arXiv subjects

Renato Vicente

Publications and source records attributed to Renato Vicente.

34 records · Page 2Linked to original sources

arXiv2012

Altruism can proliferate through group/kin selection despite high random gene flow

The ways in which natural selection can allow the proliferation of cooperative behavior have long been seen as a central problem in evolutionary biology. Most of the literature has focused on interactions between pairs of individuals and on linear public goods games. This emphasis led to the conclusion that even modest levels of migration would pose a serious problem to the spread of altruism in group structured populations. Here we challenge this conclusion, by analyzing evolution in a framework which allows for complex group interactions and random migration among groups. We conclude that contingent forms of strong altruism can spread when rare under realistic group sizes and levels of migration. Our analysis combines group-centric and gene-centric perspectives, allows for arbitrary strength of selection, and leads to extensions of Hamilton's rule for the spread of altruistic alleles, applicable under broad conditions.

q-bio.PE↗

arXiv2011

Agent-based Social Psychology: from Neurocognitive Processes to Social Data

Moral Foundation Theory states that groups of different observers may rely on partially dissimilar sets of moral foundations, thereby reaching different moral valuations. The use of functional imaging techniques has revealed a spectrum of cognitive styles with respect to the differential handling of novel or corroborating information that is correlated to political affiliation. Here we characterize the collective behavior of an agent-based model whose inter individual interactions due to information exchange in the form of opinions are in qualitative agreement with experimental neuroscience data. The main conclusion derived connects the existence of diversity in the cognitive strategies and statistics of the sets of moral foundations and suggests that this connection arises from interactions between agents. Thus a simple interacting agent model, whose interactions are in accord with empirical data on conformity and learning processes, presents statistical signatures consistent with moral judgment patterns of conservatives and liberals as obtained by survey studies of social psychology.

physics.soc-ph↗

arXiv2011

Two-level Fisher-Wright framework with selection and migration: An approach to studying evolution in group structured populations

A framework for the mathematical modeling of evolution in group structured populations is introduced. The population is divided into a fixed large number of groups of fixed size. From generation to generation, new groups are formed that descend from previous groups, through a two-level Fisher-Wright process, with selection between groups and within groups and with migration between groups at rate $m$. When $m=1$, the framework reduces to the often used trait-group framework, so that our setting can be seen as an extension of that approach. Our framework allows the analysis of previously introduced models in which altruists and non-altruists compete, and provides new insights into these models. We focus on the situation in which initially there is a single altruistic allele in the population, and no further mutations occur. The main questions are conditions for the viability of that altruistic allele to spread, and the fashion in which it spreads when it does. Because our results and methods are rigorous, we see them as shedding light on various controversial issues in this field, including the role of Hamilton's rule, and of the Price equation, the relevance of linearity in fitness functions and the need to only consider pairwise interactions, or weak selection. In this paper we analyze the early stages of the evolution, during which the number of altruists is small compared to the size of the population. We show that during this stage the evolution is well described by a multitype branching process. The driving matrix for this process can be obtained, reducing the problem of determining when the altruistic gene is viable to a comparison between the leading eigenvalue of that matrix, and the fitness of the non-altruists before the altruistic gene appeared. This leads to a generalization of Hamilton's condition for the viability of a mutant gene.

q-bio.PE↗

arXiv2009

An information theoretic approach to statistical dependence: copula information

We discuss the connection between information and copula theories by showing that a copula can be employed to decompose the information content of a multivariate distribution into marginal and dependence components, with the latter quantified by the mutual information. We define the information excess as a measure of deviation from a maximum entropy distribution. The idea of marginal invariant dependence measures is also discussed and used to show that empirical linear correlation underestimates the amplitude of the actual correlation in the case of non-Gaussian marginals. The mutual information is shown to provide an upper bound for the asymptotic empirical log-likelihood of a copula. An analytical expression for the information excess of T-copulas is provided, allowing for simple model identification within this family. We illustrate the framework in a financial data set.

q-fin.ST↗

arXiv2009

An Opinion Dynamics Model for the Diffusion of Innovations

We study the dynamics of the adoption of new products by agents with continuous opinions and discrete actions (CODA). The model is such that the refusal in adopting a new idea or product is increasingly weighted by neighbor agents as evidence against the product. Under these rules, we study the distribution of adoption times and the final proportion of adopters in the population. We compare the cases where initial adopters are clustered to the case where they are randomly scattered around the social network and investigate small world effects on the final proportion of adopters. The model predicts a fat tailed distribution for late adopters which is verified by empirical data.

physics.soc-ph↗

arXiv2009

Opinion Dynamics of Learning Agents: Does Seeking Consensus Lead to Disagreement?

