref{running.example} result from the clause $b \v
263 263 \draw[doubt, dash dot] (c) to[bend right] (Ac);
264 264 \end{tikzpicture}
265 265 \end{center}
266   -
  266 +
267 267 \caption{Events related to the \aclp{SM} of \cref{running.example}. The circle nodes are \aclp{TC} and shaded nodes are \aclp{SM}. The \emph{empty event}, with no literals, is denoted by $\emptyevent$. Notice that the event $bc$ is not related with any \acl{SM}.}
268 268 \label{fig:running.example}
269 269 \end{figure}
... ... @@ -293,99 +293,99 @@ The diagram in \cref{fig:running.example} illustrates the problem of extending p
293 293 \node[event, above = of A] (Ac) {$\co{a}c$};
294 294 \node[event, above right = of Ac] (Abc) {$\co{a}bc$};
295 295 % ----
296   - \path[draw, rounded corners, pattern=north west lines, opacity=0.2]
297   - (ab.west) --
298   - (ab.north west) --
299   - %
300   - (abC.south west) --
301   - (abC.north west) --
302   - (abC.north) --
303   - %
304   - (abc.north east) --
305   - (abc.east) --
306   - (abc.south east) --
307   - %
308   - (ab.north east) --
309   - (ab.east) --
310   - (ab.south east) --
311   - %
312   - (a.north east) --
313   - %
314   - (E.north east) --
315   - (E.east) --
316   - (E.south east) --
317   - (E.south) --
318   - (E.south west) --
319   - %
320   - (b.south west) --
321   - %
322   - (ab.west)
  296 + \path[draw, rounded corners, pattern=north west lines, opacity=0.2]
  297 + (ab.west) --
  298 + (ab.north west) --
  299 + %
  300 + (abC.south west) --
  301 + (abC.north west) --
  302 + (abC.north) --
  303 + %
  304 + (abc.north east) --
  305 + (abc.east) --
  306 + (abc.south east) --
  307 + %
  308 + (ab.north east) --
  309 + (ab.east) --
  310 + (ab.south east) --
  311 + %
  312 + (a.north east) --
  313 + %
  314 + (E.north east) --
  315 + (E.east) --
  316 + (E.south east) --
  317 + (E.south) --
  318 + (E.south west) --
  319 + %
  320 + (b.south west) --
  321 + %
  322 + (ab.west)
323 323 ;
324 324 % ----
325   - \path[draw, rounded corners, pattern=north east lines, opacity=0.2]
326   - (ac.south west) --
327   - (ac.west) --
328   - (ac.north west) --
329   - %
330   - (abc.south west) --
331   - (abc.west) --
332   - (abc.north west) --
333   - %
334   - (aBc.north east) --
335   - (aBc.east) --
336   - (aBc.south east) --
337   - %
338   - (ac.north east) --
339   - %
340   - (c.east) --
341   - %
342   - (E.east) --
343   - (E.south east) --
344   - (E.south) --
345   - (E.south west) --
346   - %
347   - (a.south west) --
348   - (a.west) --
349   - (a.north west) --
350   - (a.north) --
351   - %
352   - (ac.south west)
  325 + \path[draw, rounded corners, pattern=north east lines, opacity=0.2]
  326 + (ac.south west) --
  327 + (ac.west) --
  328 + (ac.north west) --
  329 + %
  330 + (abc.south west) --
  331 + (abc.west) --
  332 + (abc.north west) --
  333 + %
  334 + (aBc.north east) --
  335 + (aBc.east) --
  336 + (aBc.south east) --
  337 + %
  338 + (ac.north east) --
  339 + %
  340 + (c.east) --
  341 + %
  342 + (E.east) --
  343 + (E.south east) --
  344 + (E.south) --
  345 + (E.south west) --
  346 + %
  347 + (a.south west) --
  348 + (a.west) --
  349 + (a.north west) --
  350 + (a.north) --
  351 + %
  352 + (ac.south west)
353 353 ;
354 354 % ----
355 355 \path[draw, rounded corners, pattern=horizontal lines, opacity=0.2]
356   - % (A.north west) --
357   - %
358   - (Ac.north west) --
359   - %
360   - (Abc.north west) --
361   - (Abc.north) --
362   - (Abc.north east) --
363   - (Abc.south east) --
364   - %
365   - % (Ac.north east) --
366   - % (Ac.east) --
367   - %
368   - % (A.east) --
369   - (A.south east) --
370   - %
371   - (E.south east) --
372   - (E.south) --
373   - (E.south west) --
374   - (E.west) --
375   - (E.north west) --
376   - %
377   - (Ac.north west)
  356 + % (A.north west) --
  357 + %
  358 + (Ac.north west) --
  359 + %
  360 + (Abc.north west) --
  361 + (Abc.north) --
  362 + (Abc.north east) --
  363 + (Abc.south east) --
  364 + %
  365 + % (Ac.north east) --
  366 + % (Ac.east) --
  367 + %
  368 + % (A.east) --
  369 + (A.south east) --
  370 + %
  371 + (E.south east) --
  372 + (E.south) --
  373 + (E.south west) --
  374 + (E.west) --
  375 + (E.north west) --
  376 + %
  377 + (Ac.north west)
378 378 ;
379 379 \end{tikzpicture}
380 380 \end{center}
381   -
  381 +
382 382 \caption{Classes (of consistent events) related to the \aclp{SM} of \cref{running.example} are defined through intersections and inclusions. \todo{write the caption}}
383 383 \label{fig:running.example.classes}
384 384 \end{figure}
385 385  
386   -Given an ASP specification,
  386 +Given an ASP specification,
387 387 \remark{{\bruno Introduce also the sets mentioned below}}{how?}
388   - we consider the \emph{atoms} $a \in \fml{A}$ and \emph{literals}, $z \in \fml{L}$, \emph{events} $e \in \fml{E} \iff e \subseteq \fml{L}$ and \emph{worlds} $w \in \fml{W}$ (consistent events), \emph{\aclp{TC} } $t \in \fml{T} \iff t = a \vee \neg a$ and \emph{\aclp{SM} } $s \in \fml{S}\subset\fml{W}$.
  388 +we consider the \emph{atoms} $a \in \fml{A}$ and \emph{literals}, $z \in \fml{L}$, \emph{events} $e \in \fml{E} \iff e \subseteq \fml{L}$ and \emph{worlds} $w \in \fml{W}$ (consistent events), \emph{\aclp{TC} } $t \in \fml{T} \iff t = a \vee \neg a$ and \emph{\aclp{SM} } $s \in \fml{S}\subset\fml{W}$.
389 389  
390 390 Our path starts with a perspective of \aclp{SM} as playing a role similar to \emph{prime} factors. The \aclp{SM} of a specification are the irreducible events entailed from that specification and any event must be \replace{interpreted}{considered} under its relation with the \aclp{SM}.
