Details are subject to change without notice --- unless you come to class!

- Lecture 1, (Tuesday, 13 January): What is a dynamical system? What is chaos? What is a simulation?
- Slides and R
- Lecture 2, (Thursday, 15 January): Stability, bifurcations, more chaos, intermittency, more ergodicity
- Slides and R
- Flake, ch. 10 and sec. 11.1
- Guttorp, ch. 1
- Smith, ch. 1--3
- The Arnold Cat Map Movie (starring Marlowe the Cat, directed by Evelyn Sander)
- Problem set 1, due 23 January
- assignment
- solutions, R
- Lecture 3, (Tuesday, 20 January): Attractors and Mixing
- Slides and R
- Side-note: Lyapunov exponents
- Flake, ch. 11
- Miller and Page, ch. 1--3
- Smith, ch. 4--6
- Lecture 4, (Thursday, 22 January): Attractor reconstruction and nonlinear prediction
- Slides,
`lorenz-generator.pl` - Side-note: "Smooth change of coordinates"
- Side-note: Nonlinear predictors
- handouts: Kantz and Schreiber, Nonlinear Time Series Analysis, chs. 3 and 4
- Smith, chs. 7--9
- (*) Smith, "Disentangling Uncertainty and Error: On the Predictability of Nonlinear Systems", in Mees (ed.), Nonlinear Dynamics and Statistics (2000) [PDF]
- Problem set 2, due 30 January
- assignment
- Lecture 5, (Tuesday, 27 January): Symbolic dynamics; stochastics from dynamics
- Slides
- Note: More on the topological entropy rate
- Daw, Finney and Tracy, "A review of symbolic analysis of experimental data",
Review of Scientific Instruments
**74**(2003): 916--930 [reprint] - Lecture 6, (Thursday, 29 January): Inference for Markov chains and dynamical systems
- Slides
- Handout: Maximum Likelihood Estimation for Markov Chains
- Guttorp, 2.7--2.9 and 2.12 (I, II, III)
- Smith, ch. 10
- Foulkes, "A Class of Machines Which Determine the Statistical Structure of a Sequence of Characters", pp. 66--73, vol. 4 of Western Electronics Convention Record, 1959 [PDF]
- (*) Smith, "The Maintenance of Uncertainty", pp. 177--246 of the Proceedings of the International School of Physics "Enrico Fermi", Course CXXXIII (1997) [PDF]
- Problem set 3, due 10 February
- Assignment
- Solutions: pdf, R
- Lecture 7, (Tuesday, 3 February): Information theory
- Slides
- Feldman, "Information Theory" [PDF]
- M.C. Hawking, "Entropy", from Fear of a Black Hole [lyrics; mp3 (radio-safe Brief History of Rhyme version)]
- Ray and Charles Eames, A Communications Primer
- Lecture 8, (Thursday, 5 February): Randomness and determinism
- Slides
- Side-note: Algorithmic Information Content and Marginal Entropies
- Flake, ch. 14
- Smith, ch. 11
- Poincaré, "Chance", from Science and Method [PDF]
- Problem set 4, due 13 February
- assignment;
`turb.dat` - Lecture 9, (Tuesday, 10 February): Self-organization 1, some examples
- Slides
- Miller and Page, ch. 4
- Office of Charles and Ray Eames, Powers of Ten, narration by Philip Morrison
- Lecture 10, (Thursday, 12 February): Cellular automata 1
- Slides
- Flake, ch. 15
- Miller and Page, ch. 8
- Lecture 11, (Tuesday, 17 February): Cellular automata 2: excitable media; mechanisms and abstractions
- Slides
- Fisch, Gravner and Griffeath, "Threshold-range scaling of excitable
cellular automata", Statistics and Computing
**1**(1991): 23--39 [PDF] - Fisch, Gravner and Griffeath, "Cyclic Cellular Automata in Two Dimensions", pp. 171--185 in Alexander and Wadkins (eds.), Spatial Stochastic Processes (1991) [zipped PostScript]
- Greenberg and Hastings, "Spatial Patterns for Discrete Models of Diffusion
in Excitable Media", SIAM Journal on Applied
Mathematics
**34**(1978): 515--523 [JSTOR] - Griffeath, "Self-Organization of Random Cellular Automata: four snapshot", pp. 49--67 in Grimmett (ed.), Probability and Phase Transitions (1994) [zipped PostScript]
- Krugman, ch. 2 and first part of ch. 8
- (*) ch. 4 of Guttorp
- Lecture 12, (Thursday, 19 February): Self-organization 2
- Slides
- Shalizi, Klinkner and Haslinger, "Quantifying
Self-Organization with Optimal Predictors", Physical
Review Letters
