Our senses provide us with information about the world, but what exactly do they tell us? I argue that in order to optimally respond to sensory stimulations, an agent's doxastic space may have an extra, "imaginary" dimension of possibility; perceptual experiences confer certainty on propositions in this dimension. To some extent, the resulting picture vindicates the old-fashioned empiricist idea that all empirical knowledge is based on a solid foundation of sense-datum propositions, but it avoids most of the problems traditionally associated with that idea. The proposal might also explain why experiences appear to have a non-physical phenomenal character, even if the world is entirely physical. 1. The conditional probabilities P old (A/E) are often computed via Bayes' Theorem, which is why conditionalization is also known as Bayes' Rule.