Accurate stephold tracking of smoothly varying periodic and aperiodic probability
Abstract
Subjects observing many samples from a Bernoulli distribution are able to perceive an estimate of the generating parameter. A question of fundamental importance is how the current percept—what we think the probability now is—depends on the sequence of observed samples. Answers to this question are strongly constrained by the manner in which the current percept changes in response to changes in the hidden parameter. Subjects do not update their percept trialbytrial when the hidden probability undergoes unpredictable and unsignaled step changes; instead, they update it only intermittently in a stephold pattern. It could be that the stephold pattern is not essential to the perception of probability and is only an artifact of step changes in the hidden parameter. However, we now report that the stephold pattern obtains even when the parameter varies slowly and smoothly. It obtains even when the smooth variation is periodic (sinusoidal) and perceived as such. We elaborate on a previously published theory that accounts for: (i) the quantitative properties of the stephold update pattern; (ii) subjects’ quick and accurate reporting of changes; (iii) subjects’ second thoughts about previously reported changes; (iv) subjects’ detection of higherorder structure in patterns of change. We also call attention to the challenges these results pose for trialbytrial updating theories.
Keywords
Bayesian modeling Decisionmaking MemoryIntroduction
Perception can be generally described as an estimation problem involving nonstationary stochastic processes. Incoming sense data are random variables drawn from some distribution whose parameters change over time. Nonstationary stochastic processes have both quantitative and structural properties: the data and parameters that generate them are numerical quantities, but changes in parameters across time may be described by a formal model. For example, the intensity of sunlight striking an outdoor observer’s eyes is a random variable due to cloud cover; yet the model generating these data has strong higherorder structure, namely, circadian periodicity. Studies of perception should take into account both of these elements.
With this in mind, Gallistel et al. (2014) studied the human perception of a stepwise nonstationary Bernoulli process. In their experiment, which roughly replicated a similar experiment by Robinson (1964), subjects used a computer interface to make thousands of individual draws of red or green circles from a box. Subjects were asked to estimate, drawbydraw, the hidden parameter p _{ g } of the Bernoulli process, that is, the proportion of green circles in the box. The parameter p _{ g } would silently change on random trials. Subjects were additionally required to signal when they thought these silent changes occurred.
Despite many differences in method and parameters, the experiments of Robinson (1964) and Gallistel et al. (2014) gave similar results: subjects tracked the hidden probability accurately and precisely over the full range of probabilities, and they responded quickly and abruptly to the hidden changes. Moreover, they consciously detected and reported these changes. Subjects sometimes had second thoughts about a change report; after seeing more data, they decided that their most recent report was erroneous, that there had not in fact been a change. This suggests that subjects keep a record of the observed sequence and recode earlier portions of the sequence in the retrospective light thrown by subsequent data.
A particularly surprising result was that subjects did not update their estimates (move the lever or the slider) observationbyobservation. They not uncommonly adjust their estimate by a small amount after a long interval (sometimes more than 100 observations). We call this the ”stephold” pattern in the perception of a probability. The stephold pattern is theoretically important, because most computational models for the perception of probability assume trialbytrial deltarule updating of the percept (Glimcher, 2003; Sugrue et al. 2004, 2005; Behrens et al. 2007; Brown and Steyvers, 2009; Krugel et al. 2009; Wilson et al. 2013). Because the observed outcomes of a Bernoulli process are usually far from the current estimate of the parameter p _{ g } (the percept), trialbytrial deltarule updating jerks the estimate around, unless it is also averaged over many trials. However, an average over many trials cannot change abruptly, and large, maximally abrupt adjustments in response to changes in p _{ g } were observed in both experiments. The obvious explanation—reluctance to overtly adjust the lever or slider when the change required by the most recent trial or two is small—is ruled out by the form of the distribution of step heights. The smallest steps, which would be eliminated from the distribution by the hypothesized reluctance, were in fact the most frequent.
Gallistel et al. (2014) explained subjects’ stephold behavior with a Bayesian model that constructs a representation of the history of the Bernoulli parameter p _{ g } in terms of its estimated changepoints. For example, suppose that between trials 1 and 41, the model estimates p _{ g } = .25, after which it detects the parameter has changed to p _{ g } = .9. The representation of the p _{ g } parameter history would then be the sequence of ordered pairs {(0,.25),(41,.9)}. The current percept is the second element of the most recent entry in the sequence.
