@article{TEXTUAL, recid = {14489}, author = {Polson, Nick and Sokolov, Vadim}, title = {Negative Probability}, journal = {Applied Stochastic Models in Business and Industry}, address = {2025-01-29}, number = {TEXTUAL}, abstract = {Negative probabilities arise primarily in physics, statistical quantum mechanics, and quantum computing. Negative probabilities arise as mixing distributions of unobserved latent variables in Bayesian modeling. Our goal is to provide a link between these two viewpoints. Bartlett provides a definition of negative probabilities based on extraordinary random variables and properties of their characteristic function. A version of the Bayes rule is given with negative mixing weights. The classic half-coin distribution and Polya-Gamma mixing are discussed. Heisenberg's principle of uncertainty and the duality of scale mixtures of Normals is also discussed. A number of examples of dual densities with negative mixing measures are provided including the Linnik and Wigner distributions. Finally, we conclude with directions for future research.}, url = {http://knowledge.uchicago.edu/record/14489}, }