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Vladimir_Nesov comments on indexical uncertainty and the Axiom of Independence - Less Wrong
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Your analysis looks correct to me. But if Wei Dai indeed meant something like your example, why did he/she say "indexical uncertainty" instead of "amnesia"? Can anyone provide an example without amnesia - a game where each player gets instantiated only once - showing the same problems? Or do people that say "indexical uncertainty" always imply "amnesia"?
Amnesia is a standard device for establishing scenarios with indexical uncertainty, to reassert the fact that your mind is in the same state in both situations (which is the essence of indexical uncertainty: a point on your map corresponds to multiple points on the territory, so whatever decision you make, it'll get implemented the same way in all those points of the territory; you can't differentiate between them, it's a pack deal).