391 391  
... ... @@ -400,11 +400,11 @@ This focus on the \acp{SM} leads to the following definition:
400 400 \todo{expand this text to explain how the \aclp{SM} form the basis of the equivalence relation}. %This \replace{stance}{} leads to definition \ref{def:rel.events}:
401 401  
402 402 \begin{definition}\label{def:stable.core}
403   - The \emph{\ac{SC}} of the event $e\in \fml{E}$ is
  403 + The \emph{\ac{SC}} of the event $e\in \fml{E}$ is
404 404 \begin{equation}
405 405 \stablecore{e} := \set{s \in \fml{S} \given s \subseteq e \vee e \subseteq s} \label{eq:stable.core}
406 406 \end{equation}
407   -
  407 +
408 408 \end{definition}
409 409  
410 410 We now define an equivalence relation, $\sim$, so that two events are related if either both are inconsistent or both are consistent with the same \acl{SC}.
... ... @@ -420,102 +420,102 @@ Observe that the minimality of \aclp{SM} implies that, in \cref{def:stable.core
420 420 \begin{equation}
421 421 \class{e} =
422 422 \begin{cases}
423   - \inconsistent := \fml{E} \setminus \fml{W}
424   - &\text{if~} e \in \fml{E} \setminus \fml{W}, \\
  423 + \inconsistent := \fml{E} \setminus \fml{W}
  424 + & \text{if~} e \in \fml{E} \setminus \fml{W}, \\
425 425 \set{u \in \fml{W} \given \stablecore{u} = \stablecore{e}}
426   - &\text{if~} e \in \fml{W},
  426 + & \text{if~} e \in \fml{W},
427 427 \end{cases}\label{eq:event.class}
428 428 \end{equation}
429 429  
430 430 The subsets of the \aclp{SM}, together with $\inconsistent$, form a set of representatives. Consider again Example~\ref{running.example}. As previously mentioned, the \aclp{SM} are $\fml{S} = \co{a}, ab, ac$ so the quotient set of this relation is:
431 431 \begin{equation}
432 432 \class{\fml{E}} = \set{
433   - \inconsistent,
434   - \indepclass,
435   - \class{\co{a}},
436   - \class{ab},
437   - \class{ac},
438   - \class{\co{a}, ab},
439   - \class{\co{a}, ac},
440   - \class{ab, ac},
441   - \class{\co{a}, ab, ac}
  433 + \inconsistent,
  434 + \indepclass,
  435 + \class{\co{a}},
  436 + \class{ab},
  437 + \class{ac},
  438 + \class{\co{a}, ab},
  439 + \class{\co{a}, ac},
  440 + \class{ab, ac},
  441 + \class{\co{a}, ab, ac}
442 442 }
443 443 \end{equation}
444 444 where $\indepclass$ denotes both the class of \emph{independent} events $e$ such that $\stablecore{e} = \emptyset$ and its core (which is the emptyset). We have:
445 445 \begin{equation*}
446 446 \begin{array}{l|lr}
447 447 \text{\textbf{Core}}, \stablecore{e}
448   - & \text{\textbf{Class}}, \class{e}
449   - & \text{\textbf{Size}}, \# \class{e}\\
450   - \hline
  448 + & \text{\textbf{Class}}, \class{e}
  449 + & \text{\textbf{Size}}, \# \class{e} \\
  450 + \hline
451 451 %
452 452 \inconsistent
453   - & a\co{a}, \ldots
454   - & 37
  453 + & a\co{a}, \ldots
  454 + & 37
455 455 \\
456 456 %
457   - \indepclass
458   - & \co{b}, \co{c}, bc, \co{b}a, \co{b}c, \co{b}\co{c}, \co{c}a, \co{c}b, \co{b}\co{c}a
459   - & 9
  457 + \indepclass
  458 + & \co{b}, \co{c}, bc, \co{b}a, \co{b}c, \co{b}\co{c}, \co{c}a, \co{c}b, \co{b}\co{c}a
  459 + & 9
460 460 \\
461 461 %
462   - \co{a}
463   - & \co{a}, \co{a}b, \co{a}c, \co{a}\co{b}, \co{a}\co{c}, \co{a}bc, \co{a}b\co{c}, \co{a}\co{b}c, \co{a}\co{b}\co{c}
464   - & 9
  462 + \co{a}
  463 + & \co{a}, \co{a}b, \co{a}c, \co{a}\co{b}, \co{a}\co{c}, \co{a}bc, \co{a}b\co{c}, \co{a}\co{b}c, \co{a}\co{b}\co{c}
  464 + & 9
465 465 \\
466 466 %
467 467 ab
468   - & b, ab, ab\co{c}
469   - & 3
  468 + & b, ab, ab\co{c}
  469 + & 3
470 470 \\
471 471 %
472 472 ac
473   - & c, ac, a\co{b}c
474   - & 3
  473 + & c, ac, a\co{b}c
  474 + & 3
475 475 \\
476 476 %
477 477 \co{a}, ab
478   - & \emptyset
479   - & 0
  478 + & \emptyset
  479 + & 0
480 480 \\
481 481 %
482 482 \co{a}, ac
483   - & \emptyset
484   - & 0
  483 + & \emptyset
  484 + & 0
485 485 %
486 486 \\
487 487 %
488 488 ab, ac
489   - & a, abc
490   - & 2
  489 + & a, abc
  490 + & 2
491 491 \\
492 492 %
493 493 \co{a}, ab, ac
494   - & \emptyevent
495   - & 1
  494 + & \emptyevent
  495 + & 1
496 496 \\
497 497 %
498 498 \hline
499 499 \Omega
500   - & \text{all events}
501   - & 64
  500 + & \text{all events}
  501 + & 64
502 502 \end{array}
503 503 \end{equation*}
504 504  
505 505 \begin{itemize}
506 506 \item Since all events within an equivalence class are in relation with a specific set of \aclp{SM}, \emph{weights, including probability, should be constant within classes}:
507   - \[
508   - \forall u\in \class{e} \left(\mu\at{u} = \mu\at{e} \right).
509   - \]
  507 + \[
  508 + \forall u\in \class{e} \left(\mu\at{u} = \mu\at{e} \right).
  509 + \]
510 510 \item So, instead of dealing with $64 = 2^6$ events, we consider the $9 = 2^3 + 1$ classes, well defined in terms of combinations of the \aclp{SM}. In general, we have \emph{much more} \aclp{SM} than literals. Nevertheless, the equivalence classes allow us to propagate probabilities from \aclp{TC} to events, as explained in the next subsection.
511   - % \item The extended probability \emph{events} are the \emph{classes}.
  511 + % \item The extended probability \emph{events} are the \emph{classes}.
512 512 \end{itemize}
513 513  
514 514  
515 515  
516 516 \subsection{From Total Choices to Events}\label{subsec:from.tchoices.to.events}
517 517  
518   -\todo{Check adaptation} Our path to set a probability measure on $\fml{E}$ has two phases:
  518 +\todo{Check adaptation} Our path to set a probability measure on $\fml{E}$ has two phases:
519 519 \begin{enumerate}
520 520 \item Extending the probabilities, \emph{as weights}, from the \aclp{TC} to events.
521 521 \item Normalization of the weights.
... ... @@ -525,68 +525,68 @@ The ``extension'' phase, traced by equations (\ref{eq:prob.total.choice}) and (\
525 525  
526 526 \begin{description}
527 527 %
528   - \item[Total Choices.] Using \eqref{eq:prob.total.choice}, this case is given by
529   - \begin{equation}
530   - \pw{t} := \pr{T = t}= \prod_{a\in t} p \prod_{a \not\in t} \co{p}
531   - \label{eq:weight.tchoice}
532   - \end{equation}
533   - %
534   - \item[Stable Models.] Each \acl{TC} $t$, together with the rules and the other facts of a specification, defines a set of \aclp{SM} associated with that choice, that \remark{we denote by $\tcgen{t}$}{put this in the introduction, where core concepts are presented}.