 1.
The current estimate is inaccurate due to the inescapable small sample errors that arise from making a new estimate as soon as a change is detected. In this case, it keeps its estimate of the most recent putative change point but reestimates the current p in the light of the additional data seen since the initial estimate was made.
 2.
The current estimate is inaccurate because, in the light of subsequent data, the most recent change point was not in fact a change point. In this case, p _{ g } is reestimated using the data extending back to the penultimate putative change point, and the most recent putative change point is dropped from the representation of the parameter history.
 3.
The current estimate is wrong because there has been a new change. In this case, it estimates the locus of that change, adds that change point to its representation of the parameter history, and estimates the new p _{ g }, using only the data after the estimated new change point.
IIAB accounted well for subjects’ estimation of a stepwise nonstationary process, but it remained unclear how it would generalize to other types of nonstationary stochastic processes, like those whose parameters change continuously or have deterministic structure. The subjects in Gallistel et al. (2014) may have been induced to display stephold behavior because the true parameter was generated by a step function. In this case, the model would reflect only an experimentally induced strategy rather than a basic property of the probability perception mechanism. Further, the stepwise process used in Gallistel et al. (2014) changed completely at random, so the authors could not ask whether subjects were able to deduce deterministic structure in the process purely from data. They therefore could not confirm the report of Estes (1984), who claimed subjects estimating a sinusoidally changing Bernoulli parameter could explicitly detect periodicity, contrary to the predictions of his deltarule updating model.
The purpose of the current experiment is to go beyond the comparison to deltarule models presented in Gallistel et al. (2014) and instead to extend IIAB to new types of data and emphasize the utility of an explicit changepoint memory in the detection of structure. Our subjects estimated the generating parameter of a Bernoulli distribution that changed continuously in one of two ways: p _{ g } either changed smoothly between stationary sections, or varied sinusoidally. We find that the stephold pattern is seen in every subject even when the hidden probability changes continuously, that is, even when the characteristics of the stochastic process to which subjects are exposed discourages such a strategy. Further, we found that subjects in the periodic condition demonstrated improved performance on a structuredependent measure compared to those in the aperiodic condition, supporting Estes’ conclusion that subjects can detect periodic structure. Finally, we describe the IIAB model in more detail and discuss some advantages models encoding hierarchical structure have over deltarule models in perception, learning and memory.
Methods
Nine subjects participated in the experiment. Following standard psychophysical assumptions, we consider each subject as a replication. In this case, we have nine replications of all the essential findings. Because we are primarily concerned with effects per trial, rather than per subject, there is large experimental power in the 10,000 trials we ran on each of the nine subjects. We note below wherever betweensubject differences occurred and how they can be better captured by IIAB than by deltarule models.
On the right of the user interface was a box containing 1000 green and red rings accurately representing the subject’s current estimate of p _{ g }. Though this was intended as a visual guide to the subjects, most said they ignored it. Unlike in the version reported by Gallistel et al. (2014), subjects were not told to explicitly record their detection of changepoints by clicking on boxes marked “I think the box has changed” or “I take that back!”. As there were no discrete change points, these requests would not have made sense.
After practicing with the user interface, subjects completed ten sessions of 1,000 trials (draws) each. At the end of each session, subjects were allowed to take a break. Subjects were paid a baseline of $10 per session and given a bonus corresponding to their accuracy. In Gallistel et al. (2014), there was no performance bonus; in Robinson (1964), subjects were penalized according to their error.
The hidden parameter p _{ g } varied smoothly and periodically for four subjects and smoothly and aperiodically for five. In the first case, p _{ g } was a sine function of trial number, oscillating between 0 and 1 with a period of 200 trials. This oscillation continued for all sessions until the last, at which point the parameter was fixed at .5. In the smooth, aperiodic case, the hidden parameter was generated in two steps. First, p _{ g } was modeled as a step function like that controlling the hidden parameter in Gallistel et al. (2014). The probability of a step change after any trial was .005, so the changes were geometrically distributed with an expected interval between changepoints of 200 trials. This aperiodic step function was then smoothed by three Gaussian kernels with different variances. The result was a hidden p _{ g } that was constant on long intervals but then gradually changed in a smooth way (see solid lines in Fig. 3). In both conditions, the value of the hidden parameter changed only by very small amounts between any two trials.
