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# Role of free energy landscape in the dynamics of mean field glassy systems

## I Introduction

Generally in the study of thermodynamics much attention is payed to the free energy landscape . This landscape, which can be interpreted as the effective potential whose minima represent different possible states, gives an intuitive and quantitative description of the equilibrium properties. Consider for example ferromagnetic systems. In this case the effective potential is a function of magnetisation. The ferromagnetic transition corresponds to the splitting of the paramagnetic minimum in the two ferromagnetic minima. At low temperature a vanishing external magnetic field breaks the up-down symmetry and fixes the system in one of the two possible ferromagnetic states.
Generally, glassy systems are characterised by a complicated energy landscape, which can give rise eventually to the existence of many possible states. Frequently, qualitative explanations of glassy behaviours are based on some assumptions on the properties of the free energy landscape . Consider for example the Kirkpatrick-Thirumalai-Wolynes scenario for the glass transition  in which the (exponential) number of states with a given free energy plays a crucial role.
However, if the relevance of the free energy landscape for the equilibrium properties is clear, the relationship between the free energy landscape and the dynamical behaviour is not completely understood, especially for glassy systems which remain out of equilibrium also at long time. For instance what we can learn on the (out of equilibrium) dynamical behaviour starting from the knowledge of the free energy landscape is not clear.
All the explanations based on the free energy landscape remain often at a qualitative level, because in general this landscape cannot be computed and studied exactly. Only for mean field frustrated systems this “Landscape Paradigm”  has received a firm theoretical basis. In this case an analytic solution of the thermodynamics  and of the asymptotic out of equilibrium dynamics  is available. For these systems the free energy landscape can be computed  and the partition function, and therefore the equilibrium properties, can be recovered as a sum over the free energy minima weighted with the Boltzmann factor . This approach to the thermodynamics of mean field spin glasses is called the TAP approach, because it was introduced by Thouless, Anderson and Palmer for the Sherrington-Kirkpatrick model . In this paper we focus on the class of spin glass models which reproduce phenomenologically some features of structural glasses . To understand the relationship between free energy landscape and dynamical behaviour we generalise the TAP approach to dynamics.

## II The TAP approach

### A Static TAP equations

In the following we show how the free energy landscape, also called TAP free energy, can be derived for the p-spin spherical model . The aim of this section is to present in a simple case the strategy which we have followed  to compute the dynamical TAP equations.
The p-spin Hamiltonian reads:

$$H(\{S_i\})=\underset{1i_1<\mathrm{}<i_pN}{}J_{i_1,\mathrm{},i_p}S_{i_1}\mathrm{}S_{i_p},$$
(1)
where the couplings are Gaussian variables with zero mean and average $`\overline{J_{i_1,\mathrm{},i_p}^2}=\frac{p!}{2N^{p1}}`$. The TAP free energy $`\mathrm{\Gamma }(\beta ,m_i,l)`$, which depends on the magnetisation $`m_i`$ at each site $`i`$ and on the spherical parameter $`l`$, is the Legendre transform of the “true” free energy:

$$\beta \mathrm{\Gamma }(\beta ,m_i,l)=\mathrm{ln}_{\mathrm{}}^+\mathrm{}\underset{i=1}{\overset{N}{}}dS_i\mathrm{exp}\left(\beta H(\{S_i\})\underset{i}{}h_i(S_im_i)\frac{\lambda }{2}\underset{i=1}{\overset{N}{}}(S_i^2l)\right).$$
(2)
The Lagrange multipliers $`h_i(\beta )`$ fix the magnetisation at each site $`i`$: $`S_i=m_i`$ and $`\lambda (\beta )`$ enforces the condition $`_{i=1}^NS_i^2l=0`$. $``$ denotes the thermal average and $`N`$ is the number of spins.
Once $`\mathrm{\Gamma }`$ is known, the equation $`\frac{2}{N}\frac{\beta \mathrm{\Gamma }}{l}|_{l=1}=\lambda `$ fixes the spherical constraint ($`_iS_i^2=N`$) and gives the spherical multiplier as a function of $`m_i`$, whereas $`\frac{\beta \mathrm{\Gamma }}{m_i}|_{l=1}=h_i`$ are the TAP equations, which fix the values of local magnetisations.
The standard perturbation expansion for the generalised potential $`\mathrm{\Gamma }`$ is rather involved  and cannot be directly applied to the Ising case. Thus, we prefer to follow the approach developed for the Sherrington-Kirkpatrick model by T. Plefka  and A. Georges and S. Yedidia  because it is simple and can be directly applied to all mean field spin glass models. They obtained the TAP free energy for the Sherrington-Kirkpatrick model expanding $`\beta \mathrm{\Gamma }`$ in powers of $`\beta `$ around $`\beta =0`$. For a general system this corresponds to a $`\frac{1}{d}`$ expansion ($`d`$ being the spatial dimension) around mean field theory ; so it is not surprising that for mean field spin glass models only a finite number of terms survives. The zeroth- and first-order terms give the “naïve” TAP free energy, whereas the second term is the Onsager reaction term.

From the definition of $`\beta \mathrm{\Gamma }`$ given in equation (2), we find***We are neglecting a useless additive constant in $`\mathrm{\Gamma }`$. A term in $`\mathrm{\Gamma }`$, that does not depend on $`l`$ and $`m_i`$, has no influence on thermodynamics. that the zeroth-order term is the entropy of non interacting spherical spins constrained to have magnetisation $`m_i`$:

$$\beta \mathrm{\Gamma }(\beta ,m_i,l)|_{\beta =0}=\frac{N}{2}\mathrm{ln}\left(l\frac{1}{N}\underset{i=1}{\overset{N}{}}m_i^2\right).$$
(3)
Using the Lagrange conditions and that the spins are decoupled at $`\beta =0`$ we find that the linear term in the power expansion of the TAP free energy equals:

$$\beta \frac{(\beta \mathrm{\Gamma })}{\beta }|_{\beta =0}=\beta \underset{1i_1<\mathrm{}<i_pN}{}J_{i_1,\mathrm{},i_p}m_{i_1}\mathrm{}m_{i_p}.$$
(4)
This “mean field” energy together with the zeroth-order term gives the standard mean field theory, which becomes exact for infinite-ranged ferromagnetic system. The Onsager reaction term comes from the second derivative of $`\mathrm{\Gamma }`$:

$$\frac{\beta ^2}{2}\frac{^2(\beta \mathrm{\Gamma })}{\beta ^2}|_{\beta =0}=\frac{\beta ^2}{2}\left(\underset{1i_1<\mathrm{}<i_pN}{}Y_{i_1,\mathrm{},i_p}\right)^2_{\beta =0}^c,$$
(5)
$`Y_{i_1,\mathrm{},i_p}=J_{i_1,\mathrm{},i_p}S_{i_1}\mathrm{}S_{i_p}(S_{i_1}m_{i_1})m_{i_2}\mathrm{}m_{i_p}`$

