From Statistical Physics To Data Driven Modelling

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From Statistical Physics to Data-Driven Modelling

Simona Cocco,Rémi Monasson,Francesco Zamponi
From Statistical Physics to Data Driven Modelling Book PDF

Author : Simona Cocco,Rémi Monasson,Francesco Zamponi
Publisher : Oxford University Press
Page : 193 pages
File Size : 45,9 Mb
Release : 2022-09-09
Category : Science
ISBN : 9780192633729

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From Statistical Physics to Data-Driven Modelling by Simona Cocco,Rémi Monasson,Francesco Zamponi Pdf

The study of most scientific fields now relies on an ever-increasing amount of data, due to instrumental and experimental progress in monitoring and manipulating complex systems made of many microscopic constituents. How can we make sense of such data, and use them to enhance our understanding of biological, physical, and chemical systems? Aimed at graduate students in physics, applied mathematics, and computational biology, the primary objective of this textbook is to introduce the concepts and methods necessary to answer this question at the intersection of probability theory, statistics, optimisation, statistical physics, inference, and machine learning. The second objective of this book is to provide practical applications for these methods, which will allow students to assimilate the underlying ideas and techniques. While readers of this textbook will need basic knowledge in programming (Python or an equivalent language), the main emphasis is not on mathematical rigour, but on the development of intuition and the deep connections with statistical physics.

Econophysics and Data Driven Modelling of Market Dynamics

Frédéric Abergel,Hideaki Aoyama,Bikas K. Chakrabarti,Anirban Chakraborti,Asim Ghosh
Econophysics and Data Driven Modelling of Market Dynamics Book PDF

Author : Frédéric Abergel,Hideaki Aoyama,Bikas K. Chakrabarti,Anirban Chakraborti,Asim Ghosh
Publisher : Springer
Page : 353 pages
File Size : 53,7 Mb
Release : 2015-01-27
Category : Science
ISBN : 9783319084732

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Econophysics and Data Driven Modelling of Market Dynamics by Frédéric Abergel,Hideaki Aoyama,Bikas K. Chakrabarti,Anirban Chakraborti,Asim Ghosh Pdf

This book presents the works and research findings of physicists, economists, mathematicians, statisticians, and financial engineers who have undertaken data-driven modelling of market dynamics and other empirical studies in the field of Econophysics. During recent decades, the financial market landscape has changed dramatically with the deregulation of markets and the growing complexity of products. The ever-increasing speed and decreasing costs of computational power and networks have led to the emergence of huge databases. The availability of these data should permit the development of models that are better founded empirically, and econophysicists have accordingly been advocating that one should rely primarily on the empirical observations in order to construct models and validate them. The recent turmoil in financial markets and the 2008 crash appear to offer a strong rationale for new models and approaches. The Econophysics community accordingly has an important future role to play in market modelling. The Econophys-Kolkata VIII conference proceedings are devoted to the presentation of many such modelling efforts and address recent developments. A number of leading researchers from across the globe report on their recent work, comment on the latest issues, and review the contemporary literature.

The Statistical Physics of Data Assimilation and Machine Learning

Henry D. I. Abarbanel
The Statistical Physics of Data Assimilation and Machine Learning Book PDF

Author : Henry D. I. Abarbanel
Publisher : Cambridge University Press
Page : 207 pages
File Size : 45,8 Mb
Release : 2022-02-17
Category : Computers
ISBN : 9781316519639

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The Statistical Physics of Data Assimilation and Machine Learning by Henry D. I. Abarbanel Pdf

The theory of data assimilation and machine learning is introduced in an accessible manner for undergraduate and graduate students.

Data-Driven Science and Engineering

Steven L. Brunton,J. Nathan Kutz
Data Driven Science and Engineering Book PDF

Author : Steven L. Brunton,J. Nathan Kutz
Publisher : Cambridge University Press
Page : 615 pages
File Size : 45,6 Mb
Release : 2022-05-05
Category : Computers
ISBN : 9781009098489

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Data-Driven Science and Engineering by Steven L. Brunton,J. Nathan Kutz Pdf

A textbook covering data-science and machine learning methods for modelling and control in engineering and science, with Python and MATLAB®.

