Who let the demon out? Laplace and Boscovich on determinism

In this paper, I compare Pierre-Simon Laplace's celebrated formulation of the principle of determinism in his 1814 Essai philosophique sur les probabilités with the formulation of the same principle offered by Roger Joseph Boscovich in his Theoria philosophiae naturalis, published 56 years earlier. This comparison discloses a striking general similarity between the two formulations of determinism as well as certain important differences. Regarding their similarities, both Boscovich's and Laplace's conceptions of determinism involve two mutually interdependent components—ontological and epistemic—and they are both intimately linked with the principles of causality and continuity. Regarding their differences, however, Boscovich's formulation of the principle of determinism turns out not only to be temporally prior to Laplace's but also—being founded on fewer metaphysical principles and more rooted in and elaborated by physical assumptions—to be more precise, complete and comprehensive than Laplace's somewhat parenthetical statement of the doctrine. A detailed analysis of these similarities and differences, so far missing in the literature on the history and philosophy of the concept of determinism, is the main goal of the present paper.     

New evidence on the relation between return volatility and trading volume

In the empirical literature, it has been shown that there exists both linear and non‐linear bi‐directional causality between trading volumes and return volatility (measured by the square of daily return). We re‐examine this claim by using realized volatility as an estimator of the unobserved volatility, adopting a stationary de‐trended trading volume, and applying a more recent data sample with robustness tests over time. Our linear Granger causality test shows that there is no causal linear relation running from volume to volatility, but there exists an ambiguous causality for the reverse direction. In contrast, we find strong bi‐directional non‐linear Granger causality between these two variables. On the basis of the non‐linear forecasting modeling technique, this study provides strong evidence to support the sequential information hypothesis and demonstrates that it is useful to use lagged values of trading volume to predict return volatility. Copyright © 2009 John Wiley & Sons, Ltd.     

Causality and forecasting in incomplete systems

In this paper we examine how causality inference and forecasting within a bivariate VAR, consisting of y(t) and x(t), are affected by the omission of a third variable, w(t), which causes (a) none, (b) one, and (c) both variables in the bivariate system. We also derive conditions under which causality inference and forecasting are invariant to the selection of a bivariate or a trivariate model. The most general condition for the invariance of both causality and forecasting to model selection is shown to require the omitted variable not to cause any of the variables in the bivariate system, although it allows the omitted variable to be caused by the other two. We also show that the conditions for one-way causality inference to be invariant to model selection are not sufficient to ensure that forecasting will also be invariant to the model selected. Finally, we present a numerical illustration of the potential losses, in terms of the variance of the forecast, as a function of the forecast horizon and for alternative parameter values—they can be rather large, as the omission of a variable can make the incomplete model unstable. © 1997 John Wiley & Sons, Ltd.     

Selection of the relevant information set for predictive relationships analysis between time series

In time series analysis, a vector Y is often called causal for another vector X if the former helps to improve the k‐step‐ahead forecast of the latter. If this holds for k=1, vector Y is commonly called Granger‐causal for X . It has been shown in several studies that the finding of causality between two (vectors of) variables is not robust to changes of the information set. In this paper, using the concept of Hilbert spaces, we derive a condition under which the predictive relationships between two vectors are invariant to the selection of a bivariate or trivariate framework. In more detail, we provide a condition under which the finding of causality (improved predictability at forecast horizon 1) respectively non‐causality of Y for X is unaffected if the information set is either enlarged or reduced by the information in a third vector Z . This result has a practical usefulness since it provides a guidance to validate the choice of the bivariate system { X , Y } in place of { X , Y , Z }. In fact, to test the ‘goodness’ of { X , Y } we should test whether Z Granger cause X not requiring the joint analysis of all variables in { X , Y , Z }. Copyright © 2002 John Wiley & Sons, Ltd.     

