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Register a new userThe statistical physics of discovering exogenous and endogenous factors in a chain of events
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Event occurrence is not only subject to the environmental changes, but is also facilitated by the events that have occurred in a system. Here, we develop a method for estimating such extrinsic and intrinsic factors from a single series of event-occurrence times. The analysis is performed using a model that combines the inhomogeneous Poisson process and the Hawkes process, which represent exogenous fluctuations and endogenous chain-reaction mechanisms, respectively. The model is fit to a given dataset by minimizing the free energy, for which statistical physics and a path-integral method are utilized. Because the process of event occurrence is stochastic, parameter estimation is inevitably accompanied by errors, and it can ultimately occur that exogenous and endogenous factors cannot be captured even with the best estimator. We obtained four regimes categorized according to whether respective factors are detected. By applying the analytical method to real time series of debate in a social-networking service, we have observed that the estimated exogenous and endogenous factors are close to the first comments and the follow-up comments, respectively. This method is general and applicable to a variety of data, and we have provided an application program, by which anyone can analyze any series of event times.
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The statistical methods used in deriving physics results in the BaBar collaboration are reviewed, with especial emphasis on areas where practice is not uniform in particle physics.
Modern analysis of high energy physics (HEP) data needs advanced statistical tools to separate signal from background. A C++ package has been implemented to provide such tools for the HEP community. The package includes linear and quadratic discriminant analysis, decision trees, bump hunting (PRIM), boosting (AdaBoost), bagging and random forest algorithms, and interfaces to the standard backpropagation neural net and radial basis function neural net implemented in the Stuttgart Neural Network Simulator. Supplemental tools such as bootstrap, estimation of data moments, and a test of zero correlation between two variables with a joint elliptical distribution are also provided. The package offers a convenient set of tools for imposing requirements on input data and displaying output. Integrated in the BaBar computing environment, the package maintains a minimal set of external dependencies and therefore can be easily adapted to any other environment. It has been tested on many idealistic and realistic examples.
Many illnesses are associated with an alteration of the immune system homeostasis due to any combination of factors, including exogenous bacterial insult, endogenous breakdown (e.g., development of a disease that results in immuno suppression), or an exogenous hit like surgery that simultaneously alters immune responsiveness and provides access to bacteria, or genetic disorder. We conjecture that, as a consequence of the co-evolution of the immune system of individuals with the ecology of pathogens, the homeostasis of the immune system requires the influx of pathogens. This allows the immune system to keep the ever present pathogens under control and to react and adjust fast to bursts of infections. We construct the simplest and most general system of rate equations which describes the dynamics of five compartments: healthy cells, altered cells, adaptive and innate immune cells, and pathogens. We study four regimes obtained with or without auto-immune disorder and with or without spontaneous proliferation of infected cells. Over all regimes, we find that seven different states are naturally described by the model: (i) strong healthy immune system, (ii) healthy organism with evanescent immune cells, (iii) chronic infections, (iv) strong infections, (v) cancer, (vi) critically ill state and (vii) death. The analysis of stability conditions demonstrates that these seven states depend on the balance between the robustness of the immune system and the influx of pathogens.
Are large biological extinctions such as the Cretaceous/Tertiary KT boundary due to a meteorite, extreme volcanic activity or self-organized critical extinction cascades? Are commercial successes due to a progressive reputation cascade or the result of a well orchestrated advertisement? Determining the chain of causality for extreme events in complex systems requires disentangling interwoven exogenous and endogenous contributions with either no clear or too many signatures. Here, I review several efforts carried out with collaborators, which suggest a general strategy for understanding the organization of several complex systems under the dual effect of endogenous and exogenous fluctuations. The studied examples are: Internet download shocks, book sale shocks, social shocks, financial volatility shocks, and financial crashes. Simple models are offered to quantitatively relate the endogenous organization to the exogenous response of the system. Suggestions for applications of these ideas to many other systems are offered.
We discuss the traditional criterion for discovery in Particle Physics of requiring a significance corresponding to at least 5 sigma; and whether a more nuanced approach might be better.
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