Physical Statistics
Connect probability, momentum, and learning through four interactive statistical experiments.
Two gardeners test the same kind of seed. Each eventually records 30 germinations and 30 failures. One sees the outcomes alternate. The other gets 30 successes first, becomes increasingly persuaded, and then watches 30 failures arrive.
Their final Beta distributions are identical. Their experiences of learning were quite different.
Could statistics describe that difference using a journey, a clock, and a measure of how much the journey bent? Could disagreement between experiments have an invariant “rest mass”? Could the light cone tell us which changes of belief a finite experiment can possibly achieve?
Physical Statistics is our name for this direction of exploration. Statistical physics uses probability to understand matter. Here, physics suggests new quantities and questions for statistics. Epistemic Physics makes the exchange unusually direct: an evidence state already contains quantities with the algebra of energy, momentum, mass, and velocity.
Let’s use that algebra to build something. Our route passes through statistical position, proper exposure, collision mass, evidence budgets, and the stiffness of a belief. Some steps follow exactly from the existing coordinates; others begin with a new modeling choice. We will make those choices where we need them, then follow their consequences.
Pack a belief for the journey
Let
A prior describes the probability distribution before these observations. With the Jeffreys prior, which contributes half a unit to each side, the updated belief is
The Beta family describes distributions over probabilities between zero and one, with shape controlled by
Our small dictionary is
A 50% mean has velocity zero. An 80% mean has velocity
In relativistic mechanics with light speed set to one, velocity equals momentum divided by energy. This lets us read the evidence vector
The following correspondences will do real work:
| Relativistic mechanics, with light speed one | Evidence coordinates | Statistical question |
|---|---|---|
| Energy | Total amount | How large a new input is needed to change this state? |
| Momentum | Signed balance | Which direction does the evidence favor? |
| Velocity | Centered mean | How does a prediction steer a journey? |
| Rest mass | What survives a common change of observer? | |
| Position and elapsed time | A new trajectory | What does a sequence remember beyond its endpoint? |
The usual relativity definitions of energy-momentum, worldlines, and proper time are developed in David Tong’s introductory relativity lectures, §7.4. Our statistical constructions below begin with the evidence dictionary.
Give a prediction a position
If probability is velocity, where does the belief go?
The signed balance
A position needs a separate rule. Here is a simple choice:
After each observation, move a little traveler at the updated belief velocity for one unit of observation time.
Call this observation clock
The symbol
This position has an immediate statistical reading. Under the usual Beta prediction rule for a binary trial,
Imagine using those forecasts to allocate greenhouse space. Two gardeners with the same final estimate might have made very different sequences of planting decisions. Statistical position gives us a compact record of the direction in which their predictions carried them.
A clock carried by the belief
Relativity now suggests a second measurement. Along a small segment, a traveler accumulates proper time according to the segment’s time and position changes. For our chosen journey, define proper exposure
Here
At a balanced mean, one observation tick contributes one unit of proper exposure. At an 80% mean, it contributes
So the clock measures time spent with room for both outcomes in the prediction. It distinguishes a history that repeatedly stays near balance from one that spends a long time strongly favoring a side. A well-supported, correct prediction can also have a slow clock; slow proper exposure alone does not diagnose poor learning.
Predict before stepping: will the two gardeners finish with equal proper exposure? What if you reverse the order of the two blocks? What if every tick contributes half a unit to each side?
Same final belief. Different journeys.
Build a route that travels away from home yet finishes with a balanced belief. Tap two cards to swap their order, then launch the traveler. Compare it with the rose alternating route.
Six support and six opposition trials. Same cargo, your choice of order.
Tick 0/12 · position 0.00 · mean 50.0%. The updated belief sets each travel step. Early trials influence many later positions.
Explore 60-trial presets, replay tick by tick, or change observer
Observer rapidity η = 0.000.
Observer velocity w = 0.000.
A journey through position and time
A state in momentum and energy
Coordinate readouts and the travel rule
- Mean in original frame
- 50.00%
- Position q′ / time T′
- 0.00 / 0.00
- Proper exposure s
- 0.00
- Invariant mass m_E
- 1.00
- Journey deficit D
- 0.00
The solid path has slope Δq′/ΔT′ equal to the displayed evidence velocity on each segment. Proper exposure sums √(ΔT′² − Δq′²); it and mass stay fixed when you change observer. “Half of each” supplies weighted evidence, with one total unit per tick. Changing the observer transforms both the prior and the observations.
Open the journeys in the playground.