535   -
536   - Given a \acl{SM} $s \in \fml{S}$, a \acl{TC} $t$, and variables/values $\theta_{s,t} \in \intcc{0, 1}$,
537   - \begin{equation}
538   - \pw{s, t} := \begin{cases}
539   - \theta_{s,t} & \text{if~} s \in \tcgen{t}\cr
540   - 0&\text{otherwise}
541   - \end{cases}
542   - \label{eq:weight.stablemodel}
543   - \end{equation}
544   - such that $\sum_{s\in \tcgen{t}} \theta_{s,t} = 1$.
545   - %
546   - \item[Classes.] \label{item:class.cases} Each class is either the inconsistent class, $\inconsistent$, or is represented by some set of \aclp{SM}.
547   - \begin{description}
548   - \item[Inconsistent Class.] The inconsistent class contains events that are logically inconsistent, thus should never be observed:
  528 + \item[Total Choices.] Using \eqref{eq:prob.total.choice}, this case is given by
549 529 \begin{equation}
550   - \pw{\inconsistent, t} := 0.
551   - \label{eq:weight.class.inconsistent}
  530 + \pw{t} := \pr{T = t}= \prod_{a\in t} p \prod_{a \not\in t} \co{p}
  531 + \label{eq:weight.tchoice}
552 532 \end{equation}
553   - \item[Independent Class.] A world that neither contains nor is contained in a \acl{SM} describes a case that, according to the specification, shouldn't exist. So the respective weight is set to zero:
  533 + %
  534 + \item[Stable Models.] Each \acl{TC} $t$, together with the rules and the other facts of a specification, defines a set of \aclp{SM} associated with that choice, that \remark{we denote by $\tcgen{t}$}{put this in the introduction, where core concepts are presented}.
  535 +
  536 + Given a \acl{SM} $s \in \fml{S}$, a \acl{TC} $t$, and variables/values $\theta_{s,t} \in \intcc{0, 1}$,
554 537 \begin{equation}
555   - \pw{\indepclass, t} := 0.
556   - \label{eq:weight.class.independent}
  538 + \pw{s, t} := \begin{cases}
  539 + \theta_{s,t} & \text{if~} s \in \tcgen{t}\cr
  540 + 0 & \text{otherwise}
  541 + \end{cases}
  542 + \label{eq:weight.stablemodel}
557 543 \end{equation}
558   - \item[Other Classes.] The extension must be constant within a class, its value should result from the elements in the \acl{SC}, and respect the assumption \ref{assumption:smodels.independence} (\aclp{SM} independence):
  544 + such that $\sum_{s\in \tcgen{t}} \theta_{s,t} = 1$.
  545 + %
  546 + \item[Classes.] \label{item:class.cases} Each class is either the inconsistent class, $\inconsistent$, or is represented by some set of \aclp{SM}.
  547 + \begin{description}
  548 + \item[Inconsistent Class.] The inconsistent class contains events that are logically inconsistent, thus should never be observed:
  549 + \begin{equation}
  550 + \pw{\inconsistent, t} := 0.
  551 + \label{eq:weight.class.inconsistent}
  552 + \end{equation}
  553 + \item[Independent Class.] A world that neither contains nor is contained in a \acl{SM} describes a case that, according to the specification, shouldn't exist. So the respective weight is set to zero:
  554 + \begin{equation}
  555 + \pw{\indepclass, t} := 0.
  556 + \label{eq:weight.class.independent}
  557 + \end{equation}
  558 + \item[Other Classes.] The extension must be constant within a class, its value should result from the elements in the \acl{SC}, and respect the assumption \ref{assumption:smodels.independence} (\aclp{SM} independence):
  559 + \begin{equation}
  560 + \pw{\class{e}, t} := \sum_{k=1}^{n}\pw{s_k, t},~\text{if}~\stablecore{e} = \set{s_1, \ldots, s_n}.
  561 + \label{eq:weight.class.other}
  562 + \end{equation}
  563 + and
  564 + \begin{equation}
  565 + \pw{\class{e}} := \sum_{t \in \fml{T}} \pw{\class{e}, t}\pw{t}.
  566 + \label{eq:weight.class.unconditional}
  567 + \end{equation}
  568 +
  569 + \end{description}
  570 + %
  571 + \item[Events.] \label{item:event.cases} Each (general) event $e$ is in the class defined by its \acl{SC}, $\stablecore{e}$. So, we set:
559 572 \begin{equation}
560   - \pw{\class{e}, t} := \sum_{k=1}^{n}\pw{s_k, t},~\text{if}~\stablecore{e} = \set{s_1, \ldots, s_n}.
561   - \label{eq:weight.class.other}
  573 + \pw{e, t} := \frac{\pw{\class{e}, t}}{\# \class{e}} .
  574 + \label{eq:weight.events}
562 575 \end{equation}
563   - and
  576 + and
564 577 \begin{equation}
565   - \pw{\class{e}} := \sum_{t \in \fml{T}} \pw{\class{e}, t}\pw{t}.
566   - \label{eq:weight.class.unconditional}
  578 + \pw{e} := \sum_{t\in\fml{T}} \pw{e, t} \pw{t}.
  579 + \label{eq:weight.events.unconditional}
567 580 \end{equation}
568   -
569   - \end{description}
570   - %
571   - \item[Events.] \label{item:event.cases} Each (general) event $e$ is in the class defined by its \acl{SC}, $\stablecore{e}$. So, we set:
572   - \begin{equation}
573   - \pw{e, t} := \frac{\pw{\class{e}, t}}{\# \class{e}} .
574   - \label{eq:weight.events}
575   - \end{equation}
576   - and
577   - \begin{equation}
578   - \pw{e} := \sum_{t\in\fml{T}} \pw{e, t} \pw{t}.
579   - \label{eq:weight.events.unconditional}
580   - \end{equation}
581   - % \remark{instead of that equation}{if we set $\pw{s,t} := \theta_{s,t}$ in equation \eqref{eq:weight.stablemodel} here we do:
582   - % $$
583   - % \pw{e} := \sum_{t\in\fml{T}} \pw{e, t}\pw{t}.
584   - % $$
585   - % By the way, this is the \emph{marginalization + bayes theorem} in statistics:
586   - % $$
587   - % P(A) = \sum_b P(A | B=b)P(B=b)
588   - % $$
589   - % }
  581 + % \remark{instead of that equation}{if we set $\pw{s,t} := \theta_{s,t}$ in equation \eqref{eq:weight.stablemodel} here we do:
  582 + % $$
  583 + % \pw{e} := \sum_{t\in\fml{T}} \pw{e, t}\pw{t}.
