math-skill 2.0.1 → 2.1.0

package/skills/probability-statistics/SKILL.en.md

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+---
+name: probability-statistics
+description: |
+  Trigger when a problem involves quantifying uncertainty, probability distributions, Bayesian inference, hypothesis testing, regression modeling, experimental design, causal effect estimation; or designing probabilistic mechanisms for random algorithms/sampling/quantization/training dynamics.
+---
+
+# Probability & Statistics
+
+> "Uncertainty is quantifiable -- probability is not just a mathematical formula, but a way to understand the random world. Quantifying uncertainty, extracting patterns from data, and making rational inferences and decisions."
+>
+> -- Probability Theory, Mathematical Statistics
+
+## Core Principle
+
+**The world is full of uncertainty. Rational decision-making is not the pursuit of certainty, but the pursuit of expected-value-optimal choices under uncertainty -- probability is quantified belief, and data is quantified evidence.**
+
+> **Mathematical Formalization**
+>
+> A probability space $(\Omega, \mathcal{F}, P)$ is defined by the Kolmogorov axioms: (1) **Non-negativity** $P(A) \ge 0$; (2) **Normalization** $P(\Omega) = 1$; (3) **Countable additivity**: for a countable family of mutually disjoint events $A_i$, $P(\cup_i A_i) = \sum_i P(A_i)$. From these follow the complement rule $P(A^c)=1-P(A)$ and the law of total probability $P(B)=\sum_i P(B|A_i)P(A_i)$.
+>
+> **Bayesian updating**: $P(\theta|D) = P(D|\theta)\cdot P(\theta)/P(D)$; prior -> likelihood -> posterior; the posterior becomes the new prior upon encountering new data.
+>
+> **Expectation and variance**: $E[X] = \sum x\cdot P(x)$ (discrete) or $\int x\cdot f(x)\,dx$ (continuous); $\text{Var}(X) = E[(X-\mu)^2] = E[X^2] - (E[X])^2$.
+>
+> **Law of Large Numbers / CLT**: As $n \to \infty$, the sample frequency $f/n \to P(A)$ and the sample mean $\bar{X} \to \mu$ (convergence in probability); $\sqrt{n}\cdot(\bar{X} - \mu)/\sigma \xrightarrow{d} N(0,1)$, so the superposition of many independent small factors tends toward normality.
+>
+> **Bias-variance trade-off**: Total error $= \text{Bias}^2 + \text{Variance} + \sigma^2$ (irreducible noise).
+
+## GPU-Friendliness (Cross-Cutting Check)
+
+When probabilistic methods are used for **random algorithm / sampling / training dynamics design**, they must pass the eight-dimensional gate in `../../references/gpu-friendly-math.md`:
+
+- **Batch sampling / Monte Carlo**: i.i.d. sampling is naturally parallelizable and GEMM-friendly (reparameterization trick, Gumbel-Softmax); viable in low precision, but RNG state and cross-device consistency must be managed.
+- **MLE / log-likelihood**: Element-wise likelihood is fusible and batchable (friendly); softmax cross-entropy should use logsumexp for numerical stability.
+- **Exact Bayesian integration / marginalization**: In high dimensions, the normalization constant $Z=P(D)$ and marginalization of $P(\theta|D)\propto P(D|\theta)P(\theta)$ admit no closed form -- adapt to **MCMC (HMC/NUTS) / variational inference ELBO** (see `../../references/books/optimization-ml.md`).
+- **Large posterior tables / covariances**: Incomputable -- use mean-field / low-rank factorized approximations (see `../../references/books/matrix-analysis.md`).
+- **Anti-patterns**: Sample-sequential MCMC, exact inference requiring global normalization, "beautiful but incomputable" high-dimensional integrals.
+
+Eight-dimensional minimum assessment (formal terms): **Tensorization** -- whether samples, particles, and distribution parameters can be batched; **GEMM-mappability** -- whether likelihood, regression, and covariance computations fall into matrix operations; **Complexity** -- number of sampling steps, integration dimension, posterior table size; **Memory & KV-Cache** -- whether particles, covariances, and sufficient statistics can be low-rank / streaming; **Low-precision stability** -- logsumexp, probability normalization, tail probabilities; **Parallelism & communication** -- RNG and cross-device reductions; **Sparse structure** -- whether the graphical model / covariance is structured; **Operator fusion** -- whether sampling, scoring, and normalization can be fused.
+
+> Cross-reference `../../references/books/optimization-ml.md` (variational / SAA / stochastic optimization) and `../../references/books/matrix-analysis.md` (low-rank covariance).
+
+## When NOT to Use
+
+- **Deterministic problems** (the answer is known or obtainable by deductive reasoning) -- probabilistic tools are unnecessary.
+- **Extremely small sample sizes ($n < 5$) that cannot be increased** -- one should report the data itself rather than draw inferences.
+- **Purely qualitative descriptive needs** -- data analysis is not required.
+- **Causal mechanisms are already well-established and require no probabilistic modeling** -- use deterministic causal chains directly.
+- **Data is entirely missing or severely corrupted** -- no meaningful statistical operations can be performed.
+
+## When to Use
+
+- Reviewing whether the statistical methods in a paper / experiment are correct and whether conclusions are significant.
+- Experimental data analysis, significance testing, effect-size assessment, regression modeling, and prediction.
+- Experimental design and power analysis (randomization, blocking, factorial designs).
+- Causal effect estimation (DAG + back-door criterion / do-calculus).
+- Bayesian inference and prior-posterior updating, goodness-of-fit tests ($\chi^2$/F).
+- **Designing probabilistic mechanisms for random algorithms / sampling / quantization / training dynamics** (Monte Carlo, reparameterization, probabilistic quantization) and evaluating their GPU viability.
+
+## Method
+
+### Step 1: Define the Random Phenomenon
+Identify the **random variable $X$** (the quantity to be measured), the **sample space $\Omega$** (all possible outcomes), the **event space $\mathcal{F}$** ($\sigma$-algebra on $\Omega$: contains $\Omega$, closed under complementation, closed under countable union), and the **probability measure $P$**: $\Omega\to[0,1]$ (satisfying the Kolmogorov axioms). Distinguish between discrete and continuous random variables.
