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Following the idea of Bayesian learning via Gaussian mixture model, we organically combine the backward-looking information contained in the historical data and the forward-looking information implied by the market portfolio, which is…

Portfolio Management · Quantitative Finance 2023-05-30 Yi Huang , Wei Zhu , Duan Li , Shushang Zhu , Shikun Wang

The space of possible behaviors complex biological systems may exhibit is unimaginably vast, and these systems often appear to be stochastic, whether due to variable noisy environmental inputs or intrinsically generated chaos. The brain is…

Neurons and Cognition · Quantitative Biology 2025-04-01 Jacob T. Crosser , Braden A. W. Brinkman

Complex biological processes are usually experimented along time among a collection of individuals. Longitudinal data are then available and the statistical challenge is to better understand the underlying biological mechanisms. The…

Statistics Theory · Mathematics 2015-06-11 Pierre Barbillon , Célia Barthélémy , Adeline Samson

The internal behaviour of a population is an important feature to take account of when modelling their dynamics. In line with kin selection theory, many social species tend to cluster into distinct groups in order to enhance their overall…

Methodology · Statistics 2023-11-02 Blake McGrane-Corrigan , Oliver Mason , Rafael de Andrade Moral

One of the fundamental steps toward understanding a complex system is identifying variation at the scale of the system's components that is most relevant to behavior on a macroscopic scale. Mutual information provides a natural means of…

Machine Learning · Computer Science 2024-03-20 Kieran A. Murphy , Dani S. Bassett

Predicting the physico-chemical properties of pure substances and mixtures is a central task in thermodynamics. Established prediction methods range from fully physics-based ab-initio calculations, which are only feasible for very simple…

Machine Learning · Computer Science 2024-12-02 Johannes Zenn , Dominik Gond , Fabian Jirasek , Robert Bamler

Here we focus on the description of the mechanisms behind the process of information aggregation and decision making, a basic step to understand emergent phenomena in society, such as trends, information spreading or the wisdom of crowds.…

Physics and Society · Physics 2015-04-15 Víctor M. Eguíluz , N. Masuda , J. Fernández-Gracia

Interacting biological systems at all organizational levels display emergent behavior. Modeling these systems is made challenging by the number and variety of biological components and interactions (from molecules in gene regulatory…

Molecular Networks · Quantitative Biology 2023-10-20 Jordan C. Rozum , Colin Campbell , Eli Newby , Fatemeh Sadat Fatemi Nasrollahi , Reka Albert

Microbes can affect processes from food production to human health. Such microbes are not isolated, but rather interact with each other and establish connections with their living environments. Understanding these interactions is essential…

Applications · Statistics 2021-09-07 Liang Chen , Qiuyan He , Hui Wan , Shun He , Minghua Deng

Empirical complex systems can be characterized not only by pairwise interactions, but also by higher-order (group) interactions influencing collective phenomena, from metabolic reactions to epidemics. Nevertheless, higher-order networks'…

Physics and Society · Physics 2026-01-01 Maxime Lucas , Luca Gallo , Arsham Ghavasieh , Federico Battiston , Manlio De Domenico

We develop a generally applicable full-information inference method for heterogeneous agent models, combining aggregate time series data and repeated cross sections of micro data. To handle unobserved aggregate state variables that affect…

Econometrics · Economics 2024-11-19 Laura Liu , Mikkel Plagborg-Møller

Scientists investigate the dynamics of complex systems with quantitative models, employing them to synthesize knowledge, to explain observations, and to forecast future system behavior. Complete specification of systems is impossible, so…

Quantitative Methods · Quantitative Biology 2007-05-23 S. R. Borrett , W. Bridewell , P. Langely , K. R. Arrigo

Randomness in scientific estimation is generally assumed to arise from unmeasured or uncontrolled factors. However, when combining subjective probability estimates, heterogeneity stemming from people's cognitive or information diversity is…

Methodology · Statistics 2015-05-28 Ville Satopää , Robin Pemantle , Lyle Ungar

Predicting competitive outcomes typically requires fitting dynamical models to data, from which interaction strengths and coexistence indicators such as invasion criteria can be produced. Methods that allow to propagate parameter…

Populations and Evolution · Quantitative Biology 2025-04-10 Matthieu Paquet , Frédéric Barraquand

A broad range of natural and social systems from human microbiome to financial markets can go through critical transitions, where the system suddenly collapses to another stable configuration. Critical transitions can be unexpected, with…

Applications · Statistics 2022-05-17 Ville Laitinen , Leo Lahti

In the case of informative sampling the sampling scheme explicitly or implicitly depends on the response variable. As a result, the sample distribution of response variable can- not be used for making inference about the population. In this…

Applications · Statistics 2016-11-18 Anna Sikov

The spontaneous organization of collective activities in animal groups and societies has attracted a considerable amount of attention over the last decade. This kind of coordination often permits group-living species to achieve collective…

Physics and Society · Physics 2010-05-20 Mehdi Moussaid , Simon Garnier , Guy Theraulaz , Dirk Helbing

We review a recent trend in computational systems biology which aims at using pattern recognition algorithms to infer the structure of large-scale biological networks from heterogeneous genomic data. We present several strategies that have…

Quantitative Methods · Quantitative Biology 2008-09-22 Jean-Philippe Vert

Quantitative population modelling is an invaluable tool for identifying the cascading effects of ecosystem management and interventions. Ecosystem models are often constructed by assuming stability and coexistence in ecological communities…

Populations and Evolution · Quantitative Biology 2024-09-06 Sarah A. Vollert , Christopher Drovandi , Matthew P. Adams

We examine the feasibility of predicting and subsequently managing the future evolution of a Complex Adaptive System. Our archetypal system mimics a competitive population of mechanical, biological, informational or human objects. We show…

Disordered Systems and Neural Networks · Physics 2007-05-23 David M. D. Smith , Neil F. Johnson