Indeterminate Probability Theory
This addresses a foundational bottleneck in probabilistic inference for researchers and practitioners dealing with high-dimensional data.
The paper tackles the problem of modeling complex joint distributions that lack closed-form solutions by proposing Indeterminate Probability Theory (IPT), which provides closed-form solutions for arbitrary complex joint distributions and demonstrates effectiveness in modeling up to 1000 dimensions.
Complex continuous or mixed joint distributions (e.g., P(Y | z_1, z_2, ..., z_N)) generally lack closed-form solutions, often necessitating approximations such as MCMC. This paper proposes Indeterminate Probability Theory (IPT), which makes the following contributions: (1) An observer-centered framework in which experimental outcomes are represented as distributions combining ground truth with observation error; (2) The introduction of three independence candidate axioms that enable a two-phase probabilistic inference framework; (3) The derivation of closed-form solutions for arbitrary complex joint distributions under this framework. Both the Indeterminate Probability Neural Network (IPNN) model and the non-neural multivariate time series forecasting application demonstrate IPT's effectiveness in modeling high-dimensional distributions, with successful validation up to 1000 dimensions. Importantly, IPT is consistent with classical probability theory and subsumes the frequentist equation in the limit of vanishing observation error.