+
+### Step 2: Choose the Probability Model
+Select a distribution based on data type, sample size, and physical mechanism:
+
+| Distribution | Use Case | Key Parameters |
+|---|---|---|
+| Binomial | Number of successes in $N$ independent Bernoulli trials | $n, p$ |
+| Poisson | Count of rare events per unit time/space | $\lambda$ (mean rate) |
+| Normal | Superposition of many independent small factors (CLT) | $\mu, \sigma^2$ |
+| Exponential | Waiting times; memoryless property $P(X>t+s\|X>s)=P(X>t)$ | $\lambda$ (rate) |
+| Bayesian | Prior + likelihood -> posterior; incremental belief updating | Prior parameters, likelihood function |
+| Student's $t$ | Small-sample mean inference; heavier tails than normal | $df = n - 1$ |
+| $\chi^2$ | Goodness-of-fit tests, contingency tables, variance estimation | $df$ |
+| $F$ | Comparing two variances, ANOVA | $df_1, df_2$ |
+| Uniform | Equally likely events, non-informative default | $a, b$ |
+
+Selection principles: discrete vs. continuous; large samples tend toward normal (use $t$ for small samples); physical mechanism (Poisson = rare independent events, Exponential = waiting times).
+
+### Step 3: Collect Data
+Verify that the **sample size** is sufficient (power analysis determines the minimum $n$), check for **sample bias** (selection / survivorship / voluntary response bias), assess **data quality** (measurement error / missing values / outliers), examine the **collection method** (random sampling vs. convenience sampling), and identify **block structure**. Representativeness is more important than volume -- a biased large sample is more dangerous than an unbiased small one.
+
+### Step 4: Statistical Inference
+**Point estimation / MLE**: $\hat{\theta} = \arg\max_\theta L(\theta;x)$, where $L(\theta;x)=f(x|\theta)$; asymptotically normal and asymptotically efficient for large samples. **Confidence intervals** provide an interval estimate at a given confidence level (e.g., 95%); the frequentist interpretation is that 95% of such intervals from repeated sampling contain the true value. **Hypothesis testing**: $H_0$ vs. $H_1$; p-value $= P(\text{data this extreme or more} \mid H_0)$; reject $H_0$ if $p < \alpha$. **Bayesian updating**: $P(\theta|D) = P(D|\theta)\cdot P(\theta)/P(D)$.
+
+### Step 5: Regression Modeling
+**Linear regression**: $Y = \beta_0 + \beta_1 X + \varepsilon$, $\varepsilon \sim N(0,\sigma^2)$; least-squares estimate $\hat{\beta} = (X^TX)^{-1}X^TY$; assumptions include linearity, independence, homoscedasticity, and normality of residuals. **Multiple / logistic regression**: $P(Y=1|X) = 1/(1+e^{-(\beta_0+\sum\beta_i X_i)})$; MLE estimation yields output probabilities. **Model selection**: AIC $= -2\ln L + 2k$ (favors predictive fit), BIC $= -2\ln L + k\cdot\ln n$ (favors parsimony), adjusted $R^2 = 1 - (1-R^2)(n-1)/(n-k-1)$. **Bias-variance trade-off**: Total error $= \text{Bias}^2 + \text{Variance} + \sigma^2$; use cross-validation to select complexity.
+
+### Step 6: Experimental Design
+**Randomization** ensures that treatment and control groups are equal in expectation on all variables (known and unknown). **Blocking** groups similar units together and compares within blocks to reduce confounding variation. **Power analysis**: $\text{Power} = 1 - \beta = P(\text{reject } H_0 \mid H_1 \text{ is true})$; given effect size $\delta$ and $\alpha$, compute the minimum required $n$; low power implies high false-negative rate. **Factorial designs**: $2^k$ designs study $k$ factors and their interactions simultaneously.
+
+### Step 7: Causal Inference
+**Confounding variables**: $Z$ affects both $X$ and $Y$, so $P(Y|X) \neq P(Y|do(X))$; without adjustment, the estimated effect is biased. **DAGs**: Nodes represent variables, arrows represent direct causal effects; identify back-door and mediating paths. **Do-calculus / back-door criterion**: If $S$ blocks all back-door paths from $X$ to $Y$ and contains no descendants of $X$, then $P(Y|do(X)) = \sum_s P(Y|X,S=s)\cdot P(S=s)$. **Randomization** directly blocks all back-door paths and is the gold standard for causal effect estimation.
+
+### Step 8: Interpret Results
+Distinguish **statistical significance** from **practical significance** ($p<0.05$ does not mean the effect is large; with large samples, even tiny differences become "significant"). Report **effect sizes**: Cohen's $d = (\mu_1-\mu_2)/\sigma$, odds ratio $= (P_1/(1-P_1))/(P_2/(1-P_2))$. Remember that **correlation does not imply causation** ($P(Y|X) \neq P(Y|do(X))$) and beware of **multiple comparisons** (for $m$ tests, the expected number of false positives is $m\cdot\alpha$; apply Bonferroni $\alpha_{\text{adj}}=\alpha/m$ or BH-FDR correction).
+
+### Step 9: Quantify Uncertainty
+Provide **confidence intervals** (frequentist: repeated-sampling coverage) or **credible intervals** (Bayesian: the probability that the parameter lies in this interval); state the reliability and statistical power of conclusions; identify sources of residual uncertainty (model assumptions, measurement error, unobserved confounders); report effect-size intervals rather than point estimates alone.