Two of the subjects in the periodic condition mistakenly exited the experiment computer program, effectively deleting a total of four sessions, about 2% of all trials, from our data. We consider this an unsubstantial decrease in total experimental power.
Results
We include two types of results for this experiment. First, we report the “quantitative performance” of the subjects; namely, how accurate are they across trials and what are the distributions of slider movements? We call these “quantitative” as they do not explicitly measure subjects’ ability to detect nonlocal properties of the model generating observed data. Next, we describe the “structural performance” of subjects; namely, how quickly do they detect changes in the hidden parameter, and can they detect the current derivative of the generating model or its periodicity?
Because of the large number of samples from each subject (10,000), reported effects are trivially significant (p < 10^{−6}). Hence, we only explicitly state effect sizes (Cohen’s d) below.
Quantitative performance
Accuracy
There are two measures of ground truth against which to compare our subjects’ performance across all trials. The first ground truth measure is the actual hidden p _{ g } value from the experiment. The second is the parameter estimated by an ideal observer. Here, we take our ideal observer to be the online Bayesian model of Adams and Mackay (2007), which estimates the runlength r of a nonstationary stochastic process. At time step t, the algorithm updates a set of t conjugate priors on p _{ g } and r, one for each possible past changepoint. Then, by determining the maximally likely runlength at t, it determines the maximally likely value for p _{ g } (details in Adams and Mackay (2007)).
Subject accuracies. The difference between aperiodic and periodic subjects, compared to the ideal observer, was insignificant (boldfaced values in final column)
Aperiodic  Periodic  Cohen’s d  

RMS + True p _{ g }  .028  .042  .230 
RMS + Ideal  .026  .028  .025 
KL + True p _{ g }  .092  .193  .369 
KL + Ideal  .085  .095  .046 
Note that the only appreciable effect sizes occur when ground truth is taken as the true p _{ g }. When compared to an ideal observer, however, there is no substantial difference between aperiodic and periodic subjects. This is true for both RMS and KL error measures. KL divergence is an important error measure, since it describes the information theoretic strain undergone by the memory substrate of subjects. The equality of performance between groups compared to the optimum is noteworthy since periodic subjects had a qualitatively more stressful task. The true parameter for periodic subjects was nowhere stationary, so that they could never hold the slider still for long. Indeed, periodic subjects moved the slider an average of 785.25 times in the experiment, compared to only 348.60 times in the aperiodic condition, and aperiodic subjects waited 17.377 trials longer between slider moves, on average, than periodic subjects (d = .745).
In Gallistel et al. (2014), the authors reported no appreciable effect of the true p _{ g } value on accuracy. At first, the RMS results for periodic subjects in the current experiment seem to run counter to the original finding; they appear to recapitulate some aspects of the substantial literature on estimation bias (Kahneman and Tversky 1979; Hertwig et al. 2004) demonstrating systematic distortion of probabilistic estimates for rare events. However, the fact that this effect was not borne out in the aperiodic condition suggests that other phenomena might be at play in our case. For example, we found that the average runlengths of trials in the aperiodic condition for which the parameter exceeded .9 or fell below .1 were 565.3 and 215, respectively; those values both drop to 41 trials for the periodic condition. It seems likely that subjects in the periodic condition simply had less time to adjust to the extreme p _{ g } values before the parameter returned to moderate values, all the more likely when one considers the changepoint detection latencies reported below. If subjects can detect the underlying rateofchange of the parameter, as we argue below, then there might be a further effect of the p _{ g } derivative that causes periodic subjects to incur more RMS error near crests and troughs: Away from peaks, the derivative of the parameter is close to constant (since a sinusoid here is approximately linear by the smallangle approximation), so subjects can make slider movements at regular intervals. At extreme values, however, the derivative quickly switches sign, so that subjects must, from stochastic samples alone, sense that the direction of the slider movements must now change. From the point of view of subject strategy, this is a more taxing moment. Again, the distortion of error near extremes does not occur for KL error (except for the boundary bins where the KLdivergence blows up to \(\pm \infty \)).
