Commit d6ce783e009ff6f107d86db33f066101bb46c417

Authored by Francisco Coelho
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comentários e macros em nno exemplo bayesiano

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text/paper_01/pre-paper.tex
@@ -121,7 +121,7 @@ citecolor=blue, @@ -121,7 +121,7 @@ citecolor=blue,
121 121
122 \begin{abstract} 122 \begin{abstract}
123 \todo{rewrite} 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 \end{abstract} 125 \end{abstract}
126 126
127 \section{Introduction and Motivation} 127 \section{Introduction and Motivation}
@@ -143,10 +143,10 @@ Our goal is to extend this probability, from \acp{TC}, to cover the \emph{specif @@ -143,10 +143,10 @@ Our goal is to extend this probability, from \acp{TC}, to cover the \emph{specif
143 143
144 \begin{enumerate} 144 \begin{enumerate}
145 \item Support probabilistic reasoning/tasks on the specification domain. 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 \end{enumerate} 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 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. 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 @@ -165,48 +165,48 @@ In a related work, \cite{verreet2022inference}, epistemic uncertainty (or model
165 165
166 \begin{example}\label{running.example} 166 \begin{example}\label{running.example}
167 Consider the following specification 167 Consider the following specification
168 - 168 +
169 \begin{equation} 169 \begin{equation}
170 \begin{aligned} 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 \end{aligned} 173 \end{aligned}
174 \label{eq:example.1} 174 \label{eq:example.1}
175 \end{equation} 175 \end{equation}
176 - 176 +
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 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 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.} 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 In summary, if an \ac{ASP} specification is intended to describe some observable system then: 189 In summary, if an \ac{ASP} specification is intended to describe some observable system then:
190 190
191 \begin{enumerate} 191 \begin{enumerate}
192 - 192 +
193 \item Observations can be used to estimate the value of the parameters (such as $\theta$ above and others entailed from further clauses). 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 \item \todo{What about the case where we already know a distribution of $\theta$?} 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 \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. 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 \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. 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 \end{enumerate} 203 \end{enumerate}
204 204
205 \begin{quote} 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 \end{quote} 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 The conditional independence of stable worlds asserts the \remark{least informed strategy}{references?} that we discussed in the introduction and make explicit here: 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 @@ -237,7 +237,7 @@ The \aclp{SM} $ab, ac$ from \cref{running.example} result from the clause $b \v
237 % ---- 237 % ----
238 \draw[doubt] (a) to[bend left] (ab); 238 \draw[doubt] (a) to[bend left] (ab);
239 \draw[doubt] (a) to[bend right] (ac); 239 \draw[doubt] (a) to[bend right] (ac);
240 - 240 +
241 \draw[doubt] (ab) to[bend left] (abc); 241 \draw[doubt] (ab) to[bend left] (abc);
242 \draw[doubt] (ab) to[bend right] (abC); 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 @@ -245,14 +245,14 @@ The \aclp{SM} $ab, ac$ from \cref{running.example} result from the clause $b \v
245 \draw[doubt] (ac) to[bend left] (aBc); 245 \draw[doubt] (ac) to[bend left] (aBc);
246 246
247 \draw[doubt, dash dot] (Ac) to (Abc); 247 \draw[doubt, dash dot] (Ac) to (Abc);
248 - 248 +
249 \draw[doubt] (A) to (Ac); 249 \draw[doubt] (A) to (Ac);
250 \draw[doubt] (A) to (Abc); 250 \draw[doubt] (A) to (Abc);
251 - 251 +
252 \draw[doubt] (ab) to[bend right] (E); 252 \draw[doubt] (ab) to[bend right] (E);
253 \draw[doubt] (ac) to[bend right] (E); 253 \draw[doubt] (ac) to[bend right] (E);
254 \draw[doubt] (A) to[bend left] (E); 254 \draw[doubt] (A) to[bend left] (E);
255 - 255 +
256 \draw[doubt] (ab) to (b); 256 \draw[doubt] (ab) to (b);
257 \draw[doubt] (ac) to (c); 257 \draw[doubt] (ac) to (c);
258 % \draw[doubt] (ab) to[bend left] (a); 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 @@ -263,7 +263,7 @@ The \aclp{SM} $ab, ac$ from \cref{running.example} result from the clause $b \v
263 \draw[doubt, dash dot] (c) to[bend right] (Ac); 263 \draw[doubt, dash dot] (c) to[bend right] (Ac);
264 \end{tikzpicture} 264 \end{tikzpicture}