+
+## Common Errors
+
+| Error | Critique | Correct Approach |
+|---|---|---|
+| Treating the p-value as truth | $p=0.05$ does not mean "95% certainty"; it is the probability of observing this data or more extreme data under $H_0$ | Understand $p = P(\text{data or more extreme} \mid H_0)$ |
+| Confusing probability with frequency | Probability is a theoretical quantity $P(A)$; frequency is an empirical quantity $f(A)/n$ | Connect them via the law of large numbers: $f/n \to P$ as $n\to\infty$ |
+| Neglecting prior probabilities | Base-rate neglect: focusing only on new evidence while ignoring background probability; especially dangerous for rare-disease screening | Bayesian reasoning: $P(H\|E) = P(E\|H)\cdot P(H)/P(E)$ |
+| Survivorship bias | Looking only at survivors truncates the sample space | Consider the full sample space $\Omega$, including failures |
+| Small-sample trap | "Patterns" from $n=3$ are unreliable; variance estimates are unstable | Check sample size, compute power, use the $t$-distribution |
+| Confusing correlation with causation | Correlation between two variables does not mean one causes the other | Search for confounders; use DAGs + back-door criterion |
+| Ignoring regression to the mean | After extreme performance, values tend to regress toward $E[X]$ | Use regression analysis rather than intuitive trend judgment |
+| Using the normal distribution instead of $t$ for small samples | For $n<30$, the normal approximation underestimates uncertainty | Use the $t$-distribution with $df=n-1$ for $n<30$ |
+| Confusing AIC with BIC | AIC favors predictive fit; BIC favors parsimony | Use AIC for prediction, BIC for explanation |
+| Inferring causation from observational data | Without randomization, confounding cannot be eliminated; $P(Y\|X) \neq P(Y\|do(X))$ | Apply DAG + back-door criterion adjustment, or restrict claims to association only |
+| Ignoring multiple-comparison corrections | For $m$ tests, the expected number of false positives is $m\cdot\alpha$ | Apply Bonferroni $\alpha/m$ or BH-FDR |
+| Ignoring power and effect size | Low power may fail to detect a real effect; reporting only $p$ without effect size is incomplete | Compute required sample size before the study; report Cohen's $d$ / odds ratio |
+| Exact integration / large posterior tables are incomputable | High-dimensional normalization $Z=P(D)$ and marginalization have no closed form; sample-sequential MCMC is not parallelizable | Use MCMC / variational ELBO / low-rank approximations; pass the GPU eight-dimensional gate |
+
+## Operating Procedure
+
+When this skill is triggered, the output must include:
+
+1. **Random variable definitions**: `[Variable]: [Meaning] [Type: Discrete / Continuous]`, specifying the sample space $\Omega$ and event space $\mathcal{F}$
+2. **Probability model**: `[Distribution]: [Choice] because [Reason]`, noting $df$ or key parameters
+3. **Data assessment**: `[Sample size]: N, [Bias check]: [Result], [Collection method]: [Random / Convenience]`
+4. **Statistical inference**: `[Estimate]: [\hat{\theta}], [Confidence interval]: [a,b], [p-value]: [value], [Method]: [MLE / Bayesian]`
+5. **Regression / experimental design (if applicable)**: `[Model]: [Linear / Logistic] [Coefficients]: [\hat{\beta}] [Criterion]: [AIC / BIC]`; `[Design]: [Randomization / Block / Factorial] [Power]: [Power] [Minimum n]: [n]`
+6. **Causal assessment (if applicable)**: `[DAG]: [Paths], [Confounders]: [List], [Adjustment set]: [S], [Causal effect]: [P(Y|do(X))]`
+7. **Effect size and uncertainty**: Cohen's $d$ / odds ratio with confidence intervals, statistical power, and residual uncertainty
+8. **Bias check**: Systematically review the common-errors table, marking each as "None found" or "Warning: [issue found]"
+9. **[GPU viability]** (if used for random algorithms / sampling / training): Whether inference requires sampling / variational approximation; pass the eight-dimensional gate; label as friendly / amenable to adaptation / anti-pattern, with adaptation recommendations
+10. **Action recommendations**: Explicitly state "Next, I will..."
+
+**Output must not consist of analysis alone without conclusions.**
+
+## Relations to Other Skills
+
+- **Modeling**: Probabilistic models are essential modeling tools -- uncertainty requires a probabilistic framework.
+- **Optimization**: Optimization under uncertainty requires expected-value optimization or robust optimization; stochastic optimization / SAA converts expected objectives to deterministic approximations.
+- **Induction and analogy**: Discovering patterns in data is the probabilistic version of inductive reasoning.
+- **Logic and deduction**: Classical logic is deterministic; probabilistic logic is its generalization to uncertainty.
+- **Causal inference**: $P(Y|X)$ is a statistical association; $P(Y|do(X))$ is a causal effect; causal claims require mechanistic assumptions (DAGs) and cannot be derived from data alone.
+- **Information theory**: Entropy $H(X)=-\sum P(x)\ln P(x)$ quantifies uncertainty; information gain $I(X;Y)=H(X)-H(X|Y)$; the maximum-entropy principle selects the distribution that maximizes entropy subject to constraints.
+- **Modern mathematics activation**: `../../references/books/optimization-ml.md` (stochastic optimization / SAA, variational inference ELBO), `../../references/books/matrix-analysis.md` (low-rank covariance, factorized approximations).

package/skills/probability-statistics/SKILL.md

@@ -5,6 +5,8 @@ description: |
   English: Trigger when a problem involves quantifying uncertainty, probability distributions, Bayesian inference, hypothesis testing, regression modeling, experimental design, causal effect estimation; or designing probabilistic mechanisms for random algorithms/sampling/quantization/training dynamics.
 ---
 
+> **语言路由**：若用户消息为英文，请读取并遵循同目录下的 `SKILL.en.md`，按其操作规程以英文输出；中文消息则继续使用本文件。
+
 # 🎲 概率与统计 / Probability & Statistics
 
 > "不确定性是可量化的——概率不只是数学公式，而是理解随机世界的方式。量化不确定性，从数据中提取规律，做出理性的推断和决策。"

package/skills/probability-statistics/original-texts.en.md

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+# Mathematical Sources and Classic Texts
+
+## Bayes' Theorem (Bayes, 1763)
+
+> P(H|E) = P(E|H) × P(H) / P(E)
+>
+> Posterior = Likelihood × Prior / Evidence
+
+**Meaning**: When we observe new evidence E, our belief about hypothesis H is updated from the prior P(H) to the posterior P(H|E).
