Self-Similar Processes Follow a Power Law in Discrete Logarithmic Space

Seeing through noise in power laws

Despite widespread claims of power laws across the natural and social sciences, evidence in data is often equivocal. Modern data and statistical methods reject even classic power laws such as Pareto's law of wealth and the Gutenberg-Richter law for earthquake magnitudes. We show that the maximum-likelihood estimators and Kolmogorov-Smirnov (K-S) statistics in widespread use are unexpectedly sensitive to ubiquitous errors in data such as measurement noise, quantization noise, heaping and censorship of small values. This sensitivity causes spurious rejection of power laws and biases parameter estimates even in arbitrarily large samples, which explains inconsistencies between theory and data. We show that logarithmic binning by powers of λ > 1 attenuates these errors in a manner analogous to noise averaging in normal statistics and that λ thereby tunes a trade-off between accuracy and precision in estimation. Binning also removes potentially misleading within-scale information while preserving information about the shape of a distribution over powers of λ, and we show that some amount of binning can improve sensitivity and specificity of K-S tests without any cost, while more extreme binning tunes a trade-off between sensitivity and specificity. We therefore advocate logarithmic binning as a simple essential step in power-law inference.

The fractal brain: scale-invariance in structure and dynamics

The past 40 years have witnessed extensive research on fractal structure and scale-free dynamics in the brain. Although considerable progress has been made, a comprehensive picture has yet to emerge, and needs further linking to a mechanistic account of brain function. Here, we review these concepts, connecting observations across different levels of organization, from both a structural and functional perspective. We argue that, paradoxically, the level of cortical circuits is the least understood from a structural point of view and perhaps the best studied from a dynamical one. We further link observations about scale-freeness and fractality with evidence that the environment provides constraints that may explain the usefulness of fractal structure and scale-free dynamics in the brain. Moreover, we discuss evidence that behavior exhibits scale-free properties, likely emerging from similarly organized brain dynamics, enabling an organism to thrive in an environment that shares the same organizational principles. Finally, we review the sparse evidence for and try to speculate on the functional