  584 + % $$
  585 + % By the way, this is the \emph{marginalization + bayes theorem} in statistics:
  586 + % $$
  587 + % P(A) = \sum_b P(A | B=b)P(B=b)
  588 + % $$
  589 + % }
590 590 \end{description}
591 591  
592 592 % PARAMETERS FOR UNCERTAINTY
... ... @@ -600,180 +600,180 @@ The ``extension'' phase, traced by equations (\ref{eq:prob.total.choice}) and (\
600 600 The $\theta_{s,t}$ parameters in equation \eqref{eq:weight.stablemodel} express the \emph{specification's} lack of knowledge about the weight assignment, when a single \acl{TC} entails more than one \acl{SM}. In that case, how to distribute the respective weights? Our proposal to address this problem consists in assigning an unknown weight, $\theta_{s,t}$, conditional on the \acl{TC}, $t$, to each \acl{SM} $s$. This approach allows the expression of an unknown quantity and future estimation, given observed data.
601 601  
602 602 % SUPERSET
603   -Equation \eqref{eq:weight.class.other} results from conditional independence of \aclp{SM}.
  603 +Equation \eqref{eq:weight.class.other} results from conditional independence of \aclp{SM}.
604 604  
605 605  
606 606 \section{Developed Examples}
607 607  
608 608 \subsection{The SBF Example}
609 609  
610   -We continue with the specification from Equation \eqref{eq:example.1}.
  610 +We continue with the specification from Equation \eqref{eq:example.1}.
611 611  
612 612 \begin{description}
613 613 %
614 614 \item[\Aclp{TC}.] The \aclp{TC}, and respective \aclp{SM}, are
615   - \begin{center}
616   - \begin{tabular}{ll|r}
617   - \textbf{\Acl{TC}} & \textbf{\Aclp{SM}} & \textbf{$\pw{t}$}\\
618   - \hline
619   - $a$ & $ab, ac$ & $0.3$\\
620   - $\co{a} = \neg a$ & $\co{a}$ & $\co{0.3} = 0.7$
621   - \end{tabular}
622   - \end{center}
623   - %
  615 + \begin{center}
  616 + \begin{tabular}{ll|r}
  617 + \textbf{\Acl{TC}} & \textbf{\Aclp{SM}} & \textbf{$\pw{t}$} \\
  618 + \hline
  619 + $a$ & $ab, ac$ & $0.3$ \\
  620 + $\co{a} = \neg a$ & $\co{a}$ & $\co{0.3} = 0.7$
  621 + \end{tabular}
  622 + \end{center}
  623 + %
624 624 \item[\Aclp{SM}.] The $\theta_{s,t}$ parameters in this example are
625   - $$
626   - \theta_{ab,\co{a}} = \theta_{ac,\co{a}} = \theta_{\co{a}, a} = 0
627   - %
628   - \text{~and~}
629   - %
630   - \theta_{\co{a}, \co{a}} = 1, \theta_{ab, a} = \theta, \theta_{ac, a} = \co{\theta}
631   - $$
632   - with $\theta \in \intcc{0, 1}$.
633   - \item[Classes.] Following the definitions in \cref{eq:stable.core,eq:equiv.rel,eq:event.class} and in \cref{eq:weight.class.inconsistent,eq:weight.class.independent,eq:weight.class.other} we get the following quotient set (ignoring $\inconsistent$ and $\indepclass$), and weights:
634   - \begin{equation*}
635   - \begin{array}{l|ll|r}
636   - \stablecore{e}
637   - & \pw{s_k, t= \co{a}}
638   - & \pw{s_k, t= a}
639   - & \pw{\class{e}}=\sum_{t}\pw{\class{e},t}\pw{t}
640   - \\
641   - \hline
642   - \co{a}
643   - & 1
644   - &
645   - & 0.7
646   - \\
647   - %
648   - ab
649   - &
650   - & \theta
651   - & 0.3\theta
652   - \\
653   - %
654   - ac
655   - &
656   - & \co{\theta}
657   - & 0.3\co{\theta}
658   - \\
659   - %
660   - \co{a}, ab
661   - & 1, 0
662   - & 0, \theta
663   - & 0.7 + 0.3\theta
664   - \\
665   - %
666   - \co{a}, ac
667   - & 1, 0
668   - & 0, \co{\theta}
669   - & 0.7 + 0.3\co{\theta}
670   - \\
  625 + $$
  626 + \theta_{ab,\co{a}} = \theta_{ac,\co{a}} = \theta_{\co{a}, a} = 0
671 627 %
672   - ab, ac
673   - &
674   - & \theta, \co{\theta}
675   - & 0.3
676   - \\
  628 + \text{~and~}
677 629 %
678   - \co{a}, ab, ac
679   - & 1, 0, 0
680   - & 0, \theta, \co{\theta}
681   - & 1
682   - \end{array}
683   - \end{equation*}
  630 + \theta_{\co{a}, \co{a}} = 1, \theta_{ab, a} = \theta, \theta_{ac, a} = \co{\theta}
  631 + $$
  632 + with $\theta \in \intcc{0, 1}$.
  633 + \item[Classes.] Following the definitions in \cref{eq:stable.core,eq:equiv.rel,eq:event.class} and in \cref{eq:weight.class.inconsistent,eq:weight.class.independent,eq:weight.class.other} we get the following quotient set (ignoring $\inconsistent$ and $\indepclass$), and weights:
  634 + \begin{equation*}
  635 + \begin{array}{l|ll|r}
  636 + \stablecore{e}
  637 + & \pw{s_k, t= \co{a}}
  638 + & \pw{s_k, t= a}
  639 + & \pw{\class{e}}=\sum_{t}\pw{\class{e},t}\pw{t}
  640 + \\
  641 + \hline
  642 + \co{a}
  643 + & 1
  644 + &
  645 + & 0.7
  646 + \\
  647 + %
  648 + ab
  649 + &
  650 + & \theta
  651 + & 0.3\theta
  652 + \\
  653 + %
  654 + ac
  655 + &
  656 + & \co{\theta}
  657 + & 0.3\co{\theta}
  658 + \\
  659 + %
  660 + \co{a}, ab
  661 + & 1, 0
  662 + & 0, \theta
  663 + & 0.7 + 0.3\theta
  664 + \\
  665 + %
  666 + \co{a}, ac
  667 + & 1, 0
  668 + & 0, \co{\theta}
  669 + & 0.7 + 0.3\co{\theta}
  670 + \\
  671 + %
  672 + ab, ac
  673 + &
  674 + & \theta, \co{\theta}
  675 + & 0.3
  676 + \\
  677 + %
  678 + \co{a}, ab, ac
  679 + & 1, 0, 0
  680 + & 0, \theta, \co{\theta}
  681 + & 1
  682 + \end{array}
  683 + \end{equation*}
684 684 \item[Normalization.] To get a weight that sums up to one, we compute the \emph{normalization factor}. Since $\pw{\cdot}$ is constant on classes,\todo{prove that we get a probability.}
685   - \begin{equation*}
686   - Z := \sum_{e\in\fml{E}} \pw{e}
687   - = \sum_{\class{e} \in\class{\fml{E}}} \frac{\pw{\class{e}}}{\#\class{e}},
688   - \end{equation*}
689   - that divides the weight function into a normalized weight
690   - \begin{equation*}
691   - \pr{e} := \frac{\pw{e}}{Z}.
692   - \end{equation*}
693   - such that
694   - $$
695   - \sum_{e \in \fml{E}} \pr{e} = 1.