+
+**The core of Bayesian thinking**:
+1. Start with a belief (prior probability)
+2. Observe data (evidence)
+3. Update the belief (posterior probability)
+4. Repeat the process
+
+**Mathematical background**: Thomas Bayes's paper "An Essay towards solving a Problem in the Doctrine of Chances" was published posthumously in 1763 by Richard Price. Bayes' theorem is essentially a rearrangement of the definition of conditional probability P(A∩B) = P(A|B)P(B) = P(B|A)P(A), yet its philosophical significance far transcends the mathematics itself — it provides a rigorous mathematical framework for "learning from data."
+
+## Law of Large Numbers (Bernoulli, 1713)
+
+> As the number of trials n approaches infinity, the sample mean converges in probability to the expected value.
+
+**Meaning**: A single observation is unreliable, but a large number of observations reveals the true pattern. This is the theoretical foundation of statistical inference.
+
+**Mathematical background**: Jacob Bernoulli proved the weak law of large numbers in *Ars Conjectandi* (1713): for any ε>0, P(|X̄ₙ - μ| ≥ ε) → 0. Borel (1909) and Kolmogorov subsequently strengthened this to the strong law of large numbers — almost sure convergence: P(lim X̄ₙ = μ) = 1.
+
+## Central Limit Theorem (De Moivre-Laplace, 1733 – Lindeberg-Feller, 20th century)
+
+> The sum of a large number of i.i.d. random variables is approximately normally distributed, regardless of the original distribution.
+
+**Meaning**: The normal distribution is ubiquitous because it is the natural result of "the superposition of many small factors."
+
+**Mathematical background**: De Moivre (1733) first discovered the normal approximation to the binomial distribution; Laplace (1810) generalized it to the general case. The Lindeberg-Feller conditions give the most precise convergence conditions for independent but non-identically distributed settings. Lyapunov (1901) introduced the characteristic function approach, which became a core tool of modern probability theory.
+
+## Kolmogorov Axioms (1933)
+
+> The foundational axioms of probability theory:
+> 1. Non-negativity: P(A) ≥ 0
+> 2. Normalization: P(Ω) = 1
+> 3. Countable additivity: If A₁, A₂, ... are mutually disjoint, then P(∪Aₖ) = ΣP(Aₖ)
+
+**Meaning**: Probability is defined as a measure — probability theory thereby became a rigorous branch of mathematics rather than a collection of empirical rules.
+
+**Mathematical background**: In *Grundbegriffe der Wahrscheinlichkeitsrechnung* (1933), Andrey Kolmogorov embedded probability theory within the measure-theoretic framework (Ω, F, P), i.e., the triple of sample space, event space (σ-algebra), and probability measure. This axiomatization gave precise definitions to concepts such as the law of large numbers, conditional probability, and random variables, and is the cornerstone of modern probability theory.
+
+## Neyman-Pearson Lemma (1928/1933)
+
+> At a given significance level α, the likelihood ratio test is the most powerful test:
+> Reject H₀ when L(x|H₁)/L(x|H₀) > k, where k is determined by α.
+
+**Meaning**: Statistical testing is not a matter of subjective judgment; it can be made optimal under the constraint of "controlling the probability of error."
+
+**Mathematical background**: Jerzy Neyman and Egon Pearson systematized hypothesis testing theory between 1928 and 1933, introducing the concepts of Type I error (α, false positive), Type II error (β, false negative), and test power (power = 1-β). The Neyman-Pearson lemma proves the optimality of the likelihood ratio test in the simple-vs-simple hypothesis setting. This framework became the standard paradigm for modern statistical testing.
+
+## Fisher's Statistical Inference (1920s–1930s)
+
+- **Maximum likelihood estimation**: Choose the parameter θ̂ = argmax L(θ; x) that maximizes the probability of observing the data
+- **p-value**: The probability of observing the current or more extreme data under the assumption that the null hypothesis is true
+- **Significance testing**: Deciding whether to reject the null hypothesis via the p-value
+- **Sufficiency principle**: A statistic T(X) is sufficient if P(X|T) does not depend on θ
+
+**Mathematical background**: R.A. Fisher's contributions extend far beyond the p-value. He proposed criteria for evaluating estimators such as consistency and efficiency; Fisher information I(θ) = E[(∂log L/∂θ)²] measures the information content of data about the parameter and is closely linked to the Cramér-Rao lower bound: Var(θ̂) ≥ 1/I(θ).
+
+## Fisher's Experimental Design (1935)
+
+> Randomization does not ignore causality — it makes causal inference possible.
+
+**Meaning**: The credibility of a scientific experiment comes not from "precise control" but from "random assignment."
+
+**Mathematical background**: In *The Design of Experiments* (1935), Fisher proposed three fundamental principles — randomization, blocking, and factorial designs. Randomization ensures that estimates of treatment effects are free from systematic bias; blocking controls for known nuisance variables; factorial designs such as 2² and 2³ allow simultaneous estimation of multiple main effects and interaction effects, far more efficient than one-factor-at-a-time experimentation.
+
+## Student's t-Distribution (Gosset, 1908)
+
+> When the sample size n is small and the population standard deviation is unknown:
+> t = (X̄ - μ) / (S/√n), which follows a t(n-1) distribution.
+
+**Meaning**: Small samples cannot be approximated directly by the normal distribution — the t-distribution has heavier tails, reflecting the additional uncertainty from estimating the standard deviation itself.
+
+**Mathematical background**: William Sealy Gosset published this result under the pen name "Student" in 1908. He worked at the Guinness brewery and could not use his real name due to confidentiality requirements. The t-distribution is the ratio of a standard normal to √(χ²/(n-1)), and converges to the normal distribution as n→∞. Fisher (1925) provided a rigorous proof and generalized the result.
+
+## Chi-Squared Test (Karl Pearson, 1900)
+
+> χ² = Σ(Oₖ - Eₖ)² / Eₖ, which approximately follows a χ²(k-1-p) distribution under the null hypothesis.
+
+**Meaning**: Does the discrepancy between observed and expected frequencies exceed what can be explained by random fluctuation?
