Among the objections to the reality of objects of sense, there is one which is derived from the apparent difference between matter as it appears in physics and things as they appear in sensation. Men of science, for the most part, are willing to condemn immediate data as "merely subjective," while yet maintaining the truth of the physics inferred from those data. But such an attitude, though it may be _capable_ of justification, obviously stands in need of it; and the only justification possible must be one which exhibits matter as a logical construction from sense-data--unless, indeed, there were some wholly _a priori_ principle by which unknown entities could be inferred from such as are known. It is therefore necessary to find some way of bridging the gulf between the world of physics and the world of sense, and it is this problem which will occupy us in the present lecture. Physicists appear to be unconscious of the gulf, while psychologists, who are conscious of it, have not the mathematical knowledge required for spanning it. The problem is difficult, and I do not know its solution in detail. All that I can hope to do is to make the problem felt, and to indicate the kind of methods by which a solution is to be sought. Let us begin by a brief description of the two contrasted worlds. We will take first the world of physics, for, though the other world is given while the physical world is inferred, to us now the world of physics is the more familiar, the world of pure sense having become strange and difficult to rediscover. Physics started from the common-sense belief in fairly permanent and fairly rigid bodies--tables and chairs, stones, mountains, the earth and moon and sun. This common-sense belief, it should be noticed, is a piece of audacious metaphysical theorising; objects are not continually present to sensation, and it may be doubted whether they are there when they are not seen or felt. This problem, which has been acute since the time of Berkeley, is ignored by common sense, and has therefore hitherto been ignored by physicists. We have thus here a first departure from the immediate data of sensation, though it is a departure merely by way of extension, and was probably made by our savage ancestors in some very remote prehistoric epoch.