265 \end{center} 265 \end{center}
266 - 266 +
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}.} 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 \label{fig:running.example} 268 \label{fig:running.example}
269 \end{figure} 269 \end{figure}
@@ -293,99 +293,99 @@ The diagram in \cref{fig:running.example} illustrates the problem of extending p @@ -293,99 +293,99 @@ The diagram in \cref{fig:running.example} illustrates the problem of extending p
293 \node[event, above = of A] (Ac) {$\co{a}c$}; 293 \node[event, above = of A] (Ac) {$\co{a}c$};
294 \node[event, above right = of Ac] (Abc) {$\co{a}bc$}; 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 \path[draw, rounded corners, pattern=horizontal lines, opacity=0.2] 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 \end{tikzpicture} 379 \end{tikzpicture}
380 \end{center} 380 \end{center}
381 - 381 +
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}} 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 \label{fig:running.example.classes} 383 \label{fig:running.example.classes}
384 \end{figure} 384 \end{figure}
385 385
386 -Given an ASP specification, 386 +Given an ASP specification,
387 \remark{{\bruno Introduce also the sets mentioned below}}{how?} 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 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}. 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: @@ -400,11 +400,11 @@ This focus on the \acp{SM} leads to the following definition:
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}: 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 \begin{definition}\label{def:stable.core} 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 \begin{equation} 404 \begin{equation}
405 \stablecore{e} := \set{s \in \fml{S} \given s \subseteq e \vee e \subseteq s} \label{eq:stable.core} 405 \stablecore{e} := \set{s \in \fml{S} \given s \subseteq e \vee e \subseteq s} \label{eq:stable.core}
406 \end{equation} 406 \end{equation}
407 - 407 +
408 \end{definition} 408 \end{definition}
409 409
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}. 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 @@ -420,102 +420,102 @@ Observe that the minimality of \aclp{SM} implies that, in \cref{def:stable.core
420 \begin{equation} 420 \begin{equation}
421 \class{e} = 421 \class{e} =
422 \begin{cases} 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 \set{u \in \fml{W} \given \stablecore{u} = \stablecore{e}} 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 \end{cases}\label{eq:event.class} 427 \end{cases}\label{eq:event.class}
428 \end{equation} 428 \end{equation}
429 429
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: 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 \begin{equation} 431 \begin{equation}
432 \class{\fml{E}} = \set{ 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 \end{equation} 443 \end{equation}
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: 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 \begin{equation*} 445 \begin{equation*}
446 \begin{array}{l|lr} 446 \begin{array}{l|lr}
447 \text{\textbf{Core}}, \stablecore{e} 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 \inconsistent 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 ab 467 ab
468 - & b, ab, ab\co{c}  
469 - & 3 468 + & b, ab, ab\co{c}
  469 + & 3
470 \\ 470 \\
471 % 471 %
472 ac 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 \co{a}, ab 477 \co{a}, ab
478 - & \emptyset  
479 - & 0 478 + & \emptyset
  479 + & 0
480 \\ 480 \\
481 % 481 %
482 \co{a}, ac 482 \co{a}, ac
483 - & \emptyset  
484 - & 0 483 + & \emptyset
  484 + & 0
485 % 485 %
486 \\ 486 \\
487 % 487 %
488 ab, ac 488 ab, ac
489 - & a, abc  
490 - & 2 489 + & a, abc
  490 + & 2
491 \\ 491 \\
492 % 492 %
493 \co{a}, ab, ac 493 \co{a}, ab, ac
494 - & \emptyevent  
495 - & 1 494 + & \emptyevent
  495 + & 1
496 \\ 496 \\
497 % 497 %
498 \hline 498 \hline
499 \Omega 499 \Omega
500 - & \text{all events}  
501 - & 64 500 + & \text{all events}
  501 + & 64
502 \end{array} 502 \end{array}
503 \end{equation*} 503 \end{equation*}
504 504
505 \begin{itemize} 505 \begin{itemize}
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}: 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 \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. 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 \end{itemize} 512 \end{itemize}
513 513
514 514
515 515
516 \subsection{From Total Choices to Events}\label{subsec:from.tchoices.to.events} 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 \begin{enumerate} 519 \begin{enumerate}
520 \item Extending the probabilities, \emph{as weights}, from the \aclp{TC} to events. 520 \item Extending the probabilities, \emph{as weights}, from the \aclp{TC} to events.