+
+**Mathematical background**: Karl Pearson proposed the goodness-of-fit test in 1900, the first formal statistical test. The degrees-of-freedom correction to k-1-p (where k is the number of categories and p is the number of estimated parameters) was completed by Fisher (1922). The χ² test is widely used in contingency table independence testing, distribution fitting, and related areas.
+
+## Regression and Least Squares (Legendre 1805, Gauss 1809)
+
+> min Σ(yₖ - (a + bxₖ))² → least squares estimate β̂ = (X'X)⁻¹X'y
+
+**Meaning**: Among all fitted lines, least squares minimizes the sum of squared residuals; under the assumption of normal errors, it is equivalent to maximum likelihood estimation.
+
+**Mathematical background**: Legendre (1805) was the first to publish the method of least squares; Gauss (1809) claimed to have used the method as early as 1795 and provided a probabilistic argument under the normal error assumption. The term "regression" was coined by Galton (1886) in his study of the intergenerational regression of height. The modern linear regression model Y = Xβ + ε is the core framework of statistical modeling.
+
+## Markov Chains (Markov, 1906)
+
+> P(Xₙ₊₁ = j | Xₙ = i, Xₙ₋₁, ...) = P(Xₙ₊₁ = j | Xₙ = i)
+>
+> The future depends only on the present, not on the past — the memoryless property.
+
+**Meaning**: Many real-world processes have the property that "the current state determines the future trajectory," and historical details can be disregarded.
+
+**Mathematical background**: Andrey Markov (1906) first defined Markov chains by studying vowel/consonant sequences in Pushkin's *Eugene Onegin*. The ergodic theorem guarantees that for an irreducible, aperiodic, positive recurrent chain, π(j) = lim P(Xₙ = j) exists and is the unique stationary distribution. Markov chains are the theoretical foundation of MCMC (Metropolis 1943, Hastings 1970, Gelfand-Smith 1990) and also underpin Google PageRank (Brin-Page 1998).
+
+## Stochastic Processes (Brownian Motion, Wiener Process)
+
+> W(t) satisfies: (1) W(0)=0, (2) W(t)-W(s) ~ N(0, t-s), (3) independent increments, (4) continuous paths
+
+**Meaning**: Brownian motion is the macroscopic mathematical model of microscopic random fluctuations — from pollen motion to stock price fluctuations.
+
+**Mathematical background**: Brown (1827) observed the irregular motion of pollen particles; Bachelier (1900) was the first to use it to model stock prices; Wiener (1923) gave the rigorous mathematical construction. Itô (1944) developed stochastic integration dX = μdt + σdW and Itô's formula, which became the theoretical foundation of financial mathematics (Black-Scholes 1973) and stochastic differential equations.
+
+## Shannon Information Theory (1948)
+
+> H(X) = -Σ p(x) log p(x) — entropy, the measure of uncertainty of a random variable
+> I(X;Y) = H(X) - H(X|Y) — mutual information, the amount of information Y provides about X
+> C = max I(X;Y) — channel capacity, the upper bound on the rate of reliable communication
+
+**Meaning**: Information can be quantified; the fundamental limits of communication are determined by mathematical laws, not by engineering technology.
+
+**Mathematical background**: Claude Shannon founded information theory in "A Mathematical Theory of Communication" (1948). The source coding theorem: average code length ≥ H(X); the channel coding theorem: when the transmission rate R < C, reliable coding schemes exist. The deep connection between entropy and probability — H(X) = -E[log p(X)] — makes information theory a natural extension of probability theory.
+
+## Pearl's Causal Inference (2000)
+
+> The causal hierarchy:
+> 1. Association P(y|x) — seeing
+> 2. Intervention P(y|do(x)) — doing
+> 3. Counterfactual P(yₓ|x', y') — imagining
+
+**Meaning**: Causality is not a strengthened version of association — "do(x)" and "observe x" are mathematically distinct.
+
+**Mathematical background**: In *Causality* (2000), Judea Pearl systematized causal inference using directed acyclic graphs (DAGs) and the do-calculus. The three rules of the do-calculus allow transformation of interventional probabilities among observable variables; the front-door and back-door criteria specify conditions under which causal effects can be computed from observational data. Causal inference answers "what would happen to y if I did x," which goes beyond the expressive power of probability theory alone.
+
+## Bootstrap (Efron, 1979)
+
+> Resample with replacement from X₁,...,Xₙ a total of B times to obtain B bootstrap samples;
+> use the bootstrap distribution to approximate the true distribution.
+
+**Meaning**: When theoretical derivation is difficult, use the data itself to simulate the sampling process — "validate yourself with yourself."
+
+**Mathematical background**: Bradley Efron (1979) proposed the bootstrap; its theoretical guarantees were established by Bickel-Freedman (1981) and Singh (1981): under mild conditions, the bootstrap distribution converges uniformly to the true sampling distribution. The bootstrap can estimate standard errors, confidence intervals (percentile method / BCa method), p-values, and more, making it a general-purpose tool for nonparametric inference.
+
+## Bayesian vs Frequentist Debate
+
+> Bayesian: Probability is degree of belief; parameter θ is a random variable → P(θ|data)
+> Frequentist: Probability is long-run frequency; parameter θ is a fixed unknown constant → sampling distribution of the estimator θ̂
+
+**Meaning**: This is not a technical disagreement but a philosophical one about "what probability is."
+
+**Core comparison**:
+- Bayesian: Prior + Likelihood → Posterior; naturally suited to sequential updating and small samples
+- Frequentist: Unbiasedness, consistency, power; naturally suited to large-scale repeatable experiments
+- In practice: Bayesian methods dominate in machine learning and causal inference; frequentist methods dominate in clinical trials and quality control
+
+**Mathematical background**: The debate has continued from Laplace vs Fisher to the present day. Jeffreys (1939) proposed the non-informative prior p(θ) ∝ |I(θ)|^(1/2); de Finetti (1937) proved that coherence of subjective probability is equivalent to additivity; Bernardo-Smith (1994) developed reference prior theory.
+
+## Monty Hall Problem
+
+> Three doors, one with a prize. You choose one; the host opens another, revealing it to be empty.
