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Multiscale modeling of complex systems is crucial for understanding their intricacies. Data-driven multiscale modeling has emerged as a promising approach to tackle challenges associated with complex systems. On the other hand,…

Machine Learning · Computer Science 2024-03-26 Ruyi Tao , Ningning Tao , Yi-zhuang You , Jiang Zhang

Understanding the dependence structure between response variables is an important component in the analysis of correlated multivariate data. This article focuses on modeling dependence structures in multivariate binary data, motivated by a…

Methodology · Statistics 2024-12-18 Zhi Yang Tho , Francis K. C. Hui , Tao Zou

We introduce a new model that mimics the strong and sudden effects induced by conformity in tightly interacting human societies. Such effects range from mere crowd phenomena to dramatic political turmoil. The model is a modified version of…

Physics and Society · Physics 2015-06-26 A. L. Efros , P. Désesquelles

The amount of data that is being gathered about cities is increasing in size and specificity. However, despite this wealth of information, we still have little understanding of what really drives the processes behind urbanisation. In this…

Physics and Society · Physics 2015-11-30 Rémi Louf

The use of the isoconfigurational ensemble to explore structure-dynamic correlations in supercooled liquids is examined. The statistical error of the dynamic propensity and its spatial distribution are determined. The authors present the…

Statistical Mechanics · Physics 2011-09-08 Asaph Widmer-Cooper , Peter Harrowell

We analyze a fixed panel of S\&P 500 stocks from 1996 to 2026 using complementary static and kinetic Ising models applied to daily binary open-to-close movements. The static pairwise model provides a long-run maximum-entropy summary of…

Applications · Statistics 2026-05-26 Sebin Oh , Marta C. Gonzáleza , Ziqi Wang

This work is devoted to modelling and identification of the dynamics of the inter-sectoral balance of a macroeconomic system. An approach to the problem of specification and identification of a weakly formalized dynamical system is…

Dynamical Systems · Mathematics 2019-08-14 Olena Kostylenko , Helena Sofia Rodrigues , Delfim F. M. Torres

The use of statistical physics to study problems of social sciences is motivated and its current state of the art briefly reviewed, in particular for the case of discrete choice making. The coupling of two binary choices is studied in some…

Physics and Society · Physics 2011-04-27 Ana Fernández del Río

A one-dimensional Ising model with nearest neighbour interactions is applied to study compaction processes in granular media. An equivalent particle-hole picture is introduced, with the holes being associated to the domain walls of the…

Statistical Mechanics · Physics 2009-11-07 A. Prados , J. Javier Brey

Understanding quantitative relationships between urban elements is crucial for a wide range of applications. The observation at the macroscopic level demonstrates that the aggregated urban quantities (e.g., gross domestic product) scale…

Physics and Society · Physics 2021-01-26 Lei Dong , Zhou Huang , Jiang Zhang , Yu Liu

Recent work has shown that probabilistic models based on pairwise interactions-in the simplest case, the Ising model-provide surprisingly accurate descriptions of experiments on real biological networks ranging from neurons to genes.…

Quantitative Methods · Quantitative Biology 2007-12-18 Tamara Broderick , Miroslav Dudik , Gasper Tkacik , Robert E. Schapire , William Bialek

The paper discusses the process of social and economic development of municipalities. A conclusion is made that developing an adequate model of social and economic development using conventional approaches presents a considerable challenge.…

General Economics · Economics 2022-12-27 Maria A. Shishanina , Anatoly A. Sidorov

Models and simulations of collective behaviours are often based on considering them as assumed by interactive particle systems. The focus is then on behavioural and interaction rules by using approaches based on artificial agents designed…

Adaptation and Self-Organizing Systems · Physics 2009-03-04 Gianfranco Minati

Financial markets are a classical example of complex systems as they comprise many interacting stocks. As such, we can obtain a surprisingly good description of their structure by making the rough simplification of binary daily returns.…

Statistical Finance · Quantitative Finance 2014-01-28 Thomas Bury

An algorithmic limit of compressed sensing or related variable-selection problems is analytically evaluated when a design matrix is given by an overcomplete random matrix. The replica method from statistical mechanics is employed to derive…

Disordered Systems and Neural Networks · Physics 2018-11-14 Tomoyuki Obuchi , Yoshinori Nakanishi-Ohno , Masato Okada , Yoshiyuki Kabashima

Recent research has developed the Ising model from physics, especially statistical mechanics, and it plays an important role in quantum computing, especially quantum annealing and quantum Monte Carlo methods. The model has also been used in…

Physics and Society · Physics 2024-04-26 Yasuko Kawahata

In many practical applications, evaluating the joint impact of combinations of environmental variables is important for risk management and structural design analysis. When such variables are considered simultaneously, non-stationarity can…

Applications · Statistics 2024-04-23 C. J. R. Murphy-Barltrop , J. L. Wadsworth

We propose a new model based on the Ising model with the aim to study synaptic plasticity phenomena in neural networks. It is today well established in biology that the synapses or connections between certain types of neurons are…

Disordered Systems and Neural Networks · Physics 2016-07-22 Eugene Pechersky , Guillem Via , Anatoly Yambartsev

We develop an algorithm for automatic differentiation of Metropolis-Hastings samplers, allowing us to differentiate through probabilistic inference, even if the model has discrete components within it. Our approach fuses recent advances in…

The challenging problem of conducting fully Bayesian inference for the reaction rate constants governing stochastic kinetic models (SKMs) is considered. Given the challenges underlying this problem, the Markov jump process representation is…

Computation · Statistics 2019-01-10 Andrew Golightly , Emma Bradley , Tom Lowe , Colin S. Gillespie