Predictability in Social Science, The statistical mechanics approach.

The subject of this work concerns the study of the immigration phenomenon, with emphasis on the aspects related to the integration of an immigrant population in a hosting one. Aim of this work is to show the forecasting ability of a recent finding where the behavior of integration quantifiers was analyzed and investigated with a mathematical model of statistical physics origins (a generalization of the monomer dimer model). After providing a detailed literature review of the model, we show that not only such a model is able to identify the social mechanism that drives a particular integration process, but it also provides correct forecast. The research reported here proves that the proposed model of integration and its forecast framework are simple and effective tools to reduce uncertainties about how integration phenomena emerge and how they are likely to develop in response to increased migration levels in the future.

Limiting theorems in statistical mechanics. The mean-field case.

The Curie-Weiss model is defined by ah Hamiltonian according to spins interact. For some particular values of the parameters, the sum of the spins normalized with square-root normalization converges or not toward Gaussian distribution. In the thesis we investigate some correlations between the behaviour of the sum and the central limit for interacting random variables.

Statistical mechanics of polymer models: rigorous results and applications

Monomer-dimer models are amongst the models in statistical mechanics which found application in many areas of science, ranging from biology to social sciences. This model describes a many-body system in which monoatomic and diatomic particles subject to hard-core interactions get deposited on a graph. In our work we provide an extension of this model to higher-order particles. The aim of our work is threefold: first we study the thermodynamic properties of the newly introduced model. We solve analytically some regular cases and find that, differently from the original, our extension admits phase transitions. Then we tackle the inverse problem, both from an analytical and numerical perspective. Finally we propose an application to aggregation phenomena in virtual messaging services.

Good just isn't Good enough. Best System Probabilities and the Foundations of Statistical Mechanics

Statistical physicists assume a probability distribution over micro-states to explain thermodynamic behavior. The question of this paper is whether these probabilities are part of a best system and can thus be interpreted as Humean chances. I consider two strategies, viz. a globalist as suggested by Loewer, and a localist as advocated by Frigg and Hoefer. Both strategies fail because the system they are part of have rivals that are roughly equally good, while ontic probabilities should be part of a clearly winning system. I conclude with the diagnosis that well-defined micro-probabilities under-estimate the robust character of explanations in statistical physics.

Foundations and applications of non-equilibrium statistical mechanics

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Statistical mechanics approaches to granular media: between micromechanics and macromechanics

The mechanical behavior of granular materials has been traditionally approached through two theoretical and computational frameworks: macromechanics and micromechanics. Macromechanics focuses on continuum based models. In consequence it is assumed that the matter in the granular material is homogeneous and continuously distributed over its volume so that the smallest element cut from the body possesses the same physical properties as the body. In particular, it has some equivalent mechanical properties, represented by complex and non-linear constitutive relationships. Engineering problems are usually solved using computational methods such as FEM or FDM. On the other hand, micromechanics is the analysis of heterogeneous materials on the level of their individual constituents. In granular materials, if the properties of particles are known, a micromechanical approach can lead to a predictive response of the whole heterogeneous material. Two classes of numerical techniques can be differentiated: computational micromechanics, which consists on applying continuum mechanics on each of the phases of a representative volume element and then solving numerically the equations, and atomistic methods (DEM), which consist on applying rigid body dynamics together with interaction potentials to the particles. Statistical mechanics approaches arise between micro and macromechanics. It tries to state which the expected macroscopic properties of a granular system are, by starting from a micromechanical analysis of the features of the particles and the interactions. The main objective of this paper is to introduce this approach.

How can statistical mechanics contribute to social science?

A model of interdependent decision making has been developed to understand group differences in socioeconomic behavior such as nonmarital fertility, school attendance, and drug use. The statistical mechanical structure of the model illustrates how the physical sciences contain useful tools for the study of socioeconomic phenomena.