Statistical Physics

Josef Honerkamp
Statistical Physics Book PDF

Author : Josef Honerkamp
Publisher : Springer Science & Business Media
Page : 519 pages
File Size : 47,7 Mb
Release : 2013-03-09
Category : Science
ISBN : 9783662047637

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Statistical Physics by Josef Honerkamp Pdf

The book is divided into two parts. The first part looks at the modeling of statistical systems before moving on to an analysis of these systems. This second edition contains new material on: estimators based on a probability distribution for the parameters; identification of stochastic models from observations; and statistical tests and classification methods.

Random Fields for Spatial Data Modeling

Dionissios T. Hristopulos
Random Fields for Spatial Data Modeling Book PDF

Author : Dionissios T. Hristopulos
Publisher : Springer Nature
Page : 884 pages
File Size : 55,9 Mb
Release : 2020-02-17
Category : Science
ISBN : 9789402419184

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Random Fields for Spatial Data Modeling by Dionissios T. Hristopulos Pdf

This book provides an inter-disciplinary introduction to the theory of random fields and its applications. Spatial models and spatial data analysis are integral parts of many scientific and engineering disciplines. Random fields provide a general theoretical framework for the development of spatial models and their applications in data analysis. The contents of the book include topics from classical statistics and random field theory (regression models, Gaussian random fields, stationarity, correlation functions) spatial statistics (variogram estimation, model inference, kriging-based prediction) and statistical physics (fractals, Ising model, simulated annealing, maximum entropy, functional integral representations, perturbation and variational methods). The book also explores links between random fields, Gaussian processes and neural networks used in machine learning. Connections with applied mathematics are highlighted by means of models based on stochastic partial differential equations. An interlude on autoregressive time series provides useful lower-dimensional analogies and a connection with the classical linear harmonic oscillator. Other chapters focus on non-Gaussian random fields and stochastic simulation methods. The book also presents results based on the author’s research on Spartan random fields that were inspired by statistical field theories originating in physics. The equivalence of the one-dimensional Spartan random field model with the classical, linear, damped harmonic oscillator driven by white noise is highlighted. Ideas with potentially significant computational gains for the processing of big spatial data are presented and discussed. The final chapter concludes with a description of the Karhunen-Loève expansion of the Spartan model. The book will appeal to engineers, physicists, and geoscientists whose research involves spatial models or spatial data analysis. Anyone with background in probability and statistics can read at least parts of the book. Some chapters will be easier to understand by readers familiar with differential equations and Fourier transforms.

Data-Driven Modeling & Scientific Computation

J. Nathan Kutz
Data Driven Modeling Scientific Computation Book PDF

Author : J. Nathan Kutz
Publisher : Oxford University Press
Page : 657 pages
File Size : 55,5 Mb
Release : 2013-08-08
Category : Computers
ISBN : 9780199660339

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Data-Driven Modeling & Scientific Computation by J. Nathan Kutz Pdf

Combining scientific computing methods and algorithms with modern data analysis techniques, including basic applications of compressive sensing and machine learning, this book develops techniques that allow for the integration of the dynamics of complex systems and big data. MATLAB is used throughout for mathematical solution strategies.

Statistical Physics of Agent-Based Modeling for Social Systems

Jun-ichi Inoue
Statistical Physics of Agent Based Modeling for Social Systems Book PDF

Author : Jun-ichi Inoue
Publisher : Springer
Page : 128 pages
File Size : 49,8 Mb
Release : 2016-10-18
Category : Business & Economics
ISBN : 4431551859

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Statistical Physics of Agent-Based Modeling for Social Systems by Jun-ichi Inoue Pdf

​This is the first book to provide useful concepts and tools for dealing with agent-based modeling of social systems from the point of view of statistical physics. The statistical physics approach links social scientists with physicists and computer scientists through correlations in empirical data sets. Especially important is that readers will easily be able to recognize that spin systems including the Ising model and its variants can be applied to various social and economic systems as a minimal but universal model to determine the macroscopic properties of an artificial society. It has also been discovered that various empirical data can be built into the model through external fields acting on each spin or interaction between spins. In this sense, the model is regarded as random spin systems including so-called spin glasses. Drastic changes such as bubbles, crashes, or breakdowns in society due to interacting agents are well understood as phase transitions in the literature of physics. This book presents various examples of such remarkable phenomena and provides a useful guide for readers to utilize statistical physics modeling and analysis by applying them to topics such as financial markets, labor markets, housing markets, and social problems. Each interacting agent as a minimum gradient of artificial society can be regarded as a spin, namely, a tiny magnet on an atomic-scale length. By carefully solving the exercises with data analyses in this well-organized book, readers who have no background in physics can easily come to understand the statistical physics approach. For that reason, this book is highly recommended to researchers who seek to learn unconventional ways of thinking about social and economic systems.

