The Epistemic Support-Point Filter: Jaynesian Maximum Entropy Meets Popperian Falsification
Organizations: Black Swan Research Group, GaiaVerse, Ltd. · Jah Decision Intelligence Group, Aerospace Engineering & Engineering Mechanics, The University of Texas at Austin
Abstract
This paper proves that the Epistemic Support-Point Filter (ESPF) is the unique optimal recursive estimator within the class of epistemically admissible evidence-only filters. Where Bayesian filters minimize mean squared error and are driven toward an assumed truth, the ESPF minimizes maximum entropy and surfaces what has not been proven impossible -- a fundamentally different epistemic commitment with fundamentally different failure modes. Two results locate this theorem within the broader landscape of estimation theory. The first is a unification: the ESPF's optimality criterion is the log-geometric mean of the alpha-cut volume family in the Holder mean hierarchy. The Popperian minimax bound and the Kalman MMSE criterion occupy the p=+inf and p=0 positions on the same curve. Possibility and probability are not competing frameworks: they are the same ignorance functional evaluated under different alpha-cut geometries. The Kalman filter is the Gaussian specialization of the ESPF's optimality criterion, not a separate invention. The second result is a diagnostic: numerical validation over a 2-day, 877-step Smolyak Level-3 orbital tracking run shows that possibilistic stress manifests through necessity saturation and surprisal escalation rather than MVEE sign change -- a direct consequence of the Holder ordering, not an empirical observation. Three lemmas establish the result: the Possibilistic Entropy Lemma decomposes the ignorance functional; the Possibilistic Cramer-Rao Bound limits entropy reduction per measurement; the Evidence-Optimality Lemma proves minimum-q selection is the unique minimizer and that any rule incorporating prior possibility risks race-to-bottom bias.
Figures & tables
| Step | Regime | Claim A | Claim B | |||||
|---|---|---|---|---|---|---|---|---|
| rand | swap | rand | swap | |||||
| 1 | 0.970 | – | C | P | P | P | P | |
| 2 | 0.941 | – | C | P | F(0.025) | P | F(0.019) | |
| 3 | 0.913 | – | C | P | F(0.028) | P | F(0.020) | |
| 4 | 0.885 | – | C | P | P | P | P | |
| 5 | 0.859 | – | C | P | F( 0.001) | P | P | |
| Step | Regime | Claim A | Claim B | |||||
| rand | swap | rand | swap | |||||
| 19 | 0.561 | 82 | C | P | F(0.060) | P | F(0.046) | |
| 20 | 0.544 | 82 | C | P | P | P | P | |
| 21 | 0.528 | 82 | C | P | P | P | P | |
| 22 | 0.512 | 81 | C | P | P | P | P | |
| 23 | 0.496 | 81 | C | F(0.051) | F(0.175) | P | F(0.113) | |
Epistemic Uncertainty
Epistemic uncertainty is uncertainty arising from limited knowledge or model support, rather than irreducible randomness in data.
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