Causality and chance in relativistic quantum field theories

Bell appealed to the theory of relativity in formulating his principle of local causality. But he maintained that quantum field theories do not conform to that principle, even when their field equations are relativistically covariant and their observable algebras satisfy a relativistically motivated microcausality condition. A pragmatist view of quantum theory and an interventionist approach to causation prompt the reevaluation of local causality and microcausality. Local causality cannot be understood as a reasonable requirement on relativistic quantum field theories: it is unmotivated even if applicable to them. But microcausality emerges as a sufficient condition for the consistent application of a relativistic quantum field theory.     

From secondary causes to artificial instruments: Pierre-Sylvain Régis's rethinking of scholastic accounts of causation

Although several of Descartes's disciples established occasionalism as the natural outcome of Cartesianism, Pierre-Sylvain Régis forcefully resisted this conclusion by developing an account of secondary causes in which God does not immediately intervene in the natural world. In order to understand this view, it has been argued that Régis melds Aquinas's concurrentism with the new, mechanist natural philosophy defended in Cartesian physics. In this paper, I contend that such a reading of Régis's position is misleading for our understanding of both his account of secondary causality and the relationship between medieval debates and seventeenth century natural philosophy. I show that Régis's account of secondary causality denies two fundamental features at the core of the account proposed by Aquinas, namely that God acts immediately in nature and that secondary causes are per se causes. I contend that Régis's view more closely resembles a specific account of artificial instrumental causality developed by Duns Scotus. The comparison with Scotus shows that Régis is still dealing with conceptual tools that can be traced back to the scholastic tradition. Yet, Régis implements these tools to establish an account of causation that is fundamentally irreconcilable with scholastic natural philosophy.     

Restoring particle phenomenology

No-go theorems are known in the literature to the effect that, in relativistic quantum field theory, particle localizability in the strict sense violates relativistic causality. In order to account for particle phenomenology without particle ontology, Halvorson and Clifton (2002) proposed an approximate localization scheme. In a recent paper, Arageorgis and Stergiou (2013) proved a no-go result that suggests that, even within such a scheme, there would arise act–outcome correlations over the entire spacetime, thereby violating relativistic causality. Here, we show that this conclusion is untenable. In particular, we argue that one can recover particle phenomenology without having to give up relativistic causality.     

Estimating the long memory granger causality effect with a spectrum estimator

This paper discusses the Granger causality test by a spectrum estimator which allows the transfer function to have long memory properties. In traditional methodology the relationship among variables is usually assumed to be short memory or contemporaneous. Hence, we have to make sure they are of the same integrated order, else there might be a spurious regression problem. In practice, not all the variables are fractionally co‐integrated in the economic model. They may have the same random resources, but under a different integrated order. This paper focuses on how to capture the long memory Granger causality effect in the transfer function. This does not necessarily assume the variables are of the same fractional integrated order. Moreover, by the transfer function we construct an estimator to test the long memory effect with the Granger causality sense. Copyright © 2006 John Wiley & Sons, Ltd.     

Testing for Granger (non‐)causality in a time‐varying coefficient VAR model

In this paper we propose Granger (non‐)causality tests based on a VAR model allowing for time‐varying coefficients. The functional form of the time‐varying coefficients is a logistic smooth transition autoregressive (LSTAR) model using time as the transition variable. The model allows for testing Granger non‐causality when the VAR is subject to a smooth break in the coefficients of the Granger causal variables. The proposed test then is applied to the money–output relationship using quarterly US data for the period 1952:2–2002:4. We find that causality from money to output becomes stronger after 1978:4 and the model is shown to have a good out‐of‐sample forecasting performance for output relative to a linear VAR model. Copyright © 2008 John Wiley & Sons, Ltd.     