The final Beta retains total support and opposition. The journey also retains a trace of when the predictions changed. We have obtained two candidate statistics,
There is another useful identity hiding here. A predicted sign
This suggests an experiment: in a system whose conditions change, compare alarms based on raw observation count with alarms based on accumulated proper exposure. Does the second clock help when a long run of one-sided predictions makes calendar time a misleading measure of continued exploration? The clock’s formula is exact for this construction; its usefulness for detection is a question we can test.
A one-sided journey grows old at a square-root rate
Suppose every observation supports the proposition. After
The position is
The quantity
The proper exposure is
The symbol
By comparison, a stream that adds equal weight to both sides at every tick keeps
These are paths of the predictive mean. A walker moved by the actual realized signs
Change the observer, carry the clock
An observer frame here means a common re-expression of the coordinate system. Let its velocity be
The same linear transformation acts on position-time and energy-momentum:
Primes mark the new observer’s coordinates. The hyperbolic functions are
Both the trajectory slope and the evidence velocity then obey
Coordinate times and energies change;
In support/opposition coordinates, the transformation simply reads
This is a transformation of our mean-state representation and chosen journey. Transforming a random probability
Weigh the disagreement in a collision
Suppose two laboratories each send us 50 trials. Lab A reports 45 support and 5 opposition. Lab B reports 5 support and 45 opposition.
Each laboratory has a strongly directed result. Together they produce a balanced 50/50 tally. How much of the pooled mass comes from this meeting of different directions?
For this calculation, use raw evidence packets, adding no prior to either packet. Packet
An index
Now define the collision surplus
For positive evidence, this surplus is nonnegative. It is zero when all packets point in the same direction. Each separate mass and the pooled mass survive a common Lorentz transformation, so their difference does too.
For our laboratories, each separate mass is
Try to break the interpretation: what happens when both labs agree at 90%? When they are individually unanimous but opposite? When you change the observer?
Let two bodies of evidence collide.
Each colored packet contains 50 units of evidence. Drag its point sideways to change its support/opposition balance. The gold point is their sum. How much pooled mass comes from the difference between their directions?
- Sum of separate masses
- 60.00
- Pooled mass M
- 100.00
- Mass surplus Δm
- 40.00
- Fraction from pooling
- 40.0%
These are raw packets, with no prior added to either. The surplus depends on how you divided the data into packets. When the points overlap, use Tab to select either packet and arrow keys to separate them.
Open the collision in the playground.
This offers a candidate measure of heterogeneity, meaning variation between groups: the amount of pooled rest mass attributable to their different directions. We could use it to compare batches of a manufacturing process, regions in a survey, or habitats in the seed experiment.
A normalized version,
The packet division is part of the statistic. Treat all 100 trials as one packet and the surplus is zero. Separate them by laboratory and it can reveal a difference. This makes the choice of grouping scientifically meaningful: we are asking which distinctions explain how pooled mass was assembled. A reference distribution for deciding whether a surplus exceeds ordinary sampling variation would require a sampling model for those groups.
Why does disagreement create extra mass?
For packets with positive mass, write
For two packets, expanding the pooled difference of squares gives
Since
Move to the pooled rest frame, whose rapidity is
The right side is exactly the packets’ total kinetic energy, their energy of motion, in that frame, in units with light speed one. Relative motion becomes the extra rest mass of the combined state. Packets of zero mass can be handled directly with their
There is also a statistical form. Let
The function
For closely spaced interior fractions, a quadratic approximation gives
Thus the candidate emphasizes a given small variation more strongly near the probability boundaries. That is a testable design choice: does it help identify meaningful differences among mostly successful systems, or overreact to rare failures? The exact surplus lets us investigate without relying on the approximation near a boundary.
The collision also measures a journey’s bending
Here is a connection between our first two tools. Regard each journey segment
The same surplus formula becomes
A straight journey with constant predictive velocity has
The same geometry now compares disagreement between experiments and variation along a sequence of predictions. This seems a promising place to look for a unified description of changing conditions and conflicting populations.
Ask what a finite evidence budget can reach
A proposed experiment will collect 100 more trials. Can it move a mean from 50% to 80%?
The answer depends on the evidence already present. Physics suggests drawing the set of permitted incoming energy-momenta, then asking whether it reaches the target direction.
Let
Because the incoming direction is bounded, the reachable mean probabilities lie in the interval
The endpoints spend the entire budget on opposition or support. Fractional weights fill the interval. If all observations must be whole binary trials, only the corresponding discrete means are attainable at a fixed integer budget.
We can also solve backward. Let
If the target equals the current mean, the required amount is zero. At either exact probability boundary, the required amount is infinite for a Beta state with positive weight on both sides.
Can that much evidence get you there?
Drag the rose target along the probability axis. The teal band contains every mean reachable with the chosen amount of new, positive evidence, including a best-case run entirely on one side.