Hence, by the information theoretically grounded KL error measure, subjects in both groups showed uniform tendency to incur error across all p _{ g } values. This was also evident when we instead considered median slider estimates compared to ground truth. Across all tested hidden parameters, the mapping from median subject estimate to the true parameter is the identity, plus or minus a quartile. This is consistent with (Robinson 1964) experiment, the review of the early literature by Peterson and Beach (1967), and our own previous work. For more on the accuracy of subjects near extreme p _{ g } values, see the Discussion of Gallistel et al. (2014).
Finally, we examined each subject’s error across sessions to look for an effect of experiment duration on performance. Except for subject ‘BC’, there was no evident effect of session on performance. ‘BC’, beginning at session 6, began to fluctuate in performance somewhat wildly. Almost uniformly, periodic subjects incurred greater error across sessions than did aperiodic subjects, again, with the exception of subject ‘BC’. There was no significant effect of experiment duration on performance, either from fatigue or from adjustment of strategy. Additionally, we measured time taken per trial and found neither an effect of experiment duration nor a correlation with error.
Structural performance
Changepoint detection
In Robinson (1964) and Gallistel et al. (2014), changepoints were trials at which the hidden parameter made discrete jumps. In the current paradigm, changes in the hidden parameter were smooth. We define changepoints in this setting to be those trials at which the hidden parameter reaches an extremum. Changepoints are either isolated peaks or valley bottoms in slider settings or the boundaries of stationary periods. We define a subject’s changepoint detection latency as the number of trials after a changepoint that it takes for the subject to adjust the slider in the direction of the new parameter value. The median latency of the median subject was 29 trials. Average latency for subjects given aperiodic hidden parameters was longer than that of subjects in the periodic setting (41.2 trials for aperiodic versus 31.5 trials for periodic, d = .499). Aperiodic Changepoints sometimes occurred in close succession or only shifted p _{ g } a small amount, making them in principle undetectable before the next change occurred. Nonetheless, the average percentage of changepoints detected across all subjects was high (92.36 %). The four subjects in the periodic paradigm detected each changepoint, while the five aperiodic subjects detected 86.25 % (d = .589). Further, there was no significant interaction between changepoint detection latency averaged over subjects and session number. In other words, detection was as speedy in early sessions as it was in later sessions.
Detection of underlying structure
In the aperiodic condition, the underlying parameter p _{ g } had no deterministic structure across trials. Therefore, only subjects in the periodic condition might have perceived the regular structure of the underlying parameter. Earlier work by Estes (1984) tested subjects’ sensitivity to periodicity in the generating parameter of a Bernoulli distribution by first conditioning them to the periodic parameter (period was 80 trials) and then suddenly fixing the parameter for many trials at .5. When his subjects continued to move the slider sinusoidally, (Estes 1984) concluded they had explicitly encoded the periodicity of the earlier trials.
Unlike in Estes’ experiment, our subjects did not continue to move the slider periodically after the parameter flatlined in the final session (Fig. 4). Indeed, as we postulate that subjects are trying to minimize the KL divergence between their estimate and the true distribution, continuing sinusoidal slider movement would be a bad strategy. Two subjects (Fig. 4b, d) seemed to carry the volatility of slider movement from the first 9 sessions to the final session, but signal analysis revealed no periodicity. However, during debriefing, all 4 subjects spontaneously remarked that the probability changed periodically. We take these unprompted declarations as a confirmation of Estes’ finding that subjects can detect the periodic structure underlying the data.
The stephold behavior of subjects means that, overwhelmingly, all subjects tacitly estimate the derivative of p _{ g } as 0. Therefore, when we calculated correct slider movements across all trials, we found higher performance in the aperiodic condition (d = .612), in which subjects benefited from the many trials of true stationarity. However, the opposite obtained when we restricted the calculation to only those trials on which subjects moved the slider (d = .609). That is, whenever subjects moved the slider, they tended to move it in the correct direction more in the periodic condition, with large effect. The other two regimes, true p _{ g } moving and both moving, gave moderate effect sizes (d = .297 and d = .198, respectively), though periodic subjects did have higher means. We take the fact that the two groups deviated on derivative detection measure as evidence that subjects can detect the higher order structure generating the data.
