Renato Vicente

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.

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 that 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 decoding. We discuss the practical implications of the results obtained and suggest a computationally efficient construction for one of the more practical configurations.

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.

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 S\~ao 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.

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 issues represented by vectors. We consider agents who can classify issues into one of two categories and can arrive at their opinions 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 their opinion. If the update occurs with information asynchronously exchanged among pairs of agents, then the typical case, if the number of issues is kept small, is the evolution into a society torn by the emergence of factions with extreme opposite beliefs. This occurs even when seeking consensus with agents with opposite opinions. If the number of issues is large, the dynamics becomes trapped, the society does not evolve into factions and a distribution of moderate opinions is observed. The synchronous case is technically simpler and is studied by formulating the problem in terms of differential equations that describe the evolution of order parameters that measure the consensus between pairs of agents. We show that for a large number of issues and unidirectional information flow, global consensus is a fixed point; however, the approach to this consensus is glassy for large societies.

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 [Nature (London) 339, 693 (1989); Europhys. Lett. 25, 159 (1994)]. 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 Shannons coding bound for K-->infinity when the code rate K/C is finite. We then examine the finite temperature case to assess 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.

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.

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.

Altruism can proliferate through population viscosity 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 has led to the conclusion that even modest levels of migration would pose a serious problem to the spread of altruism through population viscosity 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 that benefits equally all group members, regardless of kinship and without greenbeard effects, can spread when rare under realistic group sizes and levels of migration, due to the assortment of genes resulting only from population viscosity. 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.

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.