$`\mathrm{}m_{i_1}\mathrm{}m_{i_{p1}}(S_{i_p}m_{i_p}).`$

To compute (5) we have used the following Maxwell relations:

$`{\displaystyle \frac{h_i}{\beta }}|_{\beta =0}`$ $`=`$ $`{\displaystyle \frac{}{m_i}}{\displaystyle \frac{(\beta \mathrm{\Gamma })}{\beta }}|_{\beta =0}`$ (6)
$`{\displaystyle \frac{\lambda }{\beta }}|_{\beta =0}`$ $`=`$ $`{\displaystyle \frac{2}{N}}{\displaystyle \frac{}{l}}{\displaystyle \frac{(\beta \mathrm{\Gamma })}{\beta }}|_{\beta =0}`$ (7)
Using the statistical properties of the couplings it is easy to check that the only terms giving a contribution of the order of $`N`$ correspond to the squares of $`J_{i_1,\mathrm{},i_p}`$:

$$\frac{\beta ^2}{2}\frac{^2(\beta \mathrm{\Gamma })}{\beta ^2}|_{\beta =0}=\frac{\beta ^2}{2}\underset{1i_1<\mathrm{}<i_pN}{}Y_{i_1,\mathrm{},i_p}^2_{\beta =0}^c.$$
(8)
Using again the statistical properties of the couplings and neglecting terms giving a contribution of an order smaller than $`N`$ we find that the reaction term depends on $`m_i`$ through the overlap $`q=\frac{1}{N}_im_i^2`$ only:

$$\frac{\beta ^2}{2}\frac{^2(\beta \mathrm{\Gamma })}{\beta ^2}|_{\beta =0}=\frac{\beta ^2N}{4}\left(l^pq^pp(lq^{p1}q^p)\right).$$
(9)
Higher derivatives lead to terms which can be neglected because they are not of the order of N ; so collecting (3),(4) and (9) we find the TAP free energy for spherical p-spin models. Differentiating the free energy with respect to magnetisations $`m_i`$ and the spherical parameter $`l`$ one finds the TAP equations. These equations admit for certain temperatures an infinite number of solutions. This is a fundamental characteristic and difficulty of mean field spin glasses.
It has been shown  that the weighted sum of the local minima of the TAP free energy gives back equilibrium results found by the replica or the cavity method : $`Z=_\alpha e^{N\beta f_\alpha }`$, where $`f_\alpha `$ is the TAP free energy of a stable solution $`\{m_i^\alpha \}`$ of TAP equations. Note that states which do not have the minimum free energy can dominate the previous sum if their number is very large.

Let us conclude this section with few comments on the derivation of the static TAP equations. First of all we remark that we have improperly called $`\mathrm{\Gamma }(\beta ,m_i,l)`$ a Legendre transform. Indeed the function $`\mathrm{\Gamma }(\beta ,m_i,l)`$ is the generating functional of proper vertices . This function may have many minima and is not convex in general. Finally we want to point out a striking difference, which arises in the computation of $`\mathrm{\Gamma }`$, between completely connected and finite connectivity mean field models. For the former the expansion of $`\mathrm{\Gamma }`$ in powers of $`\beta `$ stops at the second order in $`\beta `$. Whereas for the latter the expansion contains all the powers of $`\beta `$. Roughly speaking for the Sherrington-Kirkpatrick model the only non trivial term in $`\mathrm{\Gamma }`$ is the reaction term, which represents the contribution to the effective field of the ith spin due to the influence of the ith spin on the others. Whereas for its counterpart on a Bethe lattice  the interaction between two neighbouring spins has to be taken into account exactly, i.e. one has to take into account not only the reaction of the neighbours of $`S_i`$ due to the presence of $`S_i`$, but also the reaction of the reaction and so on.

### B Dynamical TAP equations

In the following we focus on a Langevin relaxation dynamics for mean field glassy systems. Standard field theoretical manipulations  lead to the Martin-Siggia-Rose generating functional for the expectation values of $`s_i(t)`$.
Within the superspace notation  the dynamics and the static theory are formally very similar . As a consequence dynamical TAP equations can be derived straightforwardly generalising the method described in the previous section. We refer to  for a detailed derivation. Once the dynamical TAP free energy is known, the dynamical TAP equation are obtained from the Lagrange relation for the supermagnetisation. In the following we simply quote the result :

$`{\displaystyle \frac{}{t}}\left(C(t,t^{})Q(t,t^{})\right)`$ $`=`$ $`2R(t^{},t)\lambda (t)\left(C(t,t^{})Q(t,t^{})\right)+\mu {\displaystyle _0^t^{}}𝑑t^{\prime \prime }\left(C(t,t^{\prime \prime })^{p1}Q(t,t^{\prime \prime })^{p1}\right)R(t^{},t^{\prime \prime })`$ (10)
$`+`$ $`\mu (p1){\displaystyle _0^t}𝑑t^{\prime \prime }\left(C(t^{\prime \prime },t^{})Q(t^{\prime \prime },t^{})\right)R(t,t^{\prime \prime })C(t,t^{\prime \prime })^{p2},`$ (11)
$`{\displaystyle \frac{}{t}}R(t,t^{})`$ $`=`$ $`\lambda (t)R(t,t^{})+\delta (tt^{})+\mu (p1){\displaystyle _t^{}^t}𝑑t^{\prime \prime }R(t,t^{\prime \prime })R(t^{\prime \prime },t^{})C(t,t^{\prime \prime })^{p2},`$ (13)
$`\left({\displaystyle \frac{}{t}}+\lambda (t)\right)m_i(t)`$ $`=`$ $`\beta h_i(t)+\beta {\displaystyle \underset{1i_2<\mathrm{}<i_pN}{\overset{}{}}}J_{i,i_2,\mathrm{},i_p}m_{i_2}(t)\mathrm{}m_{i_p}(t)`$ (15)
$`+`$ $`\mu (p1){\displaystyle _0^t}dt^{\prime \prime }(C(t,t^{\prime \prime })^{p2}Q(t,t^{\prime \prime })^{p2}))R(t,t^{\prime \prime })m_i(t^{\prime \prime }),`$ (16)
where $`C(t,t^{})=\frac{1}{N}_{i=1}^Ns_i(t)s_i(t^{})`$ is the correlation function, $`R(t,t^{})=\frac{1}{N}_{i=1}^N\frac{s_i(t)}{h_i(t^{})}`$ is the response function to magnetic fields $`h_i(t)`$ coupled to the spins $`S_i`$, $`Q(t,t^{})=\frac{1}{N}_{i=1}^Nm_i(t)m_i(t^{})`$ is the overlap function, $`m_i(t)`$ are the local magnetisation, $`\mu =p\beta ^2/2`$ and $`\lambda (t)`$ is the spherical constraint which fixes $`C(t,t)=1`$. The correlation function satisfies the boundary condition $`C(t,0)=Q(t,0)`$ and magnetisations fulfil the initial conditions $`m_i(0)=s_i^0`$ . Note that now $``$ means the average over the thermal noise.
Moreover the spherical condition $`C(t,t)=1`$ fixes $`\lambda `$ as a function of time through the equation:

$`\lambda (t)\left(1q(t)\right)`$ $`=`$ $`1+{\displaystyle \frac{1}{2}}{\displaystyle \frac{dq}{dt}}+\mu {\displaystyle _0^t}𝑑t^{\prime \prime }\left(C(t,t^{\prime \prime })^{p1}Q(t,t^{\prime \prime })^{p1}\right)R(t,t^{\prime \prime })`$ (17)
$`+`$ $`\mu (p1){\displaystyle _0^t}𝑑t^{\prime \prime }\left(C(t^{\prime \prime },t)Q(t^{\prime \prime },t)\right)R(t,t^{\prime \prime })C(t,t^{\prime \prime })^{p2},`$ (18)
where $`q(t)=Q(t,t)`$.
Three important remarks are in order on these equations. First of all if one takes for initial condition a uniform average over all possible configurations as in , then the magnetisations are equal to zero at $`t=0`$ and there is no boundary condition on the correlation function . In this case we find that the equation (15) is trivially satisfied and equations (10), (13) and (17) reduce to the ones considered in . Moreover we notice that in the zero temperature limit the equation (15) coincides with a simple gradient descent, as should be when the thermal noise is absent. Finally, it is interesting to remark that the equations on local magnetisations do not have at finite times the form of a gradient descent in the free energy landscape since the Onsager reaction term is non-Markovian. This is natural because it represents the contribution to the effective field of the $`i`$th spin due to the influence at previous times of the $`i`$th spin on the others.

### C Asymptotic analysis

In the following we perform an asymptotic analysis of the equations (10), (13), (15) and (17). For the sake of simplicity we will take $`h_i(t)=0`$ in (15).
Two asymptotic behaviour have been found for the p-spin spherical model depending on the choice of the initial conditions :

* True ergodicity breaking: the system equilibrates in a separate ergodic component. Asymptotically time homogeneity and fluctuation-dissipation theorem (FDT) hold . In this case, following , we take for the asymptotic form of the two time quantities the Ansatz:

$`C(t,t^{})=C_{FDT}(tt^{})`$ $`,`$ $`R(t,t^{})=R_{FDT}(tt^{})`$ (19)
$`R_{FDT}(\tau )=\theta (\tau ){\displaystyle \frac{dC_{FDT}(\tau )}{d\tau }}`$ $`,`$ $`Q(t,t^{})=q`$ (20)
$`\underset{\tau \mathrm{}}{lim}C_{FDT}(\tau )=q.`$ (21)
* Slow dynamics: the system does not equilibrate. Asymptotically two time sectors can be identified. In the first one (FDT regime), which corresponds to finite time differences $`|tt^{}|O(1)`$, ($`t>>1`$, $`t^{}>>1`$), the system has a pseudo-equilibrium dynamics since FDT and time translation invariance hold asymptotically. In the second one (ageing regime), which corresponds to “infinite” time differences $`|tt^{}|t^{}`$, FDT and time translation invariance do not apply and the system ages . In this case, following , we take for finite time separations the Ansatz corresponding to equilibrium dynamics, but with $`Q(t^{},t)=q^{}`$. Whereas for the ageing sector we take the AnsatzThe asymptotic equations are obtained neglecting the time derivatives. This has as a consequence that from an asymptotic solution we obtain infinitely many others by re-parameterisation . For the sake of clarity in the following we focus on the particular parameterisation shown in equations (22), (23) and (24) .  :

$`C(t,t^{})=qC_{ag}(\lambda )`$ $`,`$ $`tR(t,t^{})=R_{ag}(\lambda )`$ (22)
$`R_{ag}(\lambda )=xq{\displaystyle \frac{dC}{d\lambda }}`$ $`,`$ $`Q(t,t^{})=q^{}Q_{ag}(\lambda )`$ (23)
$`C_{ag}(1)=Q_{ag}(1)=1`$ $`,`$ $`\lambda ={\displaystyle \frac{t^{}}{t}},`$ (24)
where $`x`$ parameterises the violation of FDT .

The asymptotic solutions arising from the previous Ansätze can be grouped in three classes.

#### 1 Equilibrium dynamics.

We denote respectively by $`\lambda ^{\mathrm{}}`$ and $`m_i^{\mathrm{}}`$ the asymptotic values of the spherical multiplier and of the local magnetisations. Plugging the equilibrium dynamics Ansatz into the dynamical TAP equations we find that the equations on $`m_i^{\mathrm{}}`$ and $`\lambda ^{\mathrm{}}`$ are the corresponding static TAP equations. In the asymptotic limit the equations (10) and (13) on the correlation and the response functions reduce to:

$$\left(\frac{d}{d\tau }+\lambda ^{\mathrm{}}\mu \right)C(\tau )+\mu +1\lambda ^{\mathrm{}}=\mu _0^\tau 𝑑\tau ^{}C(\tau \tau ^{})^{p1}\frac{dC(\tau ^{})}{d\tau ^{}}.$$
(25)
The above equation describes the equilibrium dynamics inside the ergodic component associated to a TAP solution $`\{m_i^{\mathrm{}}\}`$. Note that this asymptotic dynamical solution is consistent with the assumption of an equilibrium dynamics only if $`\{m_i^{\mathrm{}}\}`$ is a local minimum of the free energy.
Since this asymptotic solution represents the equilibration in a stable TAP state $`\{m_i^{\mathrm{}}\}`$, it is quite natural to associate to this solution an initial condition belonging to this state. This interpretation is suggested by the results of . Indeed in  the low temperature dynamics has been studied starting from an initial condition belonging to the TAP states which are the equilibrium states at a temperature $`T^{}`$. In  it has been shown that the system relaxes in the TAP states associated to the initial condition. It is easy to show that the equation satisfied by $`C(\tau )`$ in  can be written in the form (25).
Moreover it is interesting to note that the equations (15) on local magnetisations reduce in the long-time limit to a gradient descent in the free energy landscape with an extra term which vanishes at large time.