+> Question: Should you switch doors? Answer: switching wins with probability 2/3; staying wins with probability 1/3.
+
+**Meaning**: Intuition fails here — the host's action conveys information (he avoids opening the door with the prize).
+
+**Mathematical background**: This problem is an excellent introduction to Bayesian thinking. By Bayes' theorem: P(prize behind remaining door | host opened empty door) = 2/3, because the host selectively avoids the prize, which is itself information. Analogous structures appear in medical diagnosis and legal reasoning — "selective observation" alters probabilities.
+
+## Common Statistical Fallacies and Cognitive Biases
+
+**Survivorship Bias**:
+During World War II, the military analyzed bullet-hole distributions on returning aircraft and found the most holes on the wings, recommending reinforcement of the wings. Statistician Abraham Wald pointed out: the areas without bullet holes should be reinforced — because the planes hit in those areas never came back. Wald's insight is essentially about conditional probability: the observed data are conditioned on "the aircraft returned," not the full data set.
+
+**Base Rate Neglect**:
+A rare disease has a prevalence of 0.1%, and the diagnostic test has 99% accuracy. If you test positive, what is the probability you actually have the disease?
+- Intuitive answer: 99%
+- Bayesian calculation: P(disease|positive) = 0.99 × 0.001 / (0.99 × 0.001 + 0.01 × 0.999) ≈ 9%
+- The prior probability (base rate) is severely underestimated by intuition
+
+**Regression to the Mean**:
+Individuals who perform exceptionally well tend to be closer to average on the next measurement, not because of "declining ability" but because extreme performance is partly due to luck. Galton (1886) found that children of tall parents tend to be shorter than their parents — this is not "degeneration" but a statistical law.
+
+## The Value of Probabilistic Thinking in Everyday Life
+
+> "The core of probabilistic thinking is not computing exact probabilities, but cultivating the habit of 'thinking under uncertainty.'"
+
+- Don't be swayed by a single anecdote — consider the base rate
+- Update your beliefs when new information arrives — Bayesian updating
+- Distinguish signal from noise — the law of large numbers
+- Be wary of extreme values — regression to the mean
+- Distinguish "seeing" from "doing" — the causal hierarchy (Pearl)
+- Quantify uncertainty — entropy and information (Shannon)

package/skills/symmetry-invariance/SKILL.en.md

@@ -0,0 +1,135 @@
+---
+name: symmetry-invariance
+description: |
+  Trigger for group theory analysis, invariant computation, Galois theory, Noether's theorem, orbit classification, quotient space reasoning, symmetry breaking; or designing equivariance/conservation/invariant structures (e.g. SO(3)/SE(3) equivariant nets, tropical semiring) for algorithms.
+---
+
+# ⚛️ Symmetry & Invariance
+
+> "Finding the properties that remain unchanged under transformations, revealing their underlying laws."
+>
+> — Group Theory, Invariant Theory, Noether's Theorem
+>
+> Sophus Lie wanted to forge a dragon-slaying sword — to solve all differential equations. Though not every dragon was slain, the forging technique (the Lie group–Lie algebra correspondence) was passed down and later applied to linearizing nonlinear problems, describing physical symmetries, and robot state estimation. The most fascinating aspect of mathematics is that tools invented for specific problems often reveal far greater value in entirely different domains. This is the archetype of "cross-domain activation."
+
+## Core Principle
+
+**Find what remains unchanged amid change — this is the shortcut to understanding complex systems. Symmetry is not merely "aesthetically pleasing"; it is a manifestation of the deep structure of a system. Every symmetry corresponds to a conserved quantity (Noether's theorem), and every invariant is a key to simplifying a problem.**
+
+> **Mathematical Formalization**
+>
+> A group **G** acts on a set **X**: φ: G×X→X (φ(e,x)=x, φ(g,φ(h,x))=φ(gh,x)).
+>
+> An **invariant** f: X→Y satisfies f(g·x)=f(x) ∀g∈G. Formally: f is G-invariant ⇔ f: X/G → Y is a function on the quotient space. Invariants distinguish only between orbits, not elements within the same orbit.
+>
+> An **orbit** is O(x)={g·x : g∈G}; the equivalence relation x~y ⇔ ∃g∈G, y=g·x gives X/~ = X/G. The **quotient space** X/G consists of all orbits. Classification is essentially working on X/G; finding invariants means finding functions that are constant on each orbit.
+>
+> The **stabilizer** is Stab(x)={g∈G : g·x=x}, and |O(x)|=|G|/|Stab(x)| — the larger the orbit, the fewer symmetries remain.
+>
+> Core intuition: **Invariant = function constant on orbits = function on the quotient space X/G**. A complete set of invariants embeds X/G into a simpler space, achieving full classification.
+>
+> Hierarchy of symmetries: geometric symmetry (O(n)/E(n), invariants: distance, area); algebraic symmetry (Galois theory, discriminant); physical symmetry (Lie groups, energy/momentum/angular momentum); structural invariance (isomorphism/homotopy equivalence).
+>
+> **Reynolds operator**: For a finite group G, R(f)=1/|G| Σ f(g·x), R²=R, and the image is precisely the set of all invariants. **Burnside's lemma**: |X/G|=1/|G| Σ |Fix(g)|. **Lie algebra generators**: T_a·f=0 are differential equations whose solutions yield invariants. **Noether's theorem**: Continuous symmetry → conserved current Jμ, ∂_μ Jμ=0. **Galois theory**: An equation is solvable by radicals ⇔ Gal(f) is a solvable group.
+>
+> See `original-texts.md` for details.
+
+## GPU-Friendliness (Cross-Cutting Check)
+
+Whether symmetry/invariant structures can run on GPU depends on the degree to which group operations can be "tensorized" — evaluated through the eight dimensions in `../../references/gpu-friendly-math.md`:
+
+- **Group action is tensorizable → friendly**: If the group action is linear (matrix multiplication), then the equivariant layer = GEMM (e.g., SO(3)-equivariant layers use batched GEMM on spherical harmonics / representation matrices).