Discussion
Our results lend further support to the conclusion that the stephold pattern seen in subjects’ slider settings (or, in Robinson’s case, lever settings) accurately reflects the characteristics of the underlying process for forming a perception of a Bernoulli probability. They imply that the computational process that yields the percept does not change the percept each trial. Stephold behavior is seen even when the change in p _{ g } on any trial is very small, and even when subjects realize that the changes are gradual and predictable

The percept is not updated following each observation; it may go unchanged for hundreds of observations, even when the hidden parameter changes smoothly and by very small amounts between observations (Figs. 3, 4, 5; see also (Robinson 1964), p. 11, and Figs. 5 and 11 of Gallistel et al. (2014), pp. 102,105).

The distribution of update magnitudes (step heights) across all subjects peaks around the smallest possible update under most circumstances (Fig. 5; see also Fig. 11 of Gallistel et al. (2014), p.105).

However, updates spanning most of the possible range (0 to 1) frequently occur following large changes in the hidden parameter (Fig. 5; see also Figs. 5 and 11 of Gallistel et al. (2014), p. 102, 105).

To a first approximation, the function mapping from the hidden parameter to the perceived parameter is the identity (see also Fig. 6 of Gallistel et al. (2014), p. 102).

The accuracy of the perceived parameter relative to the parameter estimated by an ideal observer is generally good. After any given observation, the median percept is sufficiently close to the underlying truth that it would take about 100 observations to detect the error (Figs. 17 and 18 of Gallistel et al. (2014), p. 114).

When measured by its KullbackLeibler divergence from the ideal observer’s parameter, the accuracy of the perceived parameter is approximately the same over all but the most extreme values for the hidden parameter (Fig. 6; see also Fig. 18 of Gallistel et al. (2014), p.114).

Substantial changes in the hidden parameter are reliably and rapidly perceived; they are events in their own right (Gallistel et al. 2014).

The perceptual process is appropriately sensitive to the prior odds of a change in the parameter, that is, to the volatility: The relativelikelihood threshold for the detection of a change in a sequence of any given length is lower when the volatility is high (Robinson 1964; Gallistel et al. 2014).

Subjects have second thoughts about previously perceived changes in the hidden parameter ((Gallistel et al. 2014)). After more observations—sometimes many more observations (Fig. 9 of Gallistel et al. (2014), p.104)—they conclude that their most recent perception of a change was erroneous.

Smooth sinusoidal changes in the hidden parameter are perceived as periodic (present paper; see also (Estes 1984)).
We divide our discussion of the theoretical implications into two parts. In the first, we show how the model of the perceptual process proposed in Gallistel et al. (2014) explains the results. In the second, we discuss the challenges that the results pose for models that assume trialbytrial updating of the percept, with no record of the sequence of observations that generated the current percept.
The IIAB model
It is computationally much simpler to decide whether the current estimate of the hidden parameter adequately explains recent observations than it is to decide whether those observations justify increasing the complexity of the parameter history with a new changepoint or reducing it by dropping an earlier change point. Therefore, (Gallistel et al. 2014) assume a first stage that computes a measure of how poorly the current estimate of the hidden parameter is doing (left half, Fig. 8). If the current estimate is doing well, there is no further computation. This first stage explains the stephold pattern: much more often than not, the current estimate is doing fine (“If it ain’t broke...”), so there is no reason to revise it (“...don’t fix it.”). The model generates a distribution of step widths that is a reasonable approximation to the distribution generated by subjects ((Gallistel et al. 2014), Fig. 15, p. 112)
 1.
There has been no further change, but the current estimate of p _{ g } needs to be improved in the light of the data obtained since it was first made. These changes in the estimate are generally small, because they are corrections to the smallsample errors, based on a larger sample. These small corrections are relatively numerous. That is why the distribution of step heights produced by the model generally has a single mode at the smallest corrections, as do the distributions generated by subjects ((Gallistel et al. 2014), Fig 15, p. 112). However, depending on the thresholds governing transitions between the two stage of IIAB, the model can produce both bimodal and unimodal distributions of step heights, like the subject data in Figs. 5b and c respectively.
 2.
There has been a further change in p _{ g }, in which case, a new change point is added to the evolving model of the process history, and p _{ g } is reestimated using only the data since this newly added change is estimated to have occurred. When this occurs, the model makes arbitrarily large onetrial jumps in its estimate of the current probability, because that new estimate is based only on the portion of the sequence observed since the estimated location of the most recent change in the p _{ g }.