**93**(2004): 118701, arxiv:nlin.AO/0409024 - Shalizi, Haslinger, Rouquier, Klinkner and Moore, "Automatic Filters for
the Detection of Coherent Structure in Spatiotemporal Systems", Physical
Review E
**73**(2006): 036104, arxiv:nlin.CG/0508001 - Lecture 13, (Tuesday, 24 February): Heavy-tailed distributions 1: what they are
- Slides and R
- Newman, "Power laws, Pareto distributions and Zipf's law",
Contemporary Physics
**46**(2005): 323--351, arxiv:cond-mat/0412004 (through section III) - Lecture 14, (Thursday, 26 February): Heavy-tailed distributions 2: how they arise
- Slides
- Newman, "Power laws", section IV
- Krugman, ch. 3 and the last part of ch. 8
- Mitzenmacher, "A Brief History of Generative Models for Power Law and Lognormal Distributions", Internet Mathematics
**1**(2003): 226--251 - Video of Mitzenmacher giving a talk on this material
- Sornette, "Mechanism for Powerlaws without
Self-Organization", International Journal of Modern Physics
C
**13**(2002): 133--136, arxiv:cond-mat/0110426 - Lecture 15 (Tuesday, 3 March) Heavy-tailed distributions 3: Estimation
- Slides
- Clauset, Shalizi and Newman, "Power law distributions in empirical data", arxiv:0706.1062
- (*) Markovitch and Krieger, "Nonparametric estimation of long-tailed density
functions and its application to the analysis of World Wide Web traffic",
Performance Evaluation
**42**(2000): 205--222 - Lecture 16, (Thursday, 5 March): Heavy-tailed distributions 4: Comparing models
- Slides, R
- Clauset et al. continued
- Handcock and Morris, "Relative Distribution Methods",
Sociological Methodology
**28**(1998): 53--97 [JSTOR] - Freckleton and Sutherland, "Do power laws imply self-regulation?",
Nature
**412**(2001): 382 - Freckleton and Sutherland, "Do in-hospital waiting lists show
self-regulation?", Journal
of the Royal Society of Medicine
**95**(2002): 164 - Edwards, Phillips, Watkins, Freeman, Murphy, Afanasyev, Buldyrev, da Luz,
Raposo, Stanley and Viswanathan, "Revisiting Lévy flight search patterns
of wandering albatrosses, bumblebees and
deer", Nature
**449**(2007): 1044--1048 - (*) Vuong, "Likelihood Ratio Tests for Model Selection and Non-Nested
Hypotheses", Econometrica
**57**(1989): 307--333 [JSTOR] - 10 and 12 March: Spring break; no lectures
- Lecture 17, (Tuesday, 17 March): Inference in general: error statistics and severe testing
- Slides
- Mayo and Cox, "Frequentist statistics as a theory of inductive inference", arxiv:math.ST/0610846
- Mayo and Spanos, "Methodology in Practice: Statistical Misspecification
Testing", Philosophy of Science
**71**(2004): 1007--1025 [PDF] - Mayo and Spanos, "Severe Testing as a Basic Concept in a Neyman-Pearson Philosophy of Induction", The British Journal for the Philosophy of Science
**57**(2006): 323--357 - Spanos, "Curve-Fitting, the Reliability of Inductive Inference and the Error-Statistical Approach", Philosophy of Science
**74**(2007): 1046--1066 - Lecture 18, (Thursday, 19 March): Inference from simulations 1
- ch. 5 and appendix B of Miller and Page
- Miller, "Active Nonlinear Tests (ANTs) of Complex Simulation Models", Management Science
**44**(1998): 820--830 [PDF] - Lecture 19, (Tuesday, 24 March): Inference from simulations 2: direct and indirect inference
- Slides and R
- A. A. Smith, "Indirect Inference" [PDF]
- Kendall, Ellner, McCauley, Wood, Briggs, Murdoch and Turchin, "Population Cycles in the Pine Looper Moth: Dynamical Tests
of Mechanistic Hypotheses", Ecological Monographs
**75**(2005): 259--276 [PDF reprint] - (*) Gourieroux, Monfort and Renault, "Indirect Inference",
Journal of Applied Econometrics
**8**(1993): S85--S118 [JSTOR] - Lecture 20, (Thursday, 26 March): Complex networks 1: basics, network properties
- Slides
- Watts, "The 'New' Science of Networks", Annual Review of Sociology
**30**(2004): 243--270 - Newman, "The Structure and Function of Complex Networks", SIAM
Review
**45**(2003): 167--256, arxiv:cond-mat/0303516 (through sec. VI, but skipping or skimming IV B and V) - Lecture 21, (Tuesday, 30 March): Complex networks 2: growth models
- Slides