696   - $$
697   - For the SBF example,
698   - \begin{equation*}
699   - \begin{array}{lr|r|rr}
700   - \stablecore{e}
701   - & \# \class{e}
702   - & \pw{\class{e}}
703   - & \pw{e}
704   - & \pr{e}
705   - \\
706   - \hline
707   - %
708   - \inconsistent
709   - & 37
710   - & 0
711   - & 0
712   - & 0
713   - \\[4pt]
714   - %
715   - \indepclass
716   - & 9
717   - & 0
718   - & 0
719   - & 0
720   - \\[4pt]
721   - %
722   - \co{a}
723   - & 9
724   - & \frac{7}{10}
725   - & \frac{7}{90}
726   - & \frac{7}{792}
727   - \\[4pt]
728   - %
729   - ab
730   - & 3
731   - & \frac{3\theta}{10}
732   - & \frac{\theta}{10}
733   - & \frac{\theta}{88}
734   - \\[4pt]
735   - %
736   - ac
737   - & 3
738   - & \frac{3\co{\theta}}{10}
739   - & \frac{\co{\theta}}{10}
740   - & \frac{\co{\theta}}{88}
741   - \\[4pt]
742   - %
743   - \co{a}, ab
744   - & 0
745   - & \frac{7 + 3\theta}{10}
746   - & 0
747   - & 0
748   - \\[4pt]
749   - %
750   - \co{a}, ac
751   - & 0
752   - & \frac{7 + 3\co{\theta}}{10}
753   - & 0
754   - & 0
755   - %
756   - \\[4pt]
757   - %
758   - ab, ac
759   - & 2
760   - & \frac{3}{10}
761   - & \frac{3}{20}
762   - & \frac{3}{176}
763   - \\[4pt]
764   - %
765   - \co{a}, ab, ac
766   - & 1
767   - & 1
768   - & 1
769   - & \frac{5}{176}
770   - \\[4pt]
771   - %
772   - \hline
773   - &
774   - & Z = \frac{44}{5}
775   - \end{array}
776   - \end{equation*}
  685 + \begin{equation*}
  686 + Z := \sum_{e\in\fml{E}} \pw{e}
  687 + = \sum_{\class{e} \in\class{\fml{E}}} \frac{\pw{\class{e}}}{\#\class{e}},
  688 + \end{equation*}
  689 + that divides the weight function into a normalized weight
  690 + \begin{equation*}
  691 + \pr{e} := \frac{\pw{e}}{Z}.
  692 + \end{equation*}
  693 + such that
  694 + $$
  695 + \sum_{e \in \fml{E}} \pr{e} = 1.
  696 + $$
  697 + For the SBF example,
  698 + \begin{equation*}
  699 + \begin{array}{lr|r|rr}
  700 + \stablecore{e}
  701 + & \# \class{e}
  702 + & \pw{\class{e}}
  703 + & \pw{e}
  704 + & \pr{e}
  705 + \\
  706 + \hline
  707 + %
  708 + \inconsistent
  709 + & 37
  710 + & 0
  711 + & 0
  712 + & 0
  713 + \\[4pt]
  714 + %
  715 + \indepclass
  716 + & 9
  717 + & 0
  718 + & 0
  719 + & 0
  720 + \\[4pt]
  721 + %
  722 + \co{a}
  723 + & 9
  724 + & \frac{7}{10}
  725 + & \frac{7}{90}
  726 + & \frac{7}{792}
  727 + \\[4pt]
  728 + %
  729 + ab
  730 + & 3
  731 + & \frac{3\theta}{10}
  732 + & \frac{\theta}{10}
  733 + & \frac{\theta}{88}
  734 + \\[4pt]
  735 + %
  736 + ac
  737 + & 3
  738 + & \frac{3\co{\theta}}{10}
  739 + & \frac{\co{\theta}}{10}
  740 + & \frac{\co{\theta}}{88}
  741 + \\[4pt]
  742 + %
  743 + \co{a}, ab
  744 + & 0
  745 + & \frac{7 + 3\theta}{10}
  746 + & 0
  747 + & 0
  748 + \\[4pt]
  749 + %
  750 + \co{a}, ac
  751 + & 0
  752 + & \frac{7 + 3\co{\theta}}{10}
  753 + & 0
  754 + & 0
  755 + %
  756 + \\[4pt]
  757 + %
  758 + ab, ac
  759 + & 2
  760 + & \frac{3}{10}
  761 + & \frac{3}{20}
  762 + & \frac{3}{176}
  763 + \\[4pt]
  764 + %
  765 + \co{a}, ab, ac
  766 + & 1
  767 + & 1
  768 + & 1
  769 + & \frac{5}{176}
  770 + \\[4pt]
  771 + %
  772 + \hline
  773 + &
  774 + & Z = \frac{44}{5}
  775 + \end{array}
  776 + \end{equation*}
777 777 \end{description}
778 778  
779 779 \todo{Continue this example with a set of observations to estimate $\theta$ and try to show some more. For example, that the resulting distribution is not very good when $t = \co{a}$. Also gather a sample following the specification.}
... ... @@ -782,15 +782,16 @@ We continue with the specification from Equation \eqref{eq:example.1}.
782 782 %
783 783 \subsection{An example involving Bayesian networks}
784 784  
785   -\franc{Cometários:}
  785 +\franc{Comentários:}
786 786 \begin{itemize}
787 787 \item Há uma macro, $\backslash\text{pr}\{A\}$, para denotar a função de probabilidade, $\pr{A}$ em vez de $P(A)$. Já agora, para a condicional também há um comando, $\backslash\text{given}$: $\pr{A \given B}$.
788 788 \item E, claro, para factos+probabilidades: $\probfact{p}{a}$.
789   - \item A designação dos `pesos' não está consistente: $pj\_a$ e $a\_be$. Fiz uma macro (hehe) para sistematizar isto: \condsymb{a}{bnc}
  789 + \item A designação dos `pesos' não está consistente: $pj\_a$ e $a\_be$. Fiz uma macro (\emph{hehe}) para sistematizar isto: \condsymb{a}{bnc}.
  790 + \item Nos programas, alinhei pelos factos. Isto é, $\probfact{0.3}{a}$ e $a \leftarrow b$ alinham pelo (fim do) $a$.
790 791 \end{itemize}
791 792  
792 793  
793   -As it turns out, our framework is suitable to deal with more sophisticated cases, \replace{for example}{in particular} cases involving Bayesian networks. In order to illustrate this, in this section we see how the classical example of the Burglary, Earthquake, Alarm \cite{Judea88} works in our setting. This example is a commonly used example in Bayesian networks because it illustrates reasoning under uncertainty. The gist of example is given in \cref{Figure_Alarm}. It involves a simple network of events and conditional probabilities.
  794 +As it turns out, our framework is suitable to deal with more sophisticated cases, \replace{for example}{in particular} cases involving Bayesian networks. In order to illustrate this, in this section we see how the classical example of the Burglary, Earthquake, Alarm \cite{Judea88} works in our setting. This example is a commonly used example in Bayesian networks because it illustrates reasoning under uncertainty. The gist of example is given in \cref{Figure_Alarm}. It involves a simple network of events and conditional probabilities.