 3.
The change point most recently added to the representation of the process history is not justified in the light of the data seen since it was added. In that case, it is removed from the model of the process history, and p _{ g } is reestimated from the observations stretching back to the penultimate change point in the estimated history of the process. When this occurs, the model has second thoughts; it retroactively revises its representation of the history of the process.
The model detects changes with hit rates and false alarm rates similar to those of the subjects ((Gallistel et al. 2014), Fig. 8, p. 103) and with similar postchange latencies ((Gallistel et al. 2014), Fig. 7, p. 103). Its second thoughts about the changes it detects occur at latencies comparable to the latencies at which subjects report their second thoughts ((Gallistel et al. 2014), Fig. 9, p. 104).
The model estimates the probability of a change, that is, the volatility, and it uses that estimate to compute the prior odds. In the basic Bayesian inference formula, the prior odds scale the Bayes Factor. Thus, in the model, increased volatility (as reflected in the estimate of the prior odds) increases the sensitivity to withinsequence evidence for a change (as reflected in the Bayes Factor). This explains qualitatively the subject’s sensitivity to the prior odds. It explains it too well, however, in that the model converges on an accurate estimate of the prior odds more rapidly than subjects do.
Although the model constructs a representation of parameter history, it is not explicitly sensitive to higherorder structure. Our subjects, on the other hand, revealed their sensitivity to this structure in both their improved performance on structuredependent measures and by their explicit detection of periodicity. In fact, even the ability of subjects in Gallistel et al. (2014) to retrospectively decide that one of their changepoints was a mistake indicates they had computational access to the parameter history. Presumably, our subjects’ ability to detect periodicity rested on just this computational access.
A hierarchical organization of events makes possible greater data compression and more powerful prediction. The detection of higherorder structure explains both Estes’ result and Robinson’s finding that his subjects sensed the difference between his unsignaled blocks of smallchange and largechange problem sets.
The hierarchical organization outlined above may allow the detection of higherorder structure, but, unless the set of possible higherorder structures is constrained in some way, detection may be infeasible. Hierarchical representation gives access to local derivative information, but it does not offer a simple way to use this local information to deduce the global model generating the data. For example, our subjects claimed not just that the parameter consisted of increasing and decreasing portions, but that the parameter was “periodic.” They had discovered a way to map the hierarchical structure of the parameter history to a formal datagenerating model, a sine wave. As a global model, the sine wave determines all p _{ g }’s across trials, past and present. The hierarchical memory structure alone does not uniquely determine a generating model, and therefore requires some additional constraints. We consider the elucidation of these constraints a key challenge for future work.
The challenges for trialbytrialupdating models
At this point in theory development, it is not possible to compare the performance of the numerous trialbytrialupdating models of probability perception, like (Yu and Dayan 2005; Wilson et al. 2010), or even Kalman filters, to the performance of the IIAB model, because none of the other extant models known to us attempts to explain many of the abovelisted properties of the process that generates a subject’s perception of the current probability.^{3} All of the trialbytrial models known to us attempt only to explain the tracking of the probability, and they all implicitly assume that the subject has in memory only an estimate of the current probability and the current volatility. None of them posits a record in memory of the sequence on which the currently perceived probability is based, nor a record of the history of that hidden parameter. The IIAB model’s assumption that subjects have a record of the sequence of outcomes, which is at the foundation of the model, is also its most controversial assumption. It is, we believe, the assumption that most theorists are, understandably, the most reluctant to make.
None of the extant trialbytrialupdating models has been applied to the data on subjects’ observationbyobservation perception of a nonstationary hidden probability. To apply them, we would have to make additional assumptions, assumptions that the authors of a given model may not embrace. For example, it is easy to get a trialbytrial, deltarule updating models to exhibit stephold behavior by adding a threshold between the running average produced by the deltarule updating, which changes after almost every observation, and the current percept. Only when the running average deviates from the current percept by a suprathreshold amount, does the current percept change. Or, under another interpretation of what is mathematically the same assumption: maybe the stephold pattern does not reflect a property of the underlying percept, but only a property of the decision process leading to a change in the setting of the slider or the lever, which is the experimentally observed subject behavior. Gallistel et al., 2014 ran simulations of a variety of assumptions of this sort and with many different values for the output threshold. Their simulations demonstrated the reality of an intuitively obvious problem: when the threshold is set high enough to produce steps remotely as wide as those produced by subjects, it eliminates or greatly reduces the steps with small heights, but these small steps are in fact the ones that subjects most frequently make. Thus, the assumption of a threshold on the output is probably not one that the authors of a trialbytrial updating model would want to make. The question therefore remains: What assumption does one want to make that will explain the fact that subjects do not update their percept observation by observation even though each observation has a nontrivial impact on the estimate based on either a running average (generated by deltarule updating) or on the mean of the Bayesian posterior.