+- **Reynolds averaging**: Averaging over a finite group = summing over |G| transformed results, which can be batched in parallel (friendly); however, when |G| is very large this becomes unfriendly → use continuous approximation via the Lie algebra.
+- **Invariants as regularization / constraints**: As loss terms they are local and cheap (friendly); as exact symbolic computations they are unfriendly.
+- **Tropical semiring**: The "symmetry" over min/+ algebra can be mapped to GEMM-like structures (friendly; see `../../references/gpu-friendly-math.md` for examples).
+- **Anti-pattern**: Forcing exact classification that requires per-orbit symbolic determination into training — intractable.
+
+Eight-dimension minimum criteria (formal terms): **Tensorization** checks whether the group action can be batched across features; **GEMM-mappability** checks whether representation matrices / spherical harmonics / projections reduce to matrix multiplication; **complexity** examines group order, number of orbits, and integration/quadrature scale; **memory and KV-cache** checks whether multiple replicas / multi-orbit features explode memory; **low-precision stability** checks whether equivariance errors, gauge choices, and normalization remain robust; **parallelism and communication** checks whether group elements / spatial points can be processed in parallel; **sparse structure** checks whether equivariant connections are block-structured; **operator fusion** checks whether group action, aggregation, and projection can be fused.
+
+> Used together with `../../references/books/micro-lie-theory.md` (SO(3)/SE(3) equivariance), `abstract-algebra.md` (groups/semirings), `differential-geometry.md` (gauge symmetry).
+
+## When NOT to Use
+
+- **The system is completely asymmetric with no regularity** — no group action to exploit.
+- **Exact numerical solutions are needed** — symmetry provides structural information, not specific values (it tells you "what is equal" but not "equal to what").
+- **Symmetry breaking is the core mechanism** (phase transitions, spontaneous breaking) — one should analyze the breaking pattern G→H rather than search for invariants.
+- **The problem scale is very small** — the overhead of symmetry analysis may exceed that of direct computation.
+- **The group structure is too complex** — when |G| is very large, X/G is no simpler than X, and the invariants themselves may be more complex.
+
+## When to Use
+
+- Facing a complex system and seeking simplifying clues; needing to classify/identify objects (using orbits X/G).
+- Searching for conserved quantities or invariants (functions constant on orbits); reducing variables / dimensionality (quotient space, fundamental domain).
+- Determining equation solvability (Galois); counting symmetric configurations (Burnside/Pólya).
+- Inferring symmetry from conservation laws (inverse Noether).
+- **Designing equivariant/invariant networks or operators** (SO(3)/SE(3) equivariance, tropical semiring routing, conservation regularization).
+
+## Method
+
+### Step 1: Identify Transformations
+List all transformations the system may undergo, organize them into candidate symmetry groups, and verify the four axioms (closure / associativity / identity / inverse). Spatial transformations → E(n)/O(n)/similarity group; temporal → R or Z₂; algebraic → S_n/GL(n)/SL(n); logical → Z₂/Aut; gauge → U(1)/SU(2)/SU(3) (Lie groups, paired with Lie algebras). If the axioms are not satisfied, identify the actual structure (semigroup? groupoid?) — do not blindly treat it as a group. Pitfall: projections are not invertible and thus do not form a group; compositions of reflections yield rotations (closure holds).
+
+### Step 2: Find Invariants
+For G acting on X, find f such that f(g·x)=f(x).
+- **Finite groups**: Reynolds operator R(f)=1/|G| Σ f(g·x) (projection onto invariants, R²=R); Burnside's lemma |X/G|=1/|G| Σ |Fix(g)| counts orbits; elementary symmetric polynomials e_k form a complete set of invariants for S_n acting on R^n.
+- **Continuous groups (Lie groups)**: Use Lie algebra generators T_a·f=0 to solve for invariants (each generator removes one degree of freedom); integrating Killing vector fields yields invariant coordinates (e.g., SO(3) → r=√(x²+y²+z²)).
+- **Fixed-point analysis**: Stab(x) reveals the local degree of symmetry.
+- Common invariants: geometric (length/angle/Euler characteristic), physical (energy/momentum/angular momentum), algebraic (discriminant/trace/determinant/characteristic polynomial coefficients), combinatorial (number of orbits/equivalence class sizes).
+
+### Step 3: Use Invariants to Simplify
+- **Quotient space reasoning**: Work on X/G rather than X; |X| objects → |X/G| orbits (e.g., 230 space groups → 230 types in X/G).
+- **Fundamental domain** D: Each orbit intersects D in exactly one point, so one only needs to analyze D (O(2) → half-plane; SO(3) → spherical triangle; SL(2,Z) → |z|≥1, |Re(z)|≤1/2).
+- **Variable reduction**: Replace constrained variables with invariants (energy conservation eliminates one dynamical variable; angular momentum conservation → only the radial part matters; central force field L²=const → one-dimensional radial equation).
+
+### Step 4: Classify via Symmetry
+**Orbit–Stabilizer** |O(x)|=|G|/|Stab(x)|: the larger the stabilizer, the more symmetric the object and the smaller the orbit. Objects in the same orbit share all G-invariant values. Key question: Are the invariants complete? That is, does f(x)=f(y) ⇒ x and y are in the same orbit? If incomplete, different orbits may share the same invariant values, requiring more invariants or a finer group. Complete examples: S_n → e₁..e_n; O(n) → r²=Σx_i²; SL(2,C) → discriminant Δ=b²-4ac.
+
+### Step 5: Check Symmetry Breaking
+- **Spontaneous breaking**: The equations possess symmetry G, but solutions satisfy only H⊂G (the vacuum selects a direction, G→H). Goldstone's theorem: continuous G→H breaking produces dim(G/H) massless Goldstone modes (ferromagnet SO(3)→SO(2) yields 2 modes; superfluid U(1)→{e} yields 1 mode).
+- **Explicit breaking**: The equations themselves do not satisfy G (external forces / mass terms, e.g., quark masses break chiral symmetry SU(2)_L×SU(2)_R→SU(2)_V).
+- **Key analysis points**: Identify G→H, compute the number of Goldstone modes dim(G/H), and ensure the effective theory after breaking remains H-invariant.