794 795  
795 796 The events are: Burglary ($B$), Earthquake ($E$), Alarm ($A$), Mary calls ($M$) and John calls ($J$). The initial events $B$ and $E$ are assumed to be independent events that occur with probabilities $P(B)$ and $P(E)$, respectively. There is an alarm system that can be triggered by either of the initial events $B$ and $E$. The probability of the alarm going off is a conditional probability given that $B$ and $E$ have occurred. One denotes these probabilities, as per usual, by $P(A|B)$, and $P(A|E)$. There are two neighbours, Mary and John who have agreed to call if they hear the alarm. The probability that they do actually call is also a conditional probability denoted by $P(M|A)$ and $P(J|A)$, respectively.
796 797  
... ... @@ -799,14 +800,14 @@ The events are: Burglary ($B$), Earthquake ($E$), Alarm ($A$), Mary calls ($M$)
799 800 \begin{figure}
800 801 \begin{center}
801 802 \begin{tikzpicture}[node distance=2.5cm]
802   -
  803 +
803 804 % Nodes
804 805 \node[smodel, circle] (A) {A};
805 806 \node[tchoice, above right of=A] (B) {B};
806 807 \node[tchoice, above left of=A] (E) {E};
807 808 \node[tchoice, below left of=A] (M) {M};
808 809 \node[tchoice, below right of=A] (J) {J};
809   -
  810 +
810 811 % Edges
811 812 \draw[->] (B) to[bend left] (A) node[right,xshift=1.1cm,yshift=0.8cm] {\footnotesize{$P(B)=0.001$}} ;
812 813 \draw[->] (E) to[bend right] (A) node[left, xshift=-1.4cm,yshift=0.8cm] {\footnotesize{$P(E)=0.002$}} ;
... ... @@ -814,50 +815,50 @@ The events are: Burglary ($B$), Earthquake ($E$), Alarm ($A$), Mary calls ($M$)
814 815 \draw[->] (A) to[bend left] (J) node[right,xshift=-0.2cm,yshift=0.7cm] {\footnotesize{$P(J|A)$}} ;
815 816 \end{tikzpicture}
816 817 \end{center}
817   -
  818 +
818 819 \begin{multicols}{3}
819   -
  820 +
820 821 \footnotesize{
821   - \begin{equation*}
822   - \begin{split}
823   - &P(M|A)\\
824   - & \begin{array}{c|cc}
825   - & m & \neg m \\
826   - \hline
827   - a & 0.9 & 0.1\\
828   - \neg a& 0.05 & 0.95
829   - \end{array}
830   - \end{split}
831   - \end{equation*}
  822 + \begin{equation*}
  823 + \begin{split}
  824 + &P(M|A)\\
  825 + & \begin{array}{c|cc}
  826 + & m & \neg m \\
  827 + \hline
  828 + a & 0.9 & 0.1 \\
  829 + \neg a & 0.05 & 0.95
  830 + \end{array}
  831 + \end{split}
  832 + \end{equation*}
832 833 }
833   -
  834 +
834 835 \footnotesize{
835   - \begin{equation*}
836   - \begin{split}
837   - &P(J|A)\\
838   - & \begin{array}{c|cc}
839   - & j & \neg j \\
840   - \hline
841   - a & 0.7 & 0.3\\
842   - \neg a& 0.01 & 0.99
843   - \end{array}
844   - \end{split}
845   - \end{equation*}
  836 + \begin{equation*}
  837 + \begin{split}
  838 + &P(J|A)\\
  839 + & \begin{array}{c|cc}
  840 + & j & \neg j \\
  841 + \hline
  842 + a & 0.7 & 0.3 \\
  843 + \neg a & 0.01 & 0.99
  844 + \end{array}
  845 + \end{split}
  846 + \end{equation*}
846 847 }
847 848 \footnotesize{
848   - \begin{equation*}
849   - \begin{split}
850   - P(A|B \wedge E)\\
851   - \begin{array}{c|c|cc}
852   - & & a & \neg a \\
853   - \hline
854   - b & e & 0.95 & 0.05\\
855   - b & \neg e & 0.94 & 0.06\\
856   - \neg b & e & 0.29 & 0.71\\
857   - \neg b & \neg e & 0.001 & 0.999
858   - \end{array}
859   - \end{split}
860   - \end{equation*}
  849 + \begin{equation*}
  850 + \begin{split}
  851 + P(A|B \wedge E)\\
  852 + \begin{array}{c|c|cc}
  853 + & & a & \neg a \\
  854 + \hline
  855 + b & e & 0.95 & 0.05 \\
  856 + b & \neg e & 0.94 & 0.06 \\
  857 + \neg b & e & 0.29 & 0.71 \\
  858 + \neg b & \neg e & 0.001 & 0.999
  859 + \end{array}
  860 + \end{split}
  861 + \end{equation*}
861 862 }
862 863 \end{multicols}
863 864 \caption{The Earthquake, Burglary, Alarm model}
... ... @@ -869,9 +870,9 @@ Considering the probabilities given in \cref{Figure_Alarm} we obtain the followi
869 870  
870 871 \begin{equation*}
871 872 \begin{aligned}
872   - \probfact{0.001}{b}&,\cr
873   - \probfact{0.002}{e}&,\cr
874   - \end{aligned}
  873 + \probfact{0.001}{b} & ,\cr
  874 + \probfact{0.002}{e} & ,\cr
  875 + \end{aligned}
875 876 \label{eq:not_so_simple_example}
876 877 \end{equation*}
877 878  
... ... @@ -880,11 +881,11 @@ For the table giving the probability $P(M|A)$ we obtain the specification:
880 881  
881 882 \begin{equation*}
882 883 \begin{aligned}
883   - \probfact{0.9}{pm\_a}&,\cr
884   - \probfact{0.05}{pm\_na}&,\cr
885   - m & \leftarrow a, pm\_a,\cr
886   - \neg m & \leftarrow a, \neg pm\_a.
887   - \end{aligned}
  884 + \probfact{0.9}{pm\_a} & ,\cr
  885 + \probfact{0.05}{pm\_na} & ,\cr
  886 + m & \leftarrow a, pm\_a,\cr
  887 + \neg m & \leftarrow a, \neg pm\_a.
  888 + \end{aligned}
888 889 \end{equation*}
889 890  
890 891 This latter specification can be simplified by writing $\probfact{0.9}{m \leftarrow a}$ and $\probfact{0.05}{m \leftarrow \neg a}$.
... ... @@ -893,11 +894,11 @@ Similarly, for the probability $P(J|A)$ we obtain
893 894  
894 895 \begin{equation*}
895 896 \begin{aligned}
896   - &\probfact{0.7}{pj\_a},\cr
897   - &\probfact{0.01}{pj\_na},\cr
898   - j & \leftarrow a, pj\_a,\cr
899   - \neg j & \leftarrow a, \neg pj\_a.\cr
900   - \end{aligned}
  897 + \probfact{0.7}{pj\_a} & ,\cr
  898 + \probfact{0.01}{pj\_na} & ,\cr
  899 + j & \leftarrow a, pj\_a,\cr
  900 + \neg j & \leftarrow a, \neg pj\_a.\cr
  901 + \end{aligned}
901 902 \end{equation*}
902 903  
903 904 Again, this can be simplified by writing $\probfact{0.7}{j \leftarrow a}$ and $\probfact{0.01}{j \leftarrow \neg a}$.