- Current mean, μ
- 50.00%
- Target mean, μ*
- 80%
- Minimum positive amount
- 151.50
- Whole trials to reach or pass
- 152
Starting evidence: Y = 50, N = 50, plus the Jeffreys prior once. A fractional amount can hit the target exactly; whole trials may pass it. The band allows fractional support/opposition weights. Actual observations determine which reachable mean you obtain.
Open the evidence budget in the playground.
Starting with
It takes 151.5 units of pure support to hit 80% exactly, or 152 whole supporting trials to reach or pass it. Even an all-success experiment of 100 trials cannot get there. Starting with
This could become a useful planning tool. Before discussing expected outcomes, first ask whether a proposed study can reach a decision threshold under its most favorable possible observations. If its budget is too small, the threshold is geometrically out of reach. If it is large enough, a sampling model can tell us how likely the required outcomes are.
Find the target by intersecting a ray with the future cone
The target is the ray
Rearrange to obtain the minimum above. Any less directed packet needs at least as much amount because its
There is a differential version too. During a smooth stream of direction
Existing amount appears in the denominator of the response. The same incoming direction bends a small state more quickly than a large one. This is a precise sense in which trial amount produces resistance to changing the mean.
The budget assumes we keep the existing evidence and add nonnegative input. Forgetting old observations, changing their weights, or admitting signed tracelets changes the allowed operations and therefore the reachable set.
Connect the clock to the shape of a belief
We have built a journey from the mean of a Beta distribution. Can its proper-clock rate tell us anything about the full distribution?
Introduce the random rapidity
The natural logarithm
A probability density tells us how probability is distributed per unit of a coordinate. When we change from
Here
The peak in rapidity maps back to the Beta mean
Now imagine the negative logarithm of this density as a bowl. Moving away from its bottom costs log density. The bowl’s curvature, its second derivative at the bottom, measures its local stiffness:
Compare this with the clock we built earlier:
The same factor that slows the proper clock also reduces density stiffness per unit of total evidence on the rapidity scale. This is an exact connection between a chosen mean trajectory and the local shape of its Beta state.
How stiff is a belief in rapidity?
Try 50 support / 50 opposition, then 99 / 1. Both contain 100 observed trials. Drag the gold probe along the same half-log-odds axis. How quickly does the curve climb away from its minimum?
Showing the posterior density in r, including the change-of-variable factor. Its peak maps to the Beta mean.
The vertical scale stays fixed. Curves above 14 continue beyond the window. The blue and teal curves coincide at balance.
- Total including prior, τ_E
- 101
- Epistemic mass, m_E
- 101.000
- Stiffness at the peak
- 101.000
Y and N count observed support and opposition. The Jeffreys option uses α = Y + ½ and β = N + ½. K is the curvature of the negative log posterior density in r. I_r is data likelihood curvature at its fit. The gold parabola agrees locally at a finite minimum; farther away, the exact blue curve can differ.
Open the density landscape in the playground.
Near its peak, a displacement
That is the shape of a spring’s energy. It suggests choosing small numerical search steps on the scale
There is an intriguing surprise as trials accumulate. With
Proper exposure and mass are observer invariants of the constructions above.
Derive the density and its stiffness
A Beta density is proportional to
Multiplying the original density by
Write its negative logarithm as
Differentiate:
The hyperbolic secant is
There are two different operations to keep track of here. Relabeling the same random rapidity as
The demo’s observed-trials option uses the likelihood, the probability of the data regarded as a function of a candidate parameter. Its corresponding expression has
A statistical laboratory built from the cone
We now have a collection of tools that ask different questions of the same evidence:
| Proposed tool | What it measures | A place to try it |
|---|---|---|
| Position | Accumulated direction of sequential predictions | Compare histories of decisions with the same final estimate |
| Proper exposure | Accumulated predictive spread on a chosen observation clock | Schedule checks during long stretches of one-sided prediction |
| Collision surplus | Pooled mass arising from differences between groups | Compare batches, habitats, or experimental conditions |
| Journey deficit | Variation in predictive direction along a path | Compare steady and changing prediction histories |
| Minimum budget | Least positive evidence that can reach a target mean | Check whether a proposed study can cross a threshold |
| Rapidity stiffness | Local curvature of the full belief density in rapidity | Scale numerical steps and inspect boundary behavior |
One especially tempting direction is to organize evidence streams by their own proper exposure. Another is to treat changes between experimental conditions as collisions, asking how much new structure is hiding in the extra mass. A third is to design an experiment as a navigation problem: choose feasible evidence inputs, follow the evolving momentum, and reach a target with the smallest cost.
The cone already supplies exact relations among these quantities. The next adventure is to discover which of them explain statistical behavior that our usual summaries overlook.