Again, I'm to naive to understand the necessity of a collapse at all! Take a "classical" situation of througing a die. Without further knowledge about its properties, I use the maximum-entropy method to associate a probability distribution. Of course, the least-prejudice distribution in the Shannon-Jaynes information-theoretical sense is that the occurance of any certain value is p_k=1/6, k \in \{1,2,3,4,5,6 \}.
Now I through the die once and get "3". Is now my probability distribution collapsed somehow to p_3=1 and all other p_k=0? I don't think that anybody would argue in that way.
Now, of course my probability distribution is assumed on the uncomplete knowledge about the die. In this case I assumed, I don't know anything about it and used the maximum-entropy principle to make a prediction of the probability distribution based on the objective principle of "least prejudice" (which of course has a certain well-defined meaning). Now, how to check this prediction? Of course, I've to through the die many times indepenently and always under the same conditions and make the statistics, how often the outcomes occur. Then I may come to the conclusion that the die is somehow biased towards a different distribution, and henceforth I use a new probability distribution based on the gained (statistical) knowledge about the die. Would you now say, somehow the probability distribution is collapsed to the new one, and that this is a physical process involving the die? I'd not say that anybody would argue in that way.
That's done only in quantum theory. There you also have a very precise defintion of how to associate probability distributions to the outcome of measurents, given a certain (equivalence class of) preparation procedures of the (quantum) system under investigation. E.g., if you prepare a complete set of observables to have determined values, you have prepared the system in a unique pure state (represented by a ray in Hilbert space). Now I perform a measurement of any other observable. In the following let's assume that we perform an ideal von Neumann filter measurement.
Is now some collapse occurring in the sense of some flavors of the Copenhagen interpretation? If so, when does it occur?
Note that there are two possible scenarios: (a) I measure the quantity and filter out all systems having a certain given value of this observable. According to standard quantum theory, such a system, I have to describe by a pure state, corresponding to the very eigenvector which is given by the projection of the original state onto the eigenspace of the measured eigenvalue. Has now the state collapsed to the new pure state and, if yes, when and how does this collapse occur?
(b) I measure the quantity in the sense of an ideal filter measurement but do not take notice of the measured outcome. Then, again according to standard quantum theory in the minimal interpretation, I associate a mixed state with the then newly prepared system. Has now the state collapsed to the new mixed state?
I'd answer "no" to all these collapse questions. For me the association of states is an objective association of mathematical objects like state kets or statstistical operators based on a known preparation procedure of the quantum system. This gives me certain probabilities to find a certain value of any observable of the system, implying that the value of this observable is indetermined if the system is not in an eigenstate of the self-adjoint operator assiciated with this observable. The measurement is simply an interaction with a measurement apparatus which somehow stores the value of the measured observable to read off this value. Nothing else happens than this physical interactions, and nothing collapses in the Copenhagen sense as a physical process in nature. It may be that the system can be followed further after the measurement (e.g., when an ideal filter measurement has been performed), and the interaction with the measurement apparatus (and probably an associated filter proceess has been done) can be seen as a new preparation of the system, which I can describe further quantum mechanically in terms (of a pure or mixed) state. In this latter case, there is no collapse either, but just the application of well-defined rules of how to describe our knowledge about the system, which can be checked experimentally. That's all what physics is about: A description of our possible objective knowledge about physical systems. No more and no less. Any further questions some philosophers are after like an "ontology of quantum systems" is metaphysics and not my business as a physicist. This I leave to the philosophers!
More often you even destroy the system you measure, e.g., using photons as quantum systems usually they get absorbed finally by the detector. Are you the saying there must occur a collapse, although there's not even the photon left to be described in any way? I don't think so. I also leave it to philosophers to determine, what is the "ontology of photons" beyond the description we use as physicists in terms of QED.