... ... @@ -906,22 +907,22 @@ Finally, for the probability $P(A|B \wedge E)$ we obtain
906 907  
907 908 \begin{equation*}
908 909 \begin{aligned}
909   - &\probfact{0.95}{a\_be},\cr
910   - &\probfact{0.94}{a\_bne},\cr
911   - &\probfact{0.29}{a\_nbe},\cr
912   - &\probfact{0.001}{a\_nbne},\cr
913   - a & \leftarrow b, e, a\_be,\cr
914   - \neg a & \leftarrow b,e, \neg a\_be, \cr
915   - a & \leftarrow b,e, a\_bne,\cr
916   - \neg a & \leftarrow b,e, \neg a\_bne, \cr
917   - a & \leftarrow b,e, a\_nbe,\cr
918   - \neg a & \leftarrow b,e, \neg a\_nbe, \cr
919   - a & \leftarrow b,e, a\_nbne,\cr
920   - \neg a & \leftarrow b,e, \neg a\_nbne. \cr
921   - \end{aligned}
  910 + \probfact{0.95}{a\_be} & ,\cr
  911 + \probfact{0.94}{a\_bne} & ,\cr
  912 + \probfact{0.29}{a\_nbe} & ,\cr
  913 + \probfact{0.001}{a\_nbne} & ,\cr
  914 + a & \leftarrow b, e, a\_be,\cr
  915 + \neg a & \leftarrow b,e, \neg a\_be, \cr
  916 + a & \leftarrow b,e, a\_bne,\cr
  917 + \neg a & \leftarrow b,e, \neg a\_bne, \cr
  918 + a & \leftarrow b,e, a\_nbe,\cr
  919 + \neg a & \leftarrow b,e, \neg a\_nbe, \cr
  920 + a & \leftarrow b,e, a\_nbne,\cr
  921 + \neg a & \leftarrow b,e, \neg a\_nbne. \cr
  922 + \end{aligned}
922 923 \end{equation*}
923 924  
924   -One can then proceed as in the previous subsection and analyse this example. The details of such analysis are not given here since they are analogous, albeit admittedly more cumbersome.
  925 +One can then proceed as in the previous subsection and analyse this example. The details of such analysis are not given here since they are analogous, albeit admittedly more cumbersome.
925 926  
926 927  
927 928 \section{Discussion}
... ... @@ -934,119 +935,119 @@ One can then proceed as in the previous subsection and analyse this example. The
934 935 %
935 936 % My first guess was
936 937 % \begin{equation*}
937   - % \pr{W = w \given C = c} = \sum_{s \supset w}\pr{S = s \given C = c}.
938   - % \end{equation*}
939   - %
940   - % $\pr{W = w \given C = c}$ already separates $\pr{W}$ into \textbf{disjoint} events!
941   - %
942   - % Also, I am assuming that \aclp{SM} are independent.
943   - %
944   - % This would entail $p(w) = p(s_1) + p(s_2) - p(s_1)p(s_2)$ \emph{if I'm bound to set inclusion}. But I'm not. I'm defining a relation
945   - %
946   - % Also, if I set $p(w) = p(s_1) + p(s_2)$ and respect the laws of probability, this entails $p(s_1)p(s_2) = 0$.
947   - %
948   - % So, maybe what I want is (1) to define the cover $\hat{w} = \cup_{s \supset w} s$
949   - %
950   - % \begin{equation*}
951   - % \pr{W = w \given C = c} = \sum_{s \supset w}\pr{S = s \given C = c} - \pr{W = \hat{w} \given C = c}.
952   - % \end{equation*}
953   - %
954   - % But this doesn't works, because we'd get $\pr{W = a \given C = a} < 1$.
955   - % %
956   - %
957   - % %
958   - % \bigskip
959   - % \hrule
960   - %
961   - % INDEPENDENCE
962   - %
963   - %, per equation (\ref{eq:weight.class.independent}).
964   - %
965   - % ================================================================
966   - %
967   - \begin{itemize}
968   - \item Changed from $\prod$ to $\sum$ to represent ``either'' instead of ``both'' since the later is not consistent with the ``only one stable model at a time'' assumption.
969   - \item \todo{The `up and down' choice in the equivalence relation and the possibility of describing any probability distribution.}
970   - \item \todo{Remark that no benchmark was done with other SOTA efforts.}
971   - \item \todo{The possibility to `import' bayesian theory and tools to this study.}
972   - \end{itemize}
973   -
974   -
975   - \subsection{Dependence}
976   - \label{subsec:dependence}
977   -
978   - Our basic assertion about dependence relations between atoms of the underlying system is that they can be \emph{explicitly expressed in the specification}. And, in that case, they should be.
979   -
980   - For example, a dependence relation between $b$ and $c$ can be expressed by $b \leftarrow c \wedge d$, where $d$ is an atomic choice that explicitly expresses the dependence between $b$ and $c$. One would get, for example, a specification such as
981   - $$
982   - \probfact{0.3}{a}, b \vee c \leftarrow a, \probfact{0.2}{d}, b \leftarrow c \wedge d.
983   - $$
984   - with \aclp{SM}
985   - $
986   - \co{ad}, \co{a}d, a\co{d}b, a\co{d}c, adb
987   - $.
988   -
989   -
990   - The interesting case is the subtree of the \acl{TC} $ad$. Notice that no \acl{SM} $s$ contains $adc$ because $(i)$ $adb$ is a \acl{SM} and $(ii)$ if $adc \subset s$ then $b \in s$ so $adb \subset s$.
991   -
992   - Following equations \eqref{eq:world.fold.stablemodel} and \eqref{eq:world.fold.independent} {\bruno What are these equations?} this entails
993   - \begin{equation*}
994   - \begin{cases}
995   - \pr{W = adc \given C = ad} = 0,\cr
996   - \pr{W = adb \given C = ad} = 1
997   - \end{cases}
998   - \end{equation*}
999   - which concentrates all probability mass from the \acl{TC} $ad$ in the $adb$ branch, including the node $W = adbc$. This leads to the following cases:
1000   - $$
1001   - \begin{array}{l|c}
1002   - x & \pr{W = x \given C = ad}\\
1003   - \hline
1004   - ad & 1 \\
1005   - adb & 1\\
1006   - adc & 0\\
1007   - adbc & 1
1008   - \end{array}
1009   - $$
1010   - so, for $C = ad$,
1011   - $$
1012   - \begin{aligned}
1013   - \pr{W = b} &= \frac{2}{4} \cr
1014   - \pr{W = c} &= \frac{1}{4} \cr
1015   - \pr{W = bc} &= \frac{1}{4} \cr
1016   - &\not= \pr{W = b}\pr{W = c}
1017   - \end{aligned}
1018   - $$
1019   - \emph{i.e.} the events $W = b$ and $W = c$ are dependent and that dependence results directly from the segment $\probfact{0.2}{d}, b \leftarrow c \wedge d$ in the specification.
1020   -
1021   - {\bruno Why does this not contradict Assumption 1?}
1022   -
1023   - %
1024   -
1025   - %
1026   - \hrule
1027   - \begin{quotation}\note{Todo}
1028   -
1029   - Prove the four world cases (done), support the product (done) and sum (tbd) options, with the independence assumptions.