521 \item Normalization of the weights. 521 \item Normalization of the weights.
@@ -525,68 +525,68 @@ The ``extension'' phase, traced by equations (\ref{eq:prob.total.choice}) and (\ @@ -525,68 +525,68 @@ The ``extension'' phase, traced by equations (\ref{eq:prob.total.choice}) and (\
525 525
526 \begin{description} 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 \begin{equation} 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 \end{equation} 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 \begin{equation} 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 \end{equation} 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 \begin{equation} 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 \end{equation} 575 \end{equation}
563 - and 576 + and
564 \begin{equation} 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 \end{equation} 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 \end{description} 590 \end{description}
591 591
592 % PARAMETERS FOR UNCERTAINTY 592 % PARAMETERS FOR UNCERTAINTY
@@ -600,180 +600,180 @@ The ``extension'' phase, traced by equations (\ref{eq:prob.total.choice}) and (\ @@ -600,180 +600,180 @@ The ``extension'' phase, traced by equations (\ref{eq:prob.total.choice}) and (\
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. 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 % SUPERSET 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 \section{Developed Examples} 606 \section{Developed Examples}
607 607
608 \subsection{The SBF Example} 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 \begin{description} 612 \begin{description}
613 % 613 %
614 \item[\Aclp{TC}.] The \aclp{TC}, and respective \aclp{SM}, are 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 \item[\Aclp{SM}.] The $\theta_{s,t}$ parameters in this example are 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 \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.} 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 \end{description} 777 \end{description}
778 778
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.} 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}. @@ -782,15 +782,16 @@ We continue with the specification from Equation \eqref{eq:example.1}.
782 % 782 %
783 \subsection{An example involving Bayesian networks} 783 \subsection{An example involving Bayesian networks}
784 784
785 -\franc{Cometários:} 785 +\franc{Comentários:}
786 \begin{itemize} 786 \begin{itemize}
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, $\backslash\text{given}$: $\pr{A \given B}$. 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 \item E, claro, para factos+probabilidades: $\probfact{p}{a}$. 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 \end{itemize} 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 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 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 ($M$) @@ -799,14 +800,14 @@ The events are: Burglary ($B$), Earthquake ($E$), Alarm ($A$), Mary calls ($M$)
799 \begin{figure} 800 \begin{figure}
800 \begin{center} 801 \begin{center}
801 \begin{tikzpicture}[node distance=2.5cm] 802 \begin{tikzpicture}[node distance=2.5cm]
802 - 803 +
803 % Nodes 804 % Nodes
804 \node[smodel, circle] (A) {A}; 805 \node[smodel, circle] (A) {A};
805 \node[tchoice, above right of=A] (B) {B}; 806 \node[tchoice, above right of=A] (B) {B};
806 \node[tchoice, above left of=A] (E) {E}; 807 \node[tchoice, above left of=A] (E) {E};
807 \node[tchoice, below left of=A] (M) {M}; 808 \node[tchoice, below left of=A] (M) {M};