- Newman, "Structure and function", sec. VII
- Lecture 22, (Thursday, 2 April): Agent-based models 1
- Slides
- Miller and Page, chs. 6 and 7
- Flake, ch. 12
- Lecture 23, (Tuesday, 7 April): Agents 2: collective phenomena and self-organization
- Slides
- Flake, ch. 16
- Miller and Page, ch. 9
- Krugman, introduction and ch. 1
- Healy, Walking to School
- Perlstein, The Meaning of Box 722
- Lecture 24, (Thursday, 9 April): Complex networks 3: contagion on networks
- slides
- Guttorp, sec. 2.11
- Newman, "Structure and Function", sec. VIII
- Davis, Trapman, Leirs, Begon and Heesterbeek, "The abundance threshold for plague as a critical percolation phenomenon", Nature
**454**(2008): 634--637 - Bell, Maiden, Munoz-Solomando and Reddy, "'Mind control experiences' on the Internet: Implications for the psychiatric diagnosis of delusions", Psychopathology
**39**(2006): 87--91 [PDF] - Smith and Novella, "HIV Denial in the Internet Era", PLoS Medicine
**4:8**(2007): e256 - (*) Kenah and Robins, "Second look at the spread of epidemics on networks", Physical Review E
**76**(2007): 036113, arxiv:q-bio.QM/0610057 - (Tuesday, 14 April): No lecture
- (Thursday, 16 April): Spring carnival; no lecture
- Lecture 25, (Tuesday, 21 April): Agents 3: social complexity
- Slides
- Flake, ch. 17
- Miller and Page, chs. 10--11
- Krugman, ch. 6
- Salganik, Dodds and Watts,
"Experimental study of inequality and unpredictability in an artificial cultural market", Science
**311**(2006):854--856 - (*) Skyrms and Pemantle, "A Dynamic Model of Social Network Formation", Proceedings of the National Academy of Sciences (USA)
**97**(2000): 9340--9346, arxiv:math.PR/0404101 - Lecture 26, (Thursday, 23 April): Complex networks 4: inference for network models
- Slides
- Hanneke and Xing, "Discrete Temporal Models of Social Networks" in Airoldi et al. (eds.) Statistical Network Analysis [PDF]
- Handcock and Jones, "Likelihood-based inference for stochastic models of sexual network formation", Theoretical Population Biology
**65**(2004): 413--422 [PDF] - Hunter, Goodreau and Handcock, "Goodness of Fit of Social Network Models" [PDF]
- Middendorf, Ziv and Wiggins, "Inferring Network Mechanisms:
The
*Drosophila melanogaster*Protein Interaction Network", Proceedings of the National Academy of Sciences (USA)**102**(2005): 3192--3197, arxiv:q-bio/0408010 - Newman, "Structure and Function", sections IV B and V
- Newman, Strogatz and Watts, "Random graphs with arbitrary degree distributions and their applications", Physical Review E
**64**(2001): 026118, arxiv:cond-mat/0007235 - Wiuf, Brameier, Hagberg and Stumpf, "A likelihood approach to analysis of
network
data", Proceedings of
the National Academy of Sciences (USA)
**103**(2006): 7566--7570 [discussion] - (*) Foster, Foster, Grassberger and Paczuski, "Link and subgraph likelihoods in random undirected networks with fixed and partially fixed degree sequence", arxiv:cond-mat/0610446
- Lecture 27, (Tuesday, 28 April): Networks 5: Community Discovery
- Clauset, Moore and Newman, "Hierarchical structure and the prediction of missing links in networks", Nature
**453**(2008): 98--101 = arxiv:0811.0484; code - Girvan and Newman, "Community structure in social and biological networks", arxiv:cond-mat/0112110
- Hofman and Wiggins, "A Bayesian approach to network modularity", arxiv:0709.3512
- Reichardt and Bornholdt, "Statistical mechanics of community
detection", arxiv:cond-mat/0603718
= Physical Review E
**74**(2006): 016110 - Reichardt and White, "Role models for complex networks", arxiv:0708.0958 [discussion]
- Exam: take-home, due 12 May
- Lecture 28, (Thursday, 30 April): Agents 4: A real-world example of agents on networks
- Notes
- Hedstrom and Aberg, "Quantitative research, agent-based modelling and theories of the social", ch. 6 (pp. 114--144) in Hedstrom, Dissecting the Social [PDF]
- (*) Guttorp, ch. 4

Page created 6 January 2008; last modified 4 June 2009