Modelling the dynamics of genetic algorithms using statistical mechanics

A formalism for modelling the dynamics of Genetic Algorithms (GAs) using methods from statistical mechanics, originally due to Prugel-Bennett and Shapiro, is reviewed, generalized and improved upon. This formalism can be used to predict the averaged trajectory of macroscopic statistics describing the GA's population. These macroscopics are chosen to average well between runs, so that fluctuations from mean behaviour can often be neglected. Where necessary, non-trivial terms are determined by assuming maximum entropy with constraints on known macroscopics. Problems of realistic size are described in compact form and finite population effects are included, often proving to be of fundamental importance. The macroscopics used here are cumulants of an appropriate quantity within the population and the mean correlation (Hamming distance) within the population. Including the correlation as an explicit macroscopic provides a significant improvement over the original formulation. The formalism is applied to a number of simple optimization problems in order to determine its predictive power and to gain insight into GA dynamics. Problems which are most amenable to analysis come from the class where alleles within the genotype contribute additively to the phenotype. This class can be treated with some generality, including problems with inhomogeneous contributions from each site, non-linear or noisy fitness measures, simple diploid representations and temporally varying fitness. The results can also be applied to a simple learning problem, generalization in a binary perceptron, and a limit is identified for which the optimal training batch size can be determined for this problem. The theory is compared to averaged results from a real GA in each case, showing excellent agreement if the maximum entropy principle holds. Some situations where this approximation brakes down are identified. In order to fully test the formalism, an attempt is made on the strong sc np-hard problem of storing random patterns in a binary perceptron. Here, the relationship between the genotype and phenotype (training error) is strongly non-linear. Mutation is modelled under the assumption that perceptron configurations are typical of perceptrons with a given training error. Unfortunately, this assumption does not provide a good approximation in general. It is conjectured that perceptron configurations would have to be constrained by other statistics in order to accurately model mutation for this problem. Issues arising from this study are discussed in conclusion and some possible areas of further research are outlined.

Statistical mechanics of error-correcting codes

We investigate the performance of error-correcting codes, where the code word comprises products of K bits selected from the original message and decoding is carried out utilizing a connectivity tensor with C connections per index. Shannon's bound for the channel capacity is recovered for large K and zero temperature when the code rate K/C is finite. Close to optimal error-correcting capability is obtained for finite K and C. We examine the finite-temperature case to assess the use of simulated annealing for decoding and extend the analysis to accommodate other types of noisy channels.

Statistical mechanics of support vector networks

Using methods of Statistical Physics, we investigate the generalization performance of support vector machines (SVMs), which have been recently introduced as a general alternative to neural networks. For nonlinear classification rules, the generalization error saturates on a plateau, when the number of examples is too small to properly estimate the coefficients of the nonlinear part. When trained on simple rules, we find that SVMs overfit only weakly. The performance of SVMs is strongly enhanced, when the distribution of the inputs has a gap in feature space.

On the annealed VC entropy for margin classifiers: A statistical mechanics study

Using techniques from Statistical Physics, the annealed VC entropy for hyperplanes in high dimensional spaces is calculated as a function of the margin for a spherical Gaussian distribution of inputs.

Statistical mechanics of mutual information maximization

An unsupervised learning procedure based on maximizing the mutual information between the outputs of two networks receiving different but statistically dependent inputs is analyzed (Becker S. and Hinton G., Nature, 355 (1992) 161). By exploiting a formal analogy to supervised learning in parity machines, the theory of zero-temperature Gibbs learning for the unsupervised procedure is presented for the case that the networks are perceptrons and for the case of fully connected committees.

Statistical mechanics of low-density parity check error-correcting codes over Galois fields

A variation of low-density parity check (LDPC) error-correcting codes defined over Galois fields (GF(q)) is investigated using statistical physics. A code of this type is characterised by a sparse random parity check matrix composed of C non-zero elements per column. We examine the dependence of the code performance on the value of q, for finite and infinite C values, both in terms of the thermodynamical transition point and the practical decoding phase characterised by the existence of a unique (ferromagnetic) solution. We find different q-dependence in the cases of C = 2 and C ≥ 3; the analytical solutions are in agreement with simulation results, providing a quantitative measure to the improvement in performance obtained using non-binary alphabets.

Statistical mechanics of typical set decoding

The performance of "typical set (pairs) decoding" for ensembles of Gallager's linear code is investigated using statistical physics. In this decoding method, errors occur, either when the information transmission is corrupted by atypical noise, or when multiple typical sequences satisfy the parity check equation as provided by the received corrupted codeword. We show that the average error rate for the second type of error over a given code ensemble can be accurately evaluated using the replica method, including the sensitivity to message length. Our approach generally improves the existing analysis known in the information theory community, which was recently reintroduced in IEEE Trans. Inf. Theory 45, 399 (1999), and is believed to be the most accurate to date. © 2002 The American Physical Society.