We study opinion dynamics in a population of interacting adaptive agents voting on a set of complex multidimensional issues. We consider agents which can classify issues into for or against. The agents arrive at the opinions about each issue in question using an adaptive algorithm. Adaptation comes from learning and the information for the learning process comes from interacting with other neighboring agents and trying to change the internal state in order to concur with their opinions. The change in the internal state is driven by the information contained in the issue and in the opinion of the other agent. We present results in a simple yet rich context where each agent uses a Boolean Perceptron to state its opinion. If there is no internal clock, so the update occurs with asynchronously exchanged information among pairs of agents, then the typical case, if the number of issues is kept small, is the evolution into a society thorn by the emergence of factions with extreme opposite beliefs. This occurs even when seeking consensus with agents with opposite opinions. The curious result is that it is learning from those that hold the same opinions that drives the emergence of factions. This results follows from the fact that factions are prevented by not learning at all from those agents that hold the same opinion. If the number of issues is large, the dynamics becomes trapped and the society does not evolve into factions and a distribution of moderate opinions is observed. We also study the less realistic, but technically simpler synchronous case showing that global consensus is a fixed point. However, the approach to this consensus is glassy in the limit of large societies if agents adapt even in the case of agreement.

physics.soc-ph↗

arXiv2007

The Effect of a Random Drift on Mixed and Pure Strategies in the Snowdrift Game

The replicator dynamics of players choosing either mixed or pure strategies are usually regarded as equivalent, as long as strategies are played with identical frequencies. In this paper we show that a population of pure strategists can be invaded by mixed strategists in any two-player game with equilibrium coexistence upon the addition of an arbitrarily small amount of noise in the replication process.

q-bio.PE↗

arXiv2007

Long Term Economic Relationships From Cointegration Maps

We employ the Bayesian framework to define a cointegration measure aimed to represent long term relationships between time series. For visualization of these relationships we introduce a dissimilarity matrix and a map based on the Sorting Points Into Neighborhoods (SPIN) technique, which has been previously used to analyze large data sets from DNA arrays. We exemplify the technique in three data sets: US interest rates, monthly inflation rates and gross domestic product growth rates.

physics.soc-ph↗

arXiv2005

Underlying Dynamics of Typical Fluctuations of an Emerging Market Price Index: The Heston Model from Minutes to Months

We investigate the Heston model with stochastic volatility and exponential tails as a model for the typical price fluctuations of the Brazilian São Paulo Stock Exchange Index (IBOVESPA). Raw prices are first corrected for inflation and a period spanning 15 years characterized by memoryless returns is chosen for the analysis. Model parameters are estimated by observing volatility scaling and correlation properties. We show that the Heston model with at least two time scales for the volatility mean reverting dynamics satisfactorily describes price fluctuations ranging from time scales larger than 20 minutes to 160 days. At time scales shorter than 20 minutes we observe autocorrelated returns and power law tails incompatible with the Heston model. Despite major regulatory changes, hyperinflation and currency crises experienced by the Brazilian market in the period studied, the general success of the description provided may be regarded as an evidence for a general underlying dynamics of price fluctuations at intermediate mesoeconomic time scales well approximated by the Heston model. We also notice that the connection between the Heston model and Ehrenfest urn models could be exploited for bringing new insights into the microeconomic market mechanics.

physics.soc-ph↗

arXiv2004

Common Underlying Dynamics in an Emerging Market: From Minutes to Months

We analyse a period spanning 35 years of activity in the Sao Paulo Stock Exchange Index (IBOVESPA) and show that the Heston model with stochastic volatility is capable of explaining price fluctuations for time scales ranging from 5 minutes to 100 days with a single set of parameters. We also show that the Heston model is inconsistent with the observed behavior of the volatility autocorrelation function. We deal with the latter inconsistency by introducing a slow time scale to the model. The fact that the price dynamics in a period of 35 years of macroeconomical unrest may be modeled by the same stochastic process is evidence for a general underlying microscopic market dynamics.

