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

- Lecture 1, January 15 (Tu): What is a dynamical system? What is chaos? What is a simulation?
- slides; R for examples
- Lecture 2, January 17 (Th): More chaos
- Flake, ch. 10 and sec. 11.1
- Guttorp, ch. 1
- slides; R for examples; The Arnold Cat Map Movie (starring Marlowe the Cat, directed by Evelyn Sander)
- Lecture 3, January 22 (Tu): Attractors
- Flake, ch. 11
- Miller and Page, ch. 1--3
- slides; R for examples
- Lecture 4, January 24 (Th): Attractor reconstruction and nonlinear prediction
- handouts: Kantz and Schreiber, Nonlinear Time Series Analysis, chapters 3 and 4
- (*) Smith, "Disentangling Uncertainty and Error: On the Predictability of Nonlinear Systems", in Mees (ed.), Nonlinear Dynamics and Statistics (2000) [PDF]
- PDF of slides; see slides for R examples
- Lorenz time-series generator, written in Perl (see comments at head of file for usage instructions). The parameter values sigma=10, rho=28, beta=8/3 were hard-coded.
- the Lorenz time series used in the lecture: 4 comma-separated columns, giving t, x, y and z; t runs from 50 to 100 in steps of 0.001.
- Note: Nonlinear prediction, nearest-neighbors, kernel methods
- Assignment 1, due February 1
- Lecture 5, January 29 (Tu): Symbolic dynamics; stochastics from dynamics
- Daw, Finney and Tracy, "A review of symbolic analysis of experimental data",
Review of Scientific Instruments
**74**(2003): 916--930 [reprint] - (*) handout from Badii and Politi, Complexity: Hierarchical Structures and Scaling in Physics
- slides
- Note: More on the Topological Entropy Rate
- Lecture 6, January 31 (Th): Inference for Markov chains and dynamical systems
- Guttorp, 2.7--2.9 and 2.12 (I, II, III)
- (*) Smith, "The Maintenance of Uncertainty", pp. 177--246 of the Proceedings of the International School of Physics "Enrico Fermi", Course CXXXIII (1997) [PDF]
- 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]
- slides
- Note: Maximum Likelihood Estimation for Markov Chains
- Lecture 7, February 5 (Tu): Information theory
- 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
- slides
- Lecture 8, February 7 (Th): Randomness and determinism
- Flake, ch. 14
- Poincaré, "Chance", from Science and Method [PDF]
- slides
- Lecture 9, February 12 (Tu): Self-organization 1, some examples
- Miller and Page, ch. 4
- Office of Charles and Ray Eames, Powers of Ten, narration by Philip Morrison
- slides
- Lecture 10, February 14 (Th): Cellular automata 1
- Flake, ch. 15
- Miller and Page, ch. 8
- slides
- Lecture 11, February 19 (Tu): Cellular automata 2, excitable media
- 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]
- Griffeath, "Self-Organization of Random Cellular Automata: four snapshot", pp. 49--67 in Grimmett (ed.), Probability and Phase Transitions (1994) [zipped PostScript]
- (*) ch. 4 of Guttorp
- slides
- Assignment 2, due
~~29 February~~6 March - full solutions, R
- Lecture 12, February 21 (Th): Self-organization 2
- 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 - slides
- Lecture 13, February 26 (Tu): Heavy-tailed distributions 1: what they are
- Newman, "Power laws, Pareto distributions and Zipf's law",
Contemporary Physics
**46**(2005): 323--351, arxiv:cond-mat/0412004 (through section III) - General R files for the next several lectures
- slides; R
- Lecture 14, February 28 (Th): Heavy-tailed distributions 2: how they arise
- Newman, "Power laws", section IV
- 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 - slides
- Lecture 15, March 4 (Tu): Heavy-tailed distributions 3: Estimation
- 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 - slides
- Lecture 16, March 6 (Th): Heavy-tailed distributions 4: Comparing models
- 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] - slides and R
- March 11 (Tu): Spring break; no lecture
- March 13 (Th): Spring break; no lecture
- Lecture 17, March 18 (Tu): Inference in general: error statistics and severe testing
- 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" [PDF]
- slides
- Lecture 18, March 20 (Th):
~~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 [JSTOR] ~~Parker, "Computer Simulation through an Error-Statistical Lens" [PDF]~~- Special problem-solving session for homework 2
- partial solutions, R
- Lecture 19, March 25 (Tu)
- Inference from simulations 2: direct and indirect inference
- A. A. Smith, "Indirect Inference" [PDF]
- Gourieroux, Monfort and Renault, "Indirect Inference",
Journal of Applied Econometrics
**8**(1993): S85--S118 [JSTOR] - (*) 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] - slides, R
- March 27 (Th): No regular lecture
- I'll be at a conference
- Lecture 20, April 1 (Tu): Complex networks 1: basics, network properties
- 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) - slides
- Lecture 21, April 3 (Th): Complex networks 2: growth models
- Newman, "Structure and function", sec. VII
- slides
- Assignment 3, due 21 April 2008
`blogs.dat`for problem 1 (data courtesy of Henry Farrell and Dan Drezner)- Lecture 22, April 8 (Tu): Agent-based models 1
- Miller and Page, chs. 6 and 7
- Flake, ch. 12
- slides
- Lecture 23, April 10 (Th): Agents 2: collective phenomena and self-organization
- Flake, ch. 16;
- Miller and Page, ch. 9
- slides
- Lecture 24, April 15 (Tu): Complex networks 3: contagion on networks
- Guttorp, sec. 2.11
- Newman, "Structure and Function", sec. VIII
- 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] - (*) Kenah and Robins, "Second look at the spread of epidemics on networks", Physical Review E
**76**(2007): 036113, arxiv:q-bio.QM/0610057 - slides
- April 17 (Th): Spring carnival; no lecture
- Lecture 25, April 22 (Tu): Complex networks 4: inference for network models
- Clauset, Moore and Newman, "Structural Inference of Hierarchies in Networks", in Airoldi et al. (eds.) Statistical Network Analysis, arxiv:physics/0610051
- Hanneke and Xing, "Discrete Temporal Models of Social Networks" in Airoldi et al. (eds.) Statistical Network Analysis [PDF]
- Foster, Foster, Grassberger and Paczuski, "Link and subgraph likelihoods in random undirected networks with fixed and partially fixed degree sequence", arxiv:cond-mat/0610446
- 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 - slides
- Lecture 26, April 24 (Th): Agents 3: social complexity
- Flake, ch. 17
- Miller and Page, chs. 10--11
- 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 - slides
- Lecture 27, April 29 (Tu): Agents 4: A real-world example of agents on networks
- 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
- Lecture 28, May 1 (Th): Chaos, complexity and inference
- Multi-author discussion of "Statistics, probability and chaos", Statistical Science
**7:1**(1992): 49--122 [JSTOR]

Page created 6 January 2008; last modified 1 April 2008