1030   - \end{quotation}
1031   -
1032   - \subsection{Future Work}
1033   -
1034   - \todo{develop this section.}
1035   -
1036   - \begin{itemize}
1037   - \item The measure of the inconsistent events doesn't need to be set to $0$ and, maybe, in some cases, it shouldn't.
1038   - \item The physical system might have \emph{latent} variables, possibly also represented in the specification. These variables are never observed, so observations should be concentrated \emph{somewhere else}.
1039   - \item Comment on the possibility of extending equation \eqref{eq:weight.events.unconditional} with parameters expressing further uncertainties, enabling a tuning of the model's \aclp{TC}, given observations.
1040   - \begin{equation*}
1041   - \pw{e} := \sum_{c\in\fml{T}} \pw{e, c}\theta_c.
1042   - \end{equation*}
1043   - \end{itemize}
1044   -
1045   -
1046   - \section*{Acknowledgements}
1047   -
1048   - This work is supported by NOVA\textbf{LINCS} (UIDB/04516/2020) with the financial support of FCT.IP.
1049   -
1050   - \printbibliography
1051   -
1052   - \end{document}
1053 938 \ No newline at end of file
  939 +% \pr{W = w \given C = c} = \sum_{s \supset w}\pr{S = s \given C = c}.
  940 +% \end{equation*}
  941 +%
  942 +% $\pr{W = w \given C = c}$ already separates $\pr{W}$ into \textbf{disjoint} events!
  943 +%
  944 +% Also, I am assuming that \aclp{SM} are independent.
  945 +%
  946 +% This would entail $p(w) = p(s_1) + p(s_2) - p(s_1)p(s_2)$ \emph{if I'm bound to set inclusion}. But I'm not. I'm defining a relation
  947 +%
  948 +% Also, if I set $p(w) = p(s_1) + p(s_2)$ and respect the laws of probability, this entails $p(s_1)p(s_2) = 0$.
  949 +%
  950 +% So, maybe what I want is (1) to define the cover $\hat{w} = \cup_{s \supset w} s$
  951 +%
  952 +% \begin{equation*}
  953 +% \pr{W = w \given C = c} = \sum_{s \supset w}\pr{S = s \given C = c} - \pr{W = \hat{w} \given C = c}.
  954 +% \end{equation*}
  955 +%
  956 +% But this doesn't works, because we'd get $\pr{W = a \given C = a} < 1$.
  957 +% %
  958 +%
  959 +% %
  960 +% \bigskip
  961 +% \hrule
  962 +%
  963 +% INDEPENDENCE
  964 +%
  965 +%, per equation (\ref{eq:weight.class.independent}).
  966 +%
  967 +% ================================================================
  968 +%
  969 +\begin{itemize}
  970 + \item Changed from $\prod$ to $\sum$ to represent ``either'' instead of ``both'' since the later is not consistent with the ``only one stable model at a time'' assumption.
  971 + \item \todo{The `up and down' choice in the equivalence relation and the possibility of describing any probability distribution.}
  972 + \item \todo{Remark that no benchmark was done with other SOTA efforts.}
  973 + \item \todo{The possibility to `import' bayesian theory and tools to this study.}
  974 +\end{itemize}
  975 +
  976 +
  977 +\subsection{Dependence}
  978 +\label{subsec:dependence}
  979 +
  980 +Our basic assertion about dependence relations between atoms of the underlying system is that they can be \emph{explicitly expressed in the specification}. And, in that case, they should be.
  981 +
  982 +For example, a dependence relation between $b$ and $c$ can be expressed by $b \leftarrow c \wedge d$, where $d$ is an atomic choice that explicitly expresses the dependence between $b$ and $c$. One would get, for example, a specification such as
  983 +$$
  984 + \probfact{0.3}{a}, b \vee c \leftarrow a, \probfact{0.2}{d}, b \leftarrow c \wedge d.
  985 +$$
  986 +with \aclp{SM}
  987 +$
  988 + \co{ad}, \co{a}d, a\co{d}b, a\co{d}c, adb
  989 +$.
  990 +
  991 +
  992 +The interesting case is the subtree of the \acl{TC} $ad$. Notice that no \acl{SM} $s$ contains $adc$ because $(i)$ $adb$ is a \acl{SM} and $(ii)$ if $adc \subset s$ then $b \in s$ so $adb \subset s$.
  993 +
  994 +Following equations \eqref{eq:world.fold.stablemodel} and \eqref{eq:world.fold.independent} {\bruno What are these equations?} this entails
  995 +\begin{equation*}
  996 + \begin{cases}
  997 + \pr{W = adc \given C = ad} = 0,\cr
  998 + \pr{W = adb \given C = ad} = 1
  999 + \end{cases}
  1000 +\end{equation*}
  1001 +which concentrates all probability mass from the \acl{TC} $ad$ in the $adb$ branch, including the node $W = adbc$. This leads to the following cases:
  1002 +$$
  1003 + \begin{array}{l|c}
  1004 + x & \pr{W = x \given C = ad} \\
  1005 + \hline
  1006 + ad & 1 \\
  1007 + adb & 1 \\
  1008 + adc & 0 \\
  1009 + adbc & 1
  1010 + \end{array}
  1011 +$$
  1012 +so, for $C = ad$,
  1013 +$$
  1014 + \begin{aligned}
  1015 + \pr{W = b} & = \frac{2}{4} \cr
  1016 + \pr{W = c} & = \frac{1}{4} \cr
  1017 + \pr{W = bc} & = \frac{1}{4} \cr
  1018 + & \not= \pr{W = b}\pr{W = c}
  1019 + \end{aligned}
  1020 +$$
  1021 +\emph{i.e.} the events $W = b$ and $W = c$ are dependent and that dependence results directly from the segment $\probfact{0.2}{d}, b \leftarrow c \wedge d$ in the specification.
  1022 +
  1023 + {\bruno Why does this not contradict Assumption 1?}
  1024 +
  1025 +%
  1026 +
  1027 +%
  1028 +\hrule
  1029 +\begin{quotation}\note{Todo}
  1030 +
  1031 + Prove the four world cases (done), support the product (done) and sum (tbd) options, with the independence assumptions.
  1032 +\end{quotation}
  1033 +
  1034 +\subsection{Future Work}
  1035 +
  1036 +\todo{develop this section.}
  1037 +
  1038 +\begin{itemize}
  1039 + \item The measure of the inconsistent events doesn't need to be set to $0$ and, maybe, in some cases, it shouldn't.
  1040 + \item The physical system might have \emph{latent} variables, possibly also represented in the specification. These variables are never observed, so observations should be concentrated \emph{somewhere else}.
  1041 + \item Comment on the possibility of extending equation \eqref{eq:weight.events.unconditional} with parameters expressing further uncertainties, enabling a tuning of the model's \aclp{TC}, given observations.
  1042 + \begin{equation*}
  1043 + \pw{e} := \sum_{c\in\fml{T}} \pw{e, c}\theta_c.
  1044 + \end{equation*}
  1045 +\end{itemize}
  1046 +
  1047 +
  1048 +\section*{Acknowledgements}
  1049 +
  1050 +This work is supported by NOVA\textbf{LINCS} (UIDB/04516/2020) with the financial support of FCT.IP.
  1051 +
  1052 +\printbibliography
  1053 +
  1054 +\end{document}
1054 1055 \ No newline at end of file
... ...