For a second example: None of the extant models explains the fact that subjects perceive the changes themselves. The models focus only on the subjects’ ability to track the changes. A seemingly simple way to imbue deltarule models with the ability to perceive the changes is to assume a fast and a slow running average. So long as the two averages give roughly comparable values for the estimated parameter, the subject perceives the average with the longer decay time because it will be more accurate when there has not been a recent change. When, however, that estimate differs from the estimate delivered by the fast average (the one with the rapid decay) by a suprathreshold amount, a change is perceived to have occurred, and the current percept of the parameter is then based on the fast average, the one least influenced by the more distant past. It remains based on the fast average until the difference between the slow and fast average falls below the threshold. Gallistel et al., 2014 ran simulations of deltarule updating models when augmented by this assumption. In their simulations, these models always produced outlying dips in the distribution of step heights, which dips have never been observed in any subject. Thus, this is probably not an assumption that authors of deltarule updating models would want to embrace in order to explain the fact that the changes are themselves perceptible events. The question therefore remains: How does one want to explain the fact that a step change in the hidden parameter of a Bernoulli process is itself a perceived event. Moreover, the volatility results suggest that the probability of a change event is also perceived. In subsequent work, it would be interesting to verify this by asking subjects to indicate observation by observation their perception of the current probability and the probability of a change in that probability.
A Bayesian tracking model for the ideal observer (Adams and Mackay 2007) can produce abrupt changes in the estimates of the hidden parameter. However, the Adams and Mackay model—which was not intended as a psychological model—has the following property: At any given time, it has an estimate of parameter based only on the most recent outcome, an estimate based only on the 2 most recent outcomes, an estimate based only on the 3 most recent outcomes, and so on backwards through the observed sequence. Moreover, it has an estimate of the likelihood that there was a change before the most recent outcome, and an estimate of the likelihood that there was a change before the second most recent outcome, and so on backward through the sequence for many outcomes. Thus, it has a form of the sequencememory assumption that is the most objectionable feature of the IIAB model. And, like all trialbytrialupdating models, its estimate of the current parameter changes after almost every observation.
The fact that subjects have second thoughts about previously perceived changes is another challenge. These second thoughts often arise many trials after reporting those perceptions. To us, these second thoughts are perhaps the strongest evidence in favor of the seemingly implausible assumption that subjects have some record, however rough, of the observed sequence of outcomes. Why should the underlying process not simply generate yet another change perception in order to explain the discrepancy between what was perceived back then, when the preceding change was reported, and what observations since them suggest? It seems that the underlying process weighs the evidence from the observations that postdate that earlier perception along with the observations that led to that earlier perception. But how can it do that if it has no record of those earlier observations? Thus, we take this to be another important challenge.
Finally, like Estes (1984) we view the evidence that subjects can recognized higher order structure in the observed sequence of outcomes as a challenge to any model that assumes no record of the sequence of outcomes. If the brain has no record of the sequence history, how can it decide on a stochastic model for that history? Future work could probe subjects’ ability to classify parameter histories purely from noisy samples and could investigate the depth of hierarchical organization available to humans’ probability perception mechanism.
Footnotes
 1.
 2.
To introduce sensitivity to the derivative, we adjusted the “effective” number of green rings seen by the model since the last change point as a function of the derivative. The effective number was scaled between 0 and the current runlength with a Gompertz function, a type of asymmetrical sigmoid.
 3.
IIAB does share some important similarities with these other models, even though they addresses fundamentally different questions. Like IIAB, (Yu and Dayan 2005) only uses recent parameter history for estimation to make inference tractable. Both (Wilson et al. 2010), Kalman filters and IIAB estimate process volatility.
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