cond-mat.stat-mech↗

arXiv2000

Error-correcting code on a cactus: a solvable model

An exact solution to a family of parity check error-correcting codes is provided by mapping the problem onto a Husimi cactus. The solution obtained in the thermodynamic limit recovers the replica symmetric theory results and provides a very good approximation to finite systems of moderate size. The probability propagation decoding algorithm emerges naturally from the analysis. A phase transition between decoding success and failure phases is found to coincide with an information-theoretic upper bound. The method is employed to compare Gallager and MN codes.

cond-mat.dis-nn↗

arXiv2000

Statistical Physics of Irregular Low-Density Parity-Check Codes

Low-density parity-check codes with irregular constructions have been recently shown to outperform the most advanced error-correcting codes to date. In this paper we apply methods of statistical physics to study the typical properties of simple irregular codes. We use the replica method to find a phase transition which coincides with Shannon's coding bound when appropriate parameters are chosen. The decoding by belief propagation is also studied using statistical physics arguments; the theoretical solutions obtained are in good agreement with simulations. We compare the performance of irregular with that of regular codes and discuss the factors that contribute to the improvement in performance.

cond-mat.dis-nn↗

arXiv2000

The Statistical Physics of Regular Low-Density Parity-Check Error-Correcting Codes

A variation of Gallager error-correcting codes is investigated using statistical mechanics. In codes of this type, a given message is encoded into a codeword which comprises Boolean sums of message bits selected by two randomly constructed sparse matrices. The similarity of these codes to Ising spin systems with random interaction makes it possible to assess their typical performance by analytical methods developed in the study of disordered systems. The typical case solutions obtained via the replica method are consistent with those obtained in simulations using belief propagation (BP) decoding. We discuss the practical implications of the results obtained and suggest a computationally efficient construction for one of the more practical configurations.

cond-mat.dis-nn↗

arXiv1999

Finite-connectivity systems as error-correcting codes

We investigate the performance of parity check codes using the mapping onto Ising spin systems proposed by Sourlas. We study codes where each parity check comprises products of K bits selected from the original digital message with exactly C checks per message bit. We show, using the replica method, that these codes saturate Shannon's coding bound for $K\to\infty$ when the code rate K/C is finite. We then examine the finite temperature case to asses the use of simulated annealing methods for decoding, study the performance of the finite K case and extend the analysis to accommodate different types of noisy channels. The connection between statistical physics and belief propagation decoders is discussed and the dynamics of the decoding itself is analyzed. Further insight into new approaches for improving the code performance is given.

cond-mat.dis-nn↗

arXiv1998

Statistical Mechanics of Online Learning of Drifting Concepts : A Variational Approach

We review the application of Statistical Mechanics methods to the study of online learning of a drifting concept in the limit of large systems. The model where a feed-forward network learns from examples generated by a time dependent teacher of the same architecture is analyzed. The best possible generalization ability is determined exactly, through the use of a variational method. The constructive variational method also suggests a learning algorithm. It depends, however, on some unavailable quantities, such as the present performance of the student. The construction of estimators for these quantities permits the implementation of a very effective, highly adaptive algorithm. Several other algorithms are also studied for comparison with the optimal bound and the adaptive algorithm, for different types of time evolution of the rule.

cond-mat.dis-nn↗

arXiv1997

Functional Optimisation of Online Algorithms in Multilayer Neural Networks

We study the online dynamics of learning in fully connected soft committee machines in the student-teacher scenario. The locally optimal modulation function, which determines the learning algorithm, is obtained from a variational argument in such a manner as to maximise the average generalisation error decay per example. Simulations results for the resulting algorithm are presented for a few cases. The symmetric phase plateaux are found to be vastly reduced in comparison to those found when online backpropagation algorithms are used. A discussion of the implementation of these ideas as practical algorithms is given.

cond-mat.dis-nn↗