Foundations of quantum gravity: The role of principles grounded in empirical reality

When attempting to assess the strengths and weaknesses of various principles in their potential role of guiding the formulation of a theory of quantum gravity, it is crucial to distinguish between principles which are strongly supported by empirical data – either directly or indirectly – and principles which instead (merely) rely heavily on theoretical arguments for their justification. Principles in the latter category are not necessarily invalid, but their a priori foundational significance should be regarded with due caution. These remarks are illustrated in terms of the current standard models of cosmology and particle physics, as well as their respective underlying theories, i.e., essentially general relativity and quantum (field) theory. For instance, it is clear that both standard models are severely constrained by symmetry principles: an effective homogeneity and isotropy of the known universe on the largest scales in the case of cosmology and an underlying exact gauge symmetry of nuclear and electromagnetic interactions in the case of particle physics. However, in sharp contrast to the cosmological situation, where the relevant symmetry structure is more or less established directly on observational grounds, all known, nontrivial arguments for the “gauge principle” are purely theoretical (and far less conclusive than usually advocated). Similar remarks apply to the larger theoretical structures represented by general relativity and quantum (field) theory, where – actual or potential – empirical principles, such as the (Einstein) equivalence principle or EPR-type nonlocality, should be clearly differentiated from theoretical ones, such as general covariance or renormalizability. It is argued that if history is to be of any guidance, the best chance to obtain the key structural features of a putative quantum gravity theory is by deducing them, in some form, from the appropriate empirical principles (analogous to the manner in which, say, the idea that gravitation is a curved spacetime phenomenon is arguably implied by the equivalence principle). Theoretical principles may still be useful however in formulating a concrete theory (analogous to the manner in which, say, a suitable form of general covariance can still act as a sieve for separating theories of gravity from one another). It is subsequently argued that the appropriate empirical principles for deducing the key structural features of quantum gravity should at least include (i) quantum nonlocality, (ii) irreducible indeterminacy (or, essentially equivalently, given (i), relativistic causality), (iii) the thermodynamic arrow of time, (iv) homogeneity and isotropy of the observable universe on the largest scales. In each case, it is explained – when appropriate – how the principle in question could be implemented mathematically in a theory of quantum gravity, why it is considered to be of fundamental significance and also why contemporary accounts of it are insufficient. For instance, the high degree of uniformity observed in the Cosmic Microwave Background is usually regarded as theoretically problematic because of the existence of particle horizons, whereas the currently popular attempts to resolve this situation in terms of inflationary models are, for a number of reasons, less than satisfactory. However, rather than trying to account for the required empirical features dynamically, an arguably much more fruitful approach consists in attempting to account for these features directly, in the form of a lawlike initial condition within a theory of quantum gravity.     

On the relation between the probabilistic characterization of the common cause and Bell׳s notion of local causality

In this paper the relation between the standard probabilistic characterization of the common cause (used for the derivation of the Bell inequalities) and Bell׳s notion of local causality will be investigated in the isotone net framework borrowed from algebraic quantum field theory. The logical role of two components in Bell׳s definition will be scrutinized; namely that the common cause is localized in the intersection of the past of the correlated events; and that it provides a complete specification of the ‘beables’ of this intersection.     

A note on in‐sample and out‐of‐sample tests for Granger causality

This paper studies in‐sample and out‐of‐sample tests for Granger causality using Monte Carlo simulation. The results show that the out‐of‐sample tests may be more powerful than the in‐sample tests when discrete structural breaks appear in time series data. Further, an empirical example investigating Taiwan's investment–saving relationship shows that Taiwan's domestic savings may be helpful in predicting domestic investments. It further illustrates that a possible Granger causal relationship is detected by out‐of‐sample tests while the in‐sample test fails to reject the null of non‐causality. Copyright © 2005 John Wiley & Sons, Ltd.     

Predicting stock index volatility: can market volume help?

This paper explores a number of statistical models for predicting the daily stock return volatility of an aggregate of all stocks traded on the NYSE. An application of linear and non-linear Granger causality tests highlights evidence of bidirectional causality, although the relationship is stronger from volatility to volume than the other way around. The out-of-sample forecasting performance of various linear, GARCH, EGARCH, GJR and neural network models of volatility are evaluated and compared. The models are also augmented by the addition of a measure of lagged volume to form more general ex-ante forecasting models. The results indicate that augmenting models of volatility with measures of lagged volume leads only to very modest improvements, if any, in forecasting performance. © 1998 John Wiley & Sons, Ltd.     