Brain-Inspired Computing

Katrin Amunts,Lucio Grandinetti,Thomas Lippert,Nicolai Petkov
Brain Inspired Computing Book PDF

Author : Katrin Amunts,Lucio Grandinetti,Thomas Lippert,Nicolai Petkov
Publisher : Springer Nature
Page : 159 pages
File Size : 55,7 Mb
Release : 2021-07-20
Category : Computers
ISBN : 9783030824273

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Brain-Inspired Computing by Katrin Amunts,Lucio Grandinetti,Thomas Lippert,Nicolai Petkov Pdf

This open access book constitutes revised selected papers from the 4th International Workshop on Brain-Inspired Computing, BrainComp 2019, held in Cetraro, Italy, in July 2019. The 11 papers presented in this volume were carefully reviewed and selected for inclusion in this book. They deal with research on brain atlasing, multi-scale models and simulation, HPC and data infra-structures for neuroscience as well as artificial and natural neural architectures.

Complexity, Heterogeneity, and the Methods of Statistical Physics in Economics

Hideaki Aoyama,Yuji Aruka,Hiroshi Yoshikawa
Complexity Heterogeneity and the Methods of Statistical Physics in Economics Book PDF

Author : Hideaki Aoyama,Yuji Aruka,Hiroshi Yoshikawa
Publisher : Springer Nature
Page : 322 pages
File Size : 55,5 Mb
Release : 2020-08-05
Category : Business & Economics
ISBN : 9789811548062

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Complexity, Heterogeneity, and the Methods of Statistical Physics in Economics by Hideaki Aoyama,Yuji Aruka,Hiroshi Yoshikawa Pdf

This book systematically provides a prospective integrated approach for complexity social science in its view of statistical physics and mathematics, with an impressive collection of the knowledge and expertise of leading researchers from all over the world. The book mainly covers both finitary methods of statistical equilibrium and data-driven analysis by econophysics. The late Professor Masanao Aoki of UCLA, who passed away at the end of July 2018, in his later years dedicated himself to the reconstruction of macroeconomics mainly in terms of statistical physics. Professor Aoki, who was already an IEEE fellow, was also named an Econometric Society Fellow in 1979. Until the early 1990s, however, his contributions were focused on the new developments of a novel algorithm for the time series model and their applications to economic data. Those contributions were undoubtedly equivalent to the Nobel Prize-winning work of Granger's "co-integration method". After the publications of his New Approaches to Macroeconomic Modeling and Modeling Aggregate Behavior and Fluctuations in Economics, both published by Cambridge University Press, in 1996 and 2002, respectively, his contributions rapidly became known and spread throughout the field. In short, these new works challenged econophysicists to develop evolutionary stochastic dynamics, multiple equilibria, and externalities as field effects and revolutionized the stochastic views of interacting agents. In particular, the publication of Reconstructing Macroeconomics, also by Cambridge University Press (2007), in cooperation with Hiroshi Yoshikawa, further sharpened the process of embodying “a perspective from statistical physics and combinatorial stochastic processes” in economic modeling. Interestingly, almost concurrently with Prof. Aoki’s newest development, similar approaches were appearing. Thus, those who were working in the same context around the world at that time came together, exchanging their results during the past decade. In memory of Prof. Aoki, this book has been planned by authors who followed him to present the most advanced outcomes of his heritage.

Data-Driven Remaining Useful Life Prognosis Techniques

Xiao-Sheng Si,Zheng-Xin Zhang,Chang-Hua Hu
Data Driven Remaining Useful Life Prognosis Techniques Book PDF

Author : Xiao-Sheng Si,Zheng-Xin Zhang,Chang-Hua Hu
Publisher : Springer
Page : 430 pages
File Size : 44,5 Mb
Release : 2017-01-20
Category : Technology & Engineering
ISBN : 9783662540305

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Data-Driven Remaining Useful Life Prognosis Techniques by Xiao-Sheng Si,Zheng-Xin Zhang,Chang-Hua Hu Pdf