+
+### Step 6: Algebraic Symmetry (Galois)
+Gal(f) is the permutation group of the roots. **An equation is solvable by radicals ⇔ Gal(f) is a solvable group** (subgroup chain G=G₀⊃...⊃G_k={e}, where each quotient is cyclic). Intuition for solvability: each quotient group corresponds to one radical extraction; a non-solvable group means "irreducible complexity." General equations of degree ≥5 have Gal(f)=S_5, which is not solvable (A_5 is the smallest non-solvable simple group); degree 4 has S_4, which is solvable; cyclotomic → cyclic group, solvable. Paradigm: **problem structure → permutation group → group solvability → problem solvability**.
+
+### Step 7: Physical Symmetry (Noether)
+**Noether's theorem**: The action S=∫L dt is invariant under G ⇒ conserved current Jμ, ∂_μ Jμ=0. Correspondences: time translation → energy; spatial translation → momentum; rotation → angular momentum; gauge U(1) → charge. Quantum: symmetry G → unitary representation on Hilbert space → irreducible representations classify energy levels → Wigner–Eckart theorem → selection rules. Hierarchy: classical (Lagrangian symmetry → Noether → simplified equations) → quantum (selection rules / degeneracies / Wigner–Eckart) → field theory (gauge symmetry → particle classification → Standard Model SU(3)×SU(2)×U(1)).
+
+## Common Errors
+
+| Error | Critique | Correct Approach |
+|-------|----------|-----------------|
+| Overlooking hidden symmetries | Surface asymmetry may conceal deeper symmetry, leading to unnecessary complexity | Try different representations (coordinate / basis changes) to find deeper symmetries |
+| Confusing approximate with exact symmetry | Approximate symmetry yields only approximate "conservation"; errors accumulate over time | Distinguish exact from approximate invariants; annotate the degree of approximation |
+| Overextending symmetry arguments | Not every problem has symmetry; forcing it leads to incorrect conclusions | Verify that the symmetry actually exists before using it; check the group axioms |
+| Ignoring symmetry breaking | Breaking may be the key mechanism | Attend to both symmetry and breaking; analyze G→H |
+| Failing to verify group properties | A candidate set of transformations may not satisfy closure / inverse | Verify all four axioms; if not satisfied, identify the actual structure |
+| Confusing orbit invariants with general invariants | f constant on O(x) ≠ f constant on X (the latter is trivially uninformative) | Be explicit that the invariant is G-invariant (constant on each orbit) |
+| Confusing discrete and continuous symmetries | Discrete groups do not admit Reynolds averaging (|G| may be infinite); continuous groups require the Lie algebra | Use Burnside counting for discrete groups; use the Lie algebra + Noether for continuous groups |
+| Intractable equivariant structures | Forcing exact classification requiring per-orbit symbolic determination into GPU training | Tensorize group actions, use linear representations to map to GEMM, pass the eight-dimension gate |
+
+## Operating Procedure
+
+When this skill is triggered, the output must include:
+
+1. **Transformation inventory**: `[Transformation N]: [description] [type]`, organized into candidate groups, noting which axioms were verified (closure ✓/✗ …)
+2. **Invariant discovery**: `[Under group G]: [invariant Y] remains unchanged`; for finite groups write the Reynolds form; use Burnside to count orbits
+3. **Simplification strategy**: `[Using invariant Y]: [how to simplify]`; note whether working on X/G or fundamental domain D, and estimate the dimensionality reduction
+4. **Symmetry classification**: `[Object x]: |O(x)|=, |Stab(x)|=`, orbit classification results, assessment of invariant completeness
+5. **Symmetry breaking check**: `[Symmetry Z]: [present/broken], mode [spontaneous/explicit]`; for continuous breaking note the number of Goldstone modes dim(G/H) and the effective group H
+6. **Algebraic / Physical symmetry**: For equation solving, note Gal(f) and its solvability; for physical systems, note the Noether correspondence `[Symmetry group G]: [Conservation law]`
+7. **Conclusion**: Which invariants were found, how much dimensionality reduction was achieved, and the classification results
+8. **[GPU feasibility]** (if used for algorithm / equivariant design) — whether group actions can be tensorized to GEMM, pass the eight-dimension gate, and annotate as friendly / retrofittable / unfriendly
+
+**The output must not present analysis alone without a conclusion.**
+
+## Relations to Other Skills
+
+- **Transformation thinking**: Symmetry is precisely invariance under transformations — two sides of the same coin.
+- **Abstraction thinking**: Invariants are the highest level of abstraction — independent of any particular representation.
+- **Modeling thinking**: Physical models are often guided by symmetry principles.
+- **Axiomatic thinking**: Group theory axioms are the mathematical foundation of symmetry.
+- **Topological thinking**: Topological invariants (Euler characteristic, homotopy groups) are invariants under continuous transformations.
+- **Algorithmic thinking**: Group-theoretic algorithms exploit symmetry for acceleration (e.g., FFT exploits the cyclic group structure).
+- **Discrete / Combinatorial thinking**: Pólya counting is the weighted generalization of Burnside's lemma.
+- **Modern mathematics activation**: `../../references/books/micro-lie-theory.md` (SO(3)/SE(3) equivariance, Lie group optimization), `abstract-algebra.md` (groups/semirings), `differential-geometry.md` (gauge symmetry/fiber bundles).

package/skills/symmetry-invariance/SKILL.md

@@ -5,6 +5,8 @@ description: |
   English: Trigger for group theory analysis, invariant computation, Galois theory, Noether's theorem, orbit classification, quotient space reasoning, symmetry breaking; or designing equivariance/conservation/invariant structures (e.g. SO(3)/SE(3) equivariant nets, tropical semiring) for algorithms.
 ---
 
+> **语言路由**：若用户消息为英文，请读取并遵循同目录下的 `SKILL.en.md`，按其操作规程以英文输出；中文消息则继续使用本文件。
+
 # ⚛️ 对称与不变性 / Symmetry & Invariance
 
 > "寻找事物在变换下保持不变的性质，揭示其内在规律。"