Causality and the Arrow of Classical Time

It is claimed that the `problem of the arrow of time in classical dynamics’ has been solved. Since all classical particles have a self-field (gravitational and in some cases also electromagnetic), their dynamics must include self-interaction. This fact and the observation that the domain of validity of classical physics is restricted to distances not less than of the order of a Compton wavelength (thus excluding point particles), leads to the conclusion that the fundamental classical equations of motion are not invariant under time reversal: retarded self-interactions lead to different equations than advanced ones. Since causality (the time order of cause and effect) requires retarded rather than advanced self-interaction, it is causality which is ultimately responsible for the arrow of time. Classical motions described by equations with advanced self-interactions differ from retarded ones and do not occur in nature.     

Hobbes on natural philosophy as “True Physics” and mixed mathematics

In this paper, I offer an alternative account of the relationship of Hobbesian geometry to natural philosophy by arguing that mixed mathematics provided Hobbes with a model for thinking about it. In mixed mathematics, one may borrow causal principles from one science and use them in another science without there being a deductive relationship between those two sciences. Natural philosophy for Hobbes is mixed because an explanation may combine observations from experience (the ‘that’) with causal principles from geometry (the ‘why’). My argument shows that Hobbesian natural philosophy relies upon suppositions that bodies plausibly behave according to these borrowed causal principles from geometry, acknowledging that bodies in the world may not actually behave this way. First, I consider Hobbes's relation to Aristotelian mixed mathematics and to Isaac Barrow's broadening of mixed mathematics in Mathematical Lectures (1683). I show that for Hobbes maker's knowledge from geometry provides the ‘why’ in mixed-mathematical explanations. Next, I examine two explanations from De corpore Part IV: (1) the explanation of sense in De corpore 25.1-2; and (2) the explanation of the swelling of parts of the body when they become warm in De corpore 27.3. In both explanations, I show Hobbes borrowing and citing geometrical principles and mixing these principles with appeals to experience.     

Kant on causal laws and powers

The aim of the paper is threefold. Its first aim is to defend Eric Watkins's claim that for Kant, a cause is not an event but a causal power: a power that is borne by a substance, and that, when active, brings about its effect, i.e. a change of the states of another substance, by generating a continuous flow of intermediate states of that substance. The second aim of the paper is to argue against Watkins that the Kantian concept of causal power is not the pre-critical concept of real ground but the category of causality, and that Kant holds with Hume that causal laws cannot be inferred non-inductively (that he accordingly has no intention to show in the Second analogy or elsewhere that events fall under causal laws). The third aim of the paper is to compare the Kantian position on causality with central tenets of contemporary powers ontology: it argues that unlike the variants endorsed by contemporary powers theorists, the Kantian variants of these tenets are resistant to objections that neo-Humeans raise to these tenets.     

求同存异的非局部图像去噪

非局部方法是近年来图像恢复领域最重要的方法之一,这类方法的关键在于如何理解和描述自然图像的自相似性质.本文通过对自相似性质的深入分析,提出描述自相似性质的两个原则：1）＂两方向＂原则：利用隐含在图像中的两方向相关结构.2）＂求同存异＂原则：利用相似性的同时保持各相似块之间的相对差异.然后利用奇异值分解建立了一种符合这两个原则的非局部图像去噪模型.该模型能获得很好的去噪效果.     

How human and nature shake hands: The role of no-conspiracy in physical theories

No-conspiracy is the requirement that measurement settings should be probabilistically independent of the elements of reality responsible for the measurement outcomes. In this paper we investigate what role no-conspiracy generally plays in a physical theory; how it influences the semantical role of the event types of the theory; and how it relates to such other concepts as separability, compatibility, causality, locality and contextuality.     

Tyrosine nitration as mediator of cell death

Nitrotyrosine is used as a marker for the production of peroxynitrite and other reactive nitrogen species. For over 20 years the presence of nitrotyrosine was associated with cell death in multiple pathologies. Filling the gap between correlation and causality has proven to be a difficult task. Here, we discuss the evidence supporting tyrosine nitration as a specific posttranslational modification participating in the induction of cell death signaling pathways.