This book introduces data-driven remaining useful life prognosis techniques, and shows how to utilize the condition monitoring data to predict the remaining useful life of stochastic degrading systems and to schedule maintenance and logistics plans. It is also the first book that describes the basic data-driven remaining useful life prognosis theory systematically and in detail. The emphasis of the book is on the stochastic models, methods and applications employed in remaining useful life prognosis. It includes a wealth of degradation monitoring experiment data, practical prognosis methods for remaining useful life in various cases, and a series of applications incorporated into prognostic information in decision-making, such as maintenance-related decisions and ordering spare parts. It also highlights the latest advances in data-driven remaining useful life prognosis techniques, especially in the contexts of adaptive prognosis for linear stochastic degrading systems, nonlinear degradation modeling based prognosis, residual storage life prognosis, and prognostic information-based decision-making.

Statistical Physics On The Eve Of The 21st Century: In Honour Of J B Mcguire On The Occasion Of His 65th Birthday

Luc T Wille,Murray T Batchelor
Statistical Physics On The Eve Of The 21st Century In Honour Of J B Mcguire On The Occasion Of His 65th Birthday Book PDF

Author : Luc T Wille,Murray T Batchelor
Publisher : World Scientific
Page : 536 pages
File Size : 52,7 Mb
Release : 1999-02-04
Category : Electronic
ISBN : 9789814544160

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Statistical Physics On The Eve Of The 21st Century: In Honour Of J B Mcguire On The Occasion Of His 65th Birthday by Luc T Wille,Murray T Batchelor Pdf

This volume is a collection of original papers and reviews in honour of James McGuire, one of the pioneers of integrable models in statistical physics. The broad range of articles offers a timely perspective on the current status of statistical mechanics, identifying both recent results as well as future challenges. The work contains a number of overviews of standard topics such as exactly solved lattice models and their various applications in statistical physics, from models of strongly correlated electrons to the conformational properties of polymer chains. It is equally wide ranging in its coverage of new directions and developing fields including quantum computers, financial markets, chaotic systems, Feigenbaum scaling, proteins, brain behaviour, immunology, Markov superposition, Bose-Einstein condensation, random matrices, exclusion statistics, vertex operator algebras and D-unsolvability.The level of coverage is appropriate for graduate students. It will be equally of interest to professional physicists who want to learn about progress in statistical physics in recent years. Experts will find this work useful because of its broad sweep of topics and its discussion of remaining unsolved problems.

Principles of Statistical Physics and Numerical Modelling

Valeriy A. Ryabov
Principles of Statistical Physics and Numerical Modelling Book PDF

Author : Valeriy A. Ryabov
Publisher : Unknown
Page : 0 pages
File Size : 43,6 Mb
Release : 2018
Category : Molecular dynamics
ISBN : 0750313412

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Principles of Statistical Physics and Numerical Modelling by Valeriy A. Ryabov Pdf

"This unique text provides an introduction to classical statistical mechanics, using molecular dynamic simulations to teach and explore the subject. Illustrated by numerous figures and animations the book will be useful for students and professionals wishing to receive a contemporary understanding of statistical physics and use the methods in their research." -- Prové de l'editor.

Principles of Statistical Physics and Numerical Modeling

Valeriy a. Ryabov
Principles of Statistical Physics and Numerical Modeling Book PDF

Author : Valeriy a. Ryabov
Publisher : Institute of Physics Publishing
Page : 152 pages
File Size : 40,8 Mb
Release : 2018-08-30
Category : Science
ISBN : 0750319267

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Principles of Statistical Physics and Numerical Modeling by Valeriy a. Ryabov Pdf

This unique text introduces classical statistical mechanics using molecular dynamic simulations to teach and explore the subject. Illustrated by numerous figures and animations, the book will be useful for students and professionals wishing to receive a contemporary understanding of statistical physics and use the methods in their research.

Statistical Physics

Josef Honerkamp
Statistical Physics Book PDF

Author : Josef Honerkamp
Publisher : Springer
Page : 536 pages
File Size : 47,9 Mb
Release : 2002-06-10
Category : Science
ISBN : 9783540430209

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Statistical Physics by Josef Honerkamp Pdf

The book is divided into two parts. The first part looks at the modeling of statistical systems before moving on to an analysis of these systems. This second edition contains new material on: estimators based on a probability distribution for the parameters; identification of stochastic models from observations; and statistical tests and classification methods.