#### 2 Weak ergodicity breaking.

The asymptotic analysis in the time sector corresponding to finite time differences leads to the same equation (25) for the correlation and the response functions. Whereas for infinite time differences we find that the asymptotic equations admit the solution: $`q^{}=0`$, $`q`$ which verifies the equation of the overlap of the threshold states , $`x=\frac{(p2)(1q)}{q}`$ and $`C_{ag}(\lambda )`$ and $`R_{ag}(\lambda )`$, which satisfy the same equations found in . The equation (17) on the spherical multiplier reduces to: $`\lambda ^{\mathrm{}}=(1q)^1+\mu (1q^{p1})`$ and the asymptotic value of the local magnetisations $`m_i^{\mathrm{}}`$ is zero. This is exactly the same asymptotic solution found in  for random initial conditions. Therefore it is natural to associate to this solution a random initial condition, which is not correlated with any particular stable TAP state.
Note that the difference between $`q`$ and $`q^{}`$ clearly marks that the system does not equilibrate in a single ergodic component.

#### 3 Between true and weak ergodicity breaking.

In the following we consider the asymptotic solution which corresponds to slow dynamics with $`q=q^{}`$. In this case we find the same solution of section II.C.2 except that $`q^{}=q`$ and $`Q_{ag}(\lambda )=C_{ag}(\lambda )`$. As a consequence the local magnetisations do not vanish in the long-time limit. These results indicate that at very large times the system has almost thermalized within a threshold state. Anyway the slow behaviour of the overlap function $`Q(t,t^{})`$ implies that the local magnetisations evolve forever, even if more and more slowly. In other words if one waits a time $`t_w(>>1)`$ the systems seems to be equilibrated in a certain threshold states on timescales $`\mathrm{\Delta }t<<t_w`$; however on timescales of the same order of $`t_w`$ the system continue to evolve.
To understand the slow evolution of $`m_i(t)`$ it is important to recall that the threshold states are characterised by a spectrum of the free energy Hessian which is a semicircle law with minimum eigenvalue equal to zero . As a consequence the free energy landscape around threshold states is characterised by almost flat directions. At large times, the equations satisfied by $`m_i(t)`$ corresponds to a gradient descent in the free energy landscape with an extra term which vanish in the long-time limit. Because of almost flat directions this vanishing term plays a fundamental role and is responsible for ageing. In fact at large times the dynamics takes place only along almost flat directions and this vanishing function of time acts as a vanishing source of drift, so the larger is the time, the weaker is the drift and the slower is the evolution: the system ages.
Finally we remark that it seems natural that the initial conditions related to this asymptotic solution are the configurations typically reached in the long-time dynamics (starting from a random initial condition). In fact a way to obtain this asymptotic solution starting from a random initial condition is to introduce fields $`h_i(t)`$ which enforce the condition $`lim_t\mathrm{}1/N_{i=1}^Nm_i(t)^2=q^{}=q_{th}`$ (where $`q_{th}`$ is the overlap of threshold states ). There are many different way to fix the fields $`h_i(t)`$ to enforce this condition; however for each realization of $`h_i(t)`$ it is clear that $`lim_t\mathrm{}h_i(t)=0`$ because the equality between $`q^{}`$ and $`q_{th}`$ is automatically verified in the long-time limit. The vanishing of the local magnetisations is due  to the many possible channels that the system can follow in the energy landscape. The role of magnetic fields $`h_i(t)`$ is to bring the system along one of the possible channel.

## III Free energy landscape and long-time dynamics

At finite times, the dynamics cannot be represented as an evolution in the free energy landscape because the Onsager reaction term in (15) is non-Markovian. However in the long time regime a connection between the free energy landscape and the dynamical evolution can be established.
For initial conditions leading to an equilibrium dynamics, i.e. the equilibration in a stable TAP state $`\{m_i^{\mathrm{}}\}`$, the equations on the local magnetisations imply that the relaxation of $`\{m_i(t)\}`$ toward $`\{m_i^{\mathrm{}}\}`$ coincides with a gradient descent in the free energy landscape with an extra term going to zero at large times.
Conversely, in the most interesting and the most physical case of random initial conditions (corresponding to a quench from infinite temperature) the local magnetisations vanish at large times. Anyway a description of the asymptotic dynamics as an evolution in the free energy landscape makes sense also in this case. The local magnetisations vanish asymptotically because the dynamical probability measure at large time tends toward a static probability measure which is broken in separate ergodic components, i.e. the threshold states. One can think at the probability density in configuration space as a wave packet which breaks continuously in sub-packets. Within this picture, the dynamical evolution is characterised by two effects: the cloning  of each packet in sub-packets and the slow motion of each single packet. To avoid the spreading of the dynamical measure and to capture only the slow motion, one can take for initial condition a configuration typically reached in the long-time dynamics (starting from random initial conditions). This procedure leads to the asymptotic solution analysed in section II.C.3, in which the correlation and the response functions have the same asymptotic behaviour that for a random initial condition. Moreover $`C(t,t^{})`$ and $`Q(t,t^{})`$ are equal in the ageing time regime. Thus, also the ageing dynamics obtained starting from a random initial condition can be represented in terms of the equation on $`m_i(t)`$, i.e. as a motion in the flat directions of the free energy landscape.

In conclusion, through the dynamical TAP approach we have shown that the long-time dynamics can be represented as a gradient descent in the free energy landscape with an extra term going to zero at large time. This result allow one to make a straightforward connection between static free energy landscape and long-time dynamics and to give to the former a meaningful dynamical interpretation. In fact, consider all the stationary and stable dynamical probability distributions $`P_\alpha (\{s_i(t)\})`$. We have shown that the local magnetisations $`m_i^\alpha =s_i_\alpha `$ calculated with the probability law $`P_\alpha (\{s_i(t)\})`$ are the local minima of the TAP free energy. This gives to static TAP solutions a dynamical interpretation in which the properties of stationarity and stability in the free energy landscape are directly related to the properties of stationarity and stability of dynamical distributions $`P_\alpha (\{s_i(t)\})`$. Moreover the relationship, that we have elucidated, between ageing and flat directions in the free energy landscape allows one to clarify the important role played by the threshold states in the slow dynamics: they are stable states having flat directions in the free energy landscape and as a consequence they are related to ageing dynamics. What is missing to a complete dynamical interpretation of the free energy landscape is the comprehension of the role played by the free energy barriers in the activated dynamics, i.e. to go below the threshold energy starting from random initial conditions. Recent progress in this direction has been done in .

## IV Conclusions

In summary we have found that for the p-spin spherical model the representation of the long-time dynamics as an evolution in the free energy landscape is correct. This evolution consists in a gradient descent in the free energy landscape with an extra term going to zero at large time. This vanishing source of drift depends on the history of the system and is crucial for slow dynamics. Our results explicitly show that the scenario for slow dynamics found at zero temperature  remains valid also at finite temperature: ageing is due to the motion in the flat directions of the free energy landscape in presence of a vanishing source of drift.
Finally, the relationship between long-time dynamical behaviour and local properties of the free energy landscape, which was already found in , shows up explicitly by the study of the dynamical TAP equations. This relationship is very important not only from a theoretical point of view, but also from a technical one. Indeed it allows to obtain information about the long-time dynamics by a pure static computation . For these reasons it would be very interesting to generalise the study performed in this article to finite dimensional systems. In this case the free energy landscape cannot be computed exactly and the long-time dynamics cannot be solved; however, the formal analogies (due to superspace notation) between static and dynamic theory let us hope that one can obtain results on the relationship between long-time dynamics and free energy landscape only using the symmetry properties of the asymptotic solution .

## V Acknowledgements

I am deeply indebted to L. F. Cugliandolo, J. Kurchan and R. Monasson for numerous, helpful and thorough discussions on this work. I wish also to thank S. Franz and M. A. Virasoro for many interesting discussions on the asymptotic solution analysed in section 2.3.3. I am particularly grateful to R. Monasson for his constant support and for a critical reading of the manuscript.

## VI References


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# Coherence, Belief Expansion and Bayesian Networks

## Introduction

Suppose that one receives information $`\{\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{n}\}`$ from $`n`$ independent but less than fully reliable sources. Is it rational to believe this information? Following a tradition in epistemology that goes back to John Locke, we let belief correspond to a sufficiently high degree of confidence (Foley 1992, Hawthorne and Bovens 1999). There are three factors that determine this degree of confidence: (i) How surprising is the information? (ii) How reliable are the sources? (iii) How coherent is the information? First, suppose that the sources are halfway reliable and the information is halfway coherent. Then certainly the degree of confidence will be greater when the reported information is less rather than more surprising. Second, suppose that the information is halfway surprising and is halfway coherent. Let truth-tellers provide fully reliable information and let randomizers flip a coin for each proposition to determine whether they will affirm or deny it. Then certainly the degree of confidence will be greater when the sources are more like truth-tellers than when they are more like randomizers. Third, consider the following story: a scientist runs two independent tests to determine the locus of a genetic disease on the human genome. In the first case, the tests respectively point to two fairly narrow regions that just about overlap in a particular region. In the second case, the tests respectively point to fairly broad regions that have minimal overlap in the very same region. Suppose that the tests are halfway reliable and that this region is a somewhat surprising locus for the disease. Then certainly the degree of confidence that the locus of the disease is in this region is greater in the former case, in which the information is more coherent, than in the latter case, in which the information is less coherent.

We define measures for each of these determinants of the degree of confidence in a probabilistic framework. The real challenge lies in developing a measure of coherence (cf. Lewis 1946, Bonjour 1985). This measure defines a partial ordering over information sets. Subsequently, we argue that belief expansion is a function of the reliability of the sources and the coherence of the new information with the information that we already believe. We construct an acceptance measure which determines whether newly acquired information can be added to our beliefs under alternative suppositions about the reliability of the sources. Our calculations rest on some results in the theory of Bayesian Networks. Throughout we have made some strong idealizations. We show how these idealizations can be relaxed by directly invoking Bayesian Networks.

## The Model

For each proposition $`\mathrm{R}_\mathrm{i}`$ (in roman script) in the information set, let us define a propositional variable $`R_i`$ (in italic script) which can take on two values, viz. $`\mathrm{R}_\mathrm{i}`$ and $`\overline{\mathrm{R}}_\mathrm{i}`$ (i.e. not-$`\mathrm{R}_\mathrm{i}`$) for $`\mathrm{i}=1,\mathrm{},\mathrm{n}`$. Let $`REPR_i`$ be a propositional variable which can take on two values, viz. $`\mathrm{REPR}_\mathrm{i}`$, i.e. there is a report from the proper source to the effect that $`\mathrm{R}_\mathrm{i}`$ is true, and $`\overline{\mathrm{REPR}}_\mathrm{i}`$, i.e. there is a report to the effect that $`\mathrm{R}_\mathrm{i}`$ is false. We construct a joint probability distribution $`P`$ over $`R_1,\mathrm{},R_n,REPR_1,\mathrm{},REPR_n`$ satisfying the constraint that the sources are independent and less than fully reliable.

We model independence by stipulating that $`P`$ respects the following conditional independences:

$$REPR_iR_j,REPR_j|R_i\mathrm{for}ij;i,j=1,2,\mathrm{},n$$
(1)
or, in words, $`REPR_i`$ is probabilistically independent of $`R_j,REPR_j`$, given $`R_i`$, for $`ij`$ and $`i,j=1,2,\mathrm{},n`$. What this means is that the probability that I will receive a report that $`\mathrm{R}_\mathrm{i}`$ given that $`\mathrm{R}_\mathrm{i}`$ is the case or given that $`\mathrm{R}_\mathrm{i}`$ is not the case, is not affected by any additional information about whether $`\mathrm{R}_\mathrm{j}`$ is the case or whether there is a report to the effect that $`\mathrm{R}_\mathrm{j}`$ is the case. Each source tunes in on the item of information that it is meant to report on: it may not always provide an accurate report, but its report is not affected by what other sources have to report or by other items of information than the one it reports on (Lewis 1946, Bovens and Olsson 1999).

We define a less-than-fully-reliable source as a source that is better than a randomizer, but short of being a truth-teller and make the simplifying idealization that the information sources are equally reliable. We specify the following two parameters: $`P(\mathrm{REPR}_\mathrm{i}|\mathrm{R}_\mathrm{i})=p`$ and $`P(\mathrm{REPR}_\mathrm{i}|\overline{\mathrm{R}}_\mathrm{i})=q`$ for $`\mathrm{i}=1,\mathrm{},\mathrm{n}`$. If the information sources are truth-tellers, then $`p=1`$ and $`q=0`$, while if they are randomizers, then $`p=q>0`$. We model less-than-full-reliability by imposing the following constraint on $`P`$:

$$P(\mathrm{REPR}_\mathrm{i}|\mathrm{R}_\mathrm{i})=p>q=P(\mathrm{REPR}_\mathrm{i}|\overline{\mathrm{R}}_\mathrm{i})>0$$
(2)
The degree of confidence in the content of the information set is the posterior joint probability after all the reports have come in:

$$P^{}(\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{n})=P(\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{n}|\mathrm{REPR}_1,\mathrm{},\mathrm{REPR}_\mathrm{n})$$
(3)
The motivation for the definition of less-than-full reliability is that we are interested in cases in which incoming information raises our confidence in the content of the information set to different levels. When the sources are randomizers, our confidence will be unaffected (Huemer 1997, Bovens and Olsson 1999), i.e. $`P^{}(\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{n})=\mathrm{P}(\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{n})`$; when they are truth-tellers, our confidence will be raised to certainty, i.e. $`P^{}(\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{n})=1`$; and when they are worse than randomizers, our confidence will drop, i.e. $`P^{}(\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{n})<\mathrm{P}(\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{n})`$.

## Expectation, Reliability and Coherence

It can be shown by the probability calculus, that, given the constraints on $`P`$ in (1) and (2),

$$P^{}(\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{n})=\frac{a_0}{_{i=0}^na_ix^i},$$
(4)
in which the likelihood ratio $`x=q/p`$ (note that $`0<x<1`$ for $`p>q>0`$) and $`a_i`$ is the sum of the joint probabilities of all combinations of values of the variables $`R_1,\mathrm{},R_n`$ that have $`i`$ negative values and $`ni`$ positive values: e. g. for $`n=3`$, $`a_2=P(\mathrm{R}_1,\overline{\mathrm{R}}_2,\overline{\mathrm{R}}_3)+P(\overline{\mathrm{R}}_1,\mathrm{R}_2,\overline{\mathrm{R}}_3)+P(\overline{\mathrm{R}}_1,\overline{\mathrm{R}}_2,\mathrm{R}_3)`$. Note that $`_{i=0}^na_i=1`$.

We can directly identify the first determinant of the degree of confidence in the information set. Note that $`a_0=P(\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{n})`$ is the prior joint probability of the propositions in the information set, i.e. the probability before any information was received. This prior probability is lower for more surprising information and higher for less surprising information. Since more surprising information is tantamount to less expected information, let us call this prior probability the expectation measure. It is easy to see that $`P^{}(\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{n})`$ is a monotonically increasing function of $`a_0`$. We can also directly identify the second determinant, i.e. the reliability of the sources. Note that $`P^{}(\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{n})`$ is a monotonically decreasing function of $`x=q/p`$. Hence, let us call $`r:=1x`$ the reliability measure, since $`P^{}(\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{n})`$ is a monotonically increasing function of $`r`$ and this measure ranges from $`0`$ for sources that are randomizers to $`1`$ for sources that are truth-tellers.

It is more difficult to construct a coherence measure. Consider the following analogy: to assess the impact of a training program, we consider the rate of the student’s actual performance level over the performance level that he would have reached in an ideal training program, all other things equal. Similarly, to assess the impact of coherence, we consider the rate of the present degree of confidence over the degree of confidence that would have been obtained had the information set been maximally coherent, all other things equal. The information set would have been maximally coherent if and only if $`\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{n}`$ had all been coextensive. Let $`P`$ be the actual joint probability distribution. Construct a joint probability distribution $`P^{max}`$ with the same expectation measure and the same reliability measure as $`P`$, but $`\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{n}`$ are all coextensive, i.e., on $`P^{max}`$, $`a_0`$ is the same as on $`P`$, but $`a_n=1a_0=:\overline{a}_0`$, so that $`a_i=0`$, for all $`i0,n`$. It follows from (4) that,

$$P^{max}(\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{n})=\frac{a_0}{a_0+\overline{a}_0x^n}.$$
(5)
Hence, for $`a_00`$, the ratio

$`c_x(\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{n})`$ $`=`$ $`{\displaystyle \frac{P^{}(\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{n})}{P^{max}(\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{n})}}`$ (6)
$`=`$ $`{\displaystyle \frac{a_0+\overline{a}_0x^n}{_{i=0}^na_ix^i}}`$
is a measure of the impact of the coherence of the information set on the degree of confidence in the content of the information set. But note that this measure is contingent on the value of the reliability measure: (6) only provides us with a reliability-relative coherence measure. This is unwelcome: there is a pretheoretical notion of the coherence of an information set which has nothing to do with the reliability of the sources that provides us with their content. On the other hand, this pretheoretical notion seems to be an ordinal rather than a cardinal notion. And furthermore, it seems to require a partial rather than a complete ordering over information sets: for certain, though not for all pairs of information sets, we are prepared to pass a judgment that one set in the pair is more or less coherent than the other.

It turns out that the reliability-relative coherence measure indeed induces a partial ordering over informations sets which is not contingent on the reliability of the sources. Consider two information sets of size $`n`$. These sets can be represented by the marginal probability distributions $`P`$ and $`P^{}`$ over $`R_1,\mathrm{},R_n`$. It can be shown that for some $`P`$ with $`a_0,\mathrm{},a_n`$ and $`P^{}`$ with $`a_0^{},\mathrm{},a_n^{}`$, the difference $`c_x(\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{n})c_x^{}(\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{n})`$ has the same sign for any value of $`x`$ ranging from $`0`$ to $`1`$. Hence, the reliability-relative coherence measure $`c_x(\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{n})`$ induces a partial coherence ordering over information sets that is not contingent on the reliability of the sources. For information pairs, i.e. for information sets containing exactly two propositions, it can be shown that the following is a necessary and sufficient condition for inclusion in the partial coherence ordering: $`P`$ and $`P^{}`$ are such that (i) $`a_0/a_0^{}a_1/a_1^{}`$ and $`a_1a_1^{}`$, or, (ii) $`a_0/a_0^{}a_1/a_1^{}`$ and $`a_1a_1^{}`$. For information sets in general, it can be shown that the following is a sufficient condition for inclusion in the partial coherence ordering: $`P`$ and $`P^{}`$ are such that (i) $`a_i/a_i^{}<a_0/a_0^{}<1`$, or, (ii) $`a_i/a_i^{}>a_0/a_0^{}>1`$, for $`i=1,\mathrm{},n1`$.

We provide an example of this condition for information pairs. Suppose that we are trying to locate a corpse of a murder somewhere in Tokyo. We draw a grid of $`100`$ squares over the map of the city so that it is equally probable that the murder occurred in each grid. We interview two independent less-than-fully-reliable sources. Source $`1`$ reports that the corpse is somewhere in squares $`41`$ to $`60`$ and source $`2`$ reports that the corpse is somewhere in squares $`51`$ to $`70`$. In this case, $`a_0=.10`$ and $`a_1=.20`$. This our base case. Now consider alternate case $`A`$ in which source $`1`$ reports squares $`50`$ to $`60`$ and source $`2`$ reports squares $`51`$ to $`61`$. In this case, $`a_0^{}=.10`$ and $`a_1^{}=.02`$. The information set in alternate case $`A`$ is clearly more coherent than in the base case. Notice that the condition for a partial ordering is indeed satisfied. But now consider alternate case $`B`$: source $`1`$ reports squares $`26`$ to $`60`$ and source $`2`$ reports squares $`41`$ to $`75`$. In this case $`a_0^{\prime \prime }=.20`$ and $`a_1^{\prime \prime }=.30`$. Is the information set in alternate case $`B`$ more coherent than in the base case? The proportion of the reported squares that overlap in each report is greater in the alternate case, which suggests that there is more coherence. But on the other hand, the price of getting more proportional overlap is that the overlapping area is less precise and that both sources make a much broader sweep over the map, suggesting less coherence. Indeed, in this case, we cannot pass judgment whether the information set in alternate case $`B`$ is more coherent than in the base case. Notice that the condition for a partial ordering is indeed not justified.

## Belief Expansion

Suppose that we acquire various items of background information from various sources and that our degree of confidence in the content of the information set is sufficiently high to believe the information. Now a new item of information is being presented. Are we justified to add this new item of information to what we already believe? The answer to this question has something to do (i) with the reliability of the information source as well as (ii) with the plausibility of the new information, given what we already believe, or in other words, with how well the new information coheres with the background information. The more reliable the source is, the less plausible the new information needs to be, given what we already believe, to be justified to add the new information. The more plausible the new information is, given what we already believe, the less reliable the source needs to be, to be justified to add the new information. The challenge is: can a precise account of this relationship be provided?

Our approach is markedly different from AGM belief revision. In the AGM approach, the question is not whether to accept new information or not, but rather, once we have made the decision to accept the new information, how we should revise our beliefs in the face of inconsistency (Makinson 1997, Olsson 1997). Our approach shares a common motivation with the program of non-prioritized belief revision. According to Hansson (1997), we may not be willing to accept the new information because “it may be less reliable (…) than conflicting old information.” Makinson (1997) writes that “we may not want to give top priority to new information (…) we may wish to weigh it against old material, and if it is really just too far-fetched or incredible, we may not wish to accept it.” However, whereas the program of non-prioritized belief revision operates within a logicist framework, we construct a probabilistic model. The cost of this approach is that it is informationally more demanding. The benefit is that it is empirically more adequate, because it is sensitive to degrees of reliability and coherence and to their interplay in belief acceptance. In non-prioritized belief revision, the reliability of the sources does not enter into the model itself and the lack of coherence of an information set is understood in terms of logical inconsistency, which is only a limiting case in our model. To introduce the approach, we address the question of belief expansion. We believe that our model also carries a promise to handle belief revision in general, but this project is beyond the scope of this paper.

We need to make some simplifying assumptions about the origin of the background information and the new information: (a) the propositions in the background information are provided by independent sources, which are (b) less than fully reliable, (c) equally reliable as the new source, and (d) independent of the new source.

Our background information is contained in $`\{\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{n}\}`$. Now suppose that we have a certain threshold level for belief and that the degree of confidence for the background information after having received a report to this effect from independent less than fully reliable sources is right at this level. (This stipulation is not required if we model actual cases by means of Bayesian Networks.) Now we are handed a new item of information $`\mathrm{R}_{\mathrm{n}+1}`$ by an independent less than fully reliable source. Then we will expand our belief set from $`\{\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{n}\}`$ to $`\{\mathrm{R}_1,\mathrm{},\mathrm{R}_{\mathrm{n}+1}\}`$ if and only if

$`P(\mathrm{R}_1,\mathrm{},\mathrm{R}_{\mathrm{n}+1}|\mathrm{REPR}_1,\mathrm{},\mathrm{REPR}_{\mathrm{n}+1})`$
$`P(\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{n}|\mathrm{REPR}_1,\mathrm{},\mathrm{REPR}_\mathrm{n}).`$ (7)
Our sources are independent:

$$REPR_iR_j,REPR_j|R_i\mathrm{for}ij;i,j=1,\mathrm{},n+1$$
(8)
(4) defines an acceptance measure for an information set:

$$e_x(\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{m})=P^{}(\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{m})=\frac{a_0}{_{i=0}^ma_ix^i}$$
(9)
Considering (6) and (9), we can define this acceptance measure in terms of the reliability-relative coherence measure $`c_x`$, provided that $`a_00`$:

$$e_x(\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{m})=\frac{a_0}{a_0+\overline{a}_0x^m}c_x(\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{m})$$
(10)
¿From (Belief Expansion) and (9), it follows that we can expand our belief set with a new item of information if and only if

$$e_x(\mathrm{R}_1,\mathrm{},\mathrm{R}_{\mathrm{n}+1})e_x(\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{n}).$$
(11)
We can make the following two observations:

1. From (9) and (11), it is clear that whether we can expand our beliefs or not, is a complex function of the reliability of the sources and the dependence of new on earlier information as expressed in the probability distribution over the variables $`R_1,\mathrm{},R_{n+1}`$. The reliability of the sources is reflected in the likelihood ratio $`x`$ and the dependence of new on earlier information is reflected in the series $`a_0,\mathrm{},a_n`$ for $`e_x(\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{n})`$ and in the series $`a_0^{},\mathrm{},a_{n+1}^{}`$ for $`e_x(\mathrm{R}_1,\mathrm{},\mathrm{R}_{\mathrm{n}+1})`$.
2. From (10), it is clear that the acceptance measure is a weighted reliability-relative coherence measure. The weight tends to 1 for smaller values of $`x`$, i.e. for more reliable sources, and for greater values of $`n`$, i.e. for larger information sets, so that the acceptance measure will coincide with $`c_x`$. We have shown that this measure lets us construct a coherence ordering over a pair of information $`n`$-tuples, if certain conditions are met. We conjecture that such an ordering can also be constructed over pairs containing an information $`n`$-tuple and an expansion of this $`n`$-tuple, i.e. over pairs of the form $`\{\{\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{n}\},\{\mathrm{R}_1,\mathrm{},\mathrm{R}_{\mathrm{n}+1}\}\}`$, if certain conditions are met. Contingent on this conjecture, we can make a substantial point: if there exists a determinate answer to the relative coherence of the old and the new information sets, then the more reliable the sources are and the larger the information set is, the more the question of belief expansion is determined by whether the new information set is or is not more coherent than the old information set, and not by the reliability of the sources.

The acceptance measure depends, at least to some extent, on the value of the likelihood ratio $`x`$. But what, one might ask, should we do when we have no clue whatsoever about the reliability of the sources, except that they are better than mere randomizers and yet less than fully reliable? Let us model our limited knowledge as a uniform distribution over the values $`p`$ and $`q`$ under the constraint that $`p>q`$. Then we can construct the following averaged acceptance measure:

$`E(\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{m})`$ $`=`$ $`{\displaystyle _0^1}{\displaystyle _0^p}e_{q/p}(\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{m})𝑑q𝑑p`$ (12)
$`=`$ $`{\displaystyle _0^1}e_x(\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{m})𝑑x`$
We can formulate a general criterion for belief acceptance: when we have limited knowledge about the reliability of our information sources, we can expand our belief set from $`\{\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{n}\}`$ to $`\{\mathrm{R}_1,\mathrm{},\mathrm{R}_{\mathrm{n}+1}\}`$ if and only if

$$E(\mathrm{R}_1,\mathrm{},\mathrm{R}_{\mathrm{n}+1})E(\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{n}).$$
(13)
## Bayesian Networks

Bayesian Networks represent (conditional) independences between variables and when implemented on a computer they perform complex probabilistic calculations at the touch of a keystroke. We are assuming here that the reader has some familiarity with Bayesian Networks (Cowell et. al. 1999, Jensen 1996, Neapolitan 1990, Pearl 1988).

We construct a Bayesian Network that permits us to read off the reliability-relative coherence measure of an information set $`\{\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{n}\}`$ in Figure $`1`$. First, we construct a Bayesian Network with nodes for the variables $`R_1,\mathrm{},R_n`$ which represents the marginal probability distribution over these variables. Then we add nodes for the variables $`REPR_1,\mathrm{},REPR_n`$ and draw in an arrow from each node for the variable $`R_i`$ to the node for the variable $`REPR_i`$ and specify the conditional probabilities in (2) for each arrow. By the standard criterion of $`d`$-separation, we can now read off the conditional independences in (1) from the network. Subsequently, we construct a node for the variable $`R_1\&\mathrm{}\&R_n`$: we draw in the arrows and specify conditional probabilities such that $`\mathrm{R}_1\&\mathrm{}\&\mathrm{R}_\mathrm{n}`$ holds if and only if $`\mathrm{R}_1,\mathrm{},`$ and $`\mathrm{R}_\mathrm{n}`$ hold. We can now read off $`P^{}(\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{n})`$: it is the probability of $`\mathrm{R}_1\&\mathrm{}\&\mathrm{R}_\mathrm{n}`$ after instantiating $`\mathrm{REPR}_1,\mathrm{},\mathrm{REPR}_\mathrm{n}`$. To read off $`P^{max}(\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{n})`$, more construction is needed. Notice that $`P^{max}(\mathrm{R}_\mathrm{i})=P^{max}(\mathrm{R}_1\&\mathrm{}\&\mathrm{R}_\mathrm{n})`$ for $`\mathrm{i}=1,\mathrm{},\mathrm{n}`$ in the counterfactual case of maximal coherence, is equal to $`P(\mathrm{R}_1\&\mathrm{}\&\mathrm{R}_\mathrm{n})`$ in the actual case where the information set may not be maximally coherent. Hence $`P^{max}(\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{n})`$ is the posterior joint probability of $`\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{n}`$, had we been informed in the actual case by $`n`$ less than fully reliable independent sources that $`\mathrm{R}_1\&\mathrm{}\&\mathrm{R}_\mathrm{n}`$. So we add nodes for the variables $`REP_i\&R`$ (whose positive values states that the $`i`$-th source informs us that $`\mathrm{R}_1\&\mathrm{}\&\mathrm{R}_\mathrm{n}`$), draw in the proper arrows and specify the proper conditional probabilities. We can now read off $`P^{max}(\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{n})`$: it is the probability of $`\mathrm{R}_1\&\mathrm{}\&\mathrm{R}_\mathrm{n}`$ after instantiating $`\mathrm{REP}_1\&\mathrm{R},\mathrm{},\mathrm{REP}_\mathrm{n}\&\mathrm{R}`$. The measure $`c_x(\mathrm{R}_1\&\mathrm{}\&\mathrm{R}_\mathrm{n})`$ follows by (6).

We construct a Bayesian Network in Figure $`2`$ to determine whether belief expansion is warranted or not. The construction of the nodes for the variables $`R_1,\mathrm{},R_{n+1}`$ and $`REPR_1,\mathrm{},REPR_{n+1}`$ should be clear from our construction of the Bayesian Network in Figure $`1`$. This part of the Bayesian Network respects the conditional independences in (8). Now we add a node for the variable $`R_1\&\mathrm{}\&R_n`$ and a node for the variable $`R_1\&\mathrm{}\&R_{n+1}`$ and specify the conditional probabilities so that $`\mathrm{R}_1\&\mathrm{}\&\mathrm{R}_\mathrm{n}`$ holds if and only if $`\mathrm{R}_1,\mathrm{},`$ and $`\mathrm{R}_\mathrm{n}`$ hold and $`\mathrm{R}_1\&\mathrm{}\&\mathrm{R}_{\mathrm{n}+1}`$ holds if and only if $`\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{n}`$ and $`\mathrm{R}_{\mathrm{n}+1}`$ hold. We instantiate $`\mathrm{REPR}_1,\mathrm{},\mathrm{REPR}_\mathrm{n}`$ and propagate the evidence throughout the network. We can now read off the acceptance measure $`e_x(\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{n})`$ which is the posterior probability of $`\mathrm{R}_1\&\mathrm{}\&\mathrm{R}_\mathrm{n}`$. To raise the question of belief expansion, this value should be greater than or equal to our threshold value for belief. Subsequently, we instantiate $`\mathrm{REPR}_{\mathrm{n}+1}`$ and propagate the evidence throughout the network. We can now read off the acceptance measure $`e_x(\mathrm{R}_1,\mathrm{},\mathrm{R}_{\mathrm{n}+1})`$ which is the posterior probability of $`\mathrm{R}_1\&\mathrm{}\&\mathrm{R}_{\mathrm{n}+1}`$. Depending on our treshold value for belief, we can determine whether we are justified to expand our beliefs with the proposition $`\mathrm{R}_{\mathrm{n}+1}`$.

It is easy to see how the idealizations can be relaxed in the networks. We can stipulate alternative reliability parameters for the sources. We can let one source report on two items of information. We can add arrows between the $`REPR_i`$ variables or between some $`REPR_i`$ and $`R_j`$ variables (for $`ij`$) to model certain types of dependence between the sources. It suffices that $`P(\mathrm{R}_1,\mathrm{},\mathrm{R}_\mathrm{n})`$ is equal to or greater than the threshold value for belief. Furthermore, even if $`P(\mathrm{R}_1,\mathrm{},\mathrm{R}_{\mathrm{n}+1})`$ is below the threshold value for belief, the model yields a marginal probability distribution over $`R_1,\mathrm{},R_n`$. Hence, the general question of belief revision becomes a question of defining a function which maps joint probability distributions over a set of propositional variables into sets of propositions that are values of a subset of these variables and that can reasonably be believed. Defining such a function is beyond the scope of this paper.

## Conclusion

(i) We have designed a procedure to determine a partial coherence ordering over a set of information sets of size $`n`$. If one information set is more coherent than another on this ordering, then our degree of confidence in the content of the former set will be greater than in the content of the latter set, after having been informed by independent and less than fully reliable sources, ceteris paribus. (ii) We have designed a probabilistic criterion for (non-prioritized) belief expansion, which determines whether it is rational to believe new information, considering how reliable the sources are and how well the new information coheres with the old information. (iii) If either the sources are sufficiently reliable or the information set sufficiently large, then the question of belief expansion is largely determined by whether the expanded information set is more coherent than the original information set (provided that there exists an ordering of this pair of information sets), and only marginally by the reliability of the sources. (iv) We have shown how a coherence ordering over information sets can be constructed by means of Bayesian Networks and how belief expansion can be modeled by means of Bayesian Networks in an empirically adequate manner.

Acknowledgments. Thanks to Erik Olsson and the NMR referees for discussion, comments or suggestions. The research was supported by the Alexander-von-Humboldt Foundation and the German-American Council Foundation.

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