Circular analysis in complex stochastic systems #MMPMID26656656
Valleriani A
Sci Rep 2015[]; 5 (ä): ä PMID26656656show ga
Ruling out observations can lead to wrong models. This danger occurs unwillingly when one selects observations, experiments, simulations or time-series based on their outcome. In stochastic processes, conditioning on the future outcome biases all local transition probabilities and makes them consistent with the selected outcome. This circular self-consistency leads to models that are inconsistent with physical reality. It is also the reason why models built solely on macroscopic observations are prone to this fallacy.