808 \node[tchoice, below right of=A] (J) {J}; 809 \node[tchoice, below right of=A] (J) {J};
809 - 810 +
810 % Edges 811 % Edges
811 \draw[->] (B) to[bend left] (A) node[right,xshift=1.1cm,yshift=0.8cm] {\footnotesize{$P(B)=0.001$}} ; 812 \draw[->] (B) to[bend left] (A) node[right,xshift=1.1cm,yshift=0.8cm] {\footnotesize{$P(B)=0.001$}} ;
812 \draw[->] (E) to[bend right] (A) node[left, xshift=-1.4cm,yshift=0.8cm] {\footnotesize{$P(E)=0.002$}} ; 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 ($M$) @@ -814,50 +815,50 @@ The events are: Burglary ($B$), Earthquake ($E$), Alarm ($A$), Mary calls ($M$)
814 \draw[->] (A) to[bend left] (J) node[right,xshift=-0.2cm,yshift=0.7cm] {\footnotesize{$P(J|A)$}} ; 815 \draw[->] (A) to[bend left] (J) node[right,xshift=-0.2cm,yshift=0.7cm] {\footnotesize{$P(J|A)$}} ;
815 \end{tikzpicture} 816 \end{tikzpicture}
816 \end{center} 817 \end{center}
817 - 818 +
818 \begin{multicols}{3} 819 \begin{multicols}{3}
819 - 820 +
820 \footnotesize{ 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 \footnotesize{ 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 \footnotesize{ 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 \end{multicols} 863 \end{multicols}
863 \caption{The Earthquake, Burglary, Alarm model} 864 \caption{The Earthquake, Burglary, Alarm model}
@@ -869,9 +870,9 @@ Considering the probabilities given in \cref{Figure_Alarm} we obtain the followi @@ -869,9 +870,9 @@ Considering the probabilities given in \cref{Figure_Alarm} we obtain the followi
869 870
870 \begin{equation*} 871 \begin{equation*}
871 \begin{aligned} 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 \label{eq:not_so_simple_example} 876 \label{eq:not_so_simple_example}
876 \end{equation*} 877 \end{equation*}
877 878
@@ -880,11 +881,11 @@ For the table giving the probability $P(M|A)$ we obtain the specification: @@ -880,11 +881,11 @@ For the table giving the probability $P(M|A)$ we obtain the specification:
880 881
881 \begin{equation*} 882 \begin{equation*}
882 \begin{aligned} 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 \end{equation*} 889 \end{equation*}
889 890
890 This latter specification can be simplified by writing $\probfact{0.9}{m \leftarrow a}$ and $\probfact{0.05}{m \leftarrow \neg a}$. 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 @@ -893,11 +894,11 @@ Similarly, for the probability $P(J|A)$ we obtain
893 894
894 \begin{equation*} 895 \begin{equation*}
895 \begin{aligned} 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 \end{equation*} 902 \end{equation*}
902 903
903 Again, this can be simplified by writing $\probfact{0.7}{j \leftarrow a}$ and $\probfact{0.01}{j \leftarrow \neg a}$. 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 @@ -906,22 +907,22 @@ Finally, for the probability $P(A|B \wedge E)$ we obtain
906 907
907 \begin{equation*} 908 \begin{equation*}
908 \begin{aligned} 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 \end{equation*} 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 \section{Discussion} 928 \section{Discussion}
@@ -934,119 +935,119 @@ One can then proceed as in the previous subsection and analyse this example. The @@ -934,119 +935,119 @@ One can then proceed as in the previous subsection and analyse this example. The
934 % 935 %
935 % My first guess was 936 % My first guess was
936 % \begin{equation*} 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 \ No newline at end of file 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 \ No newline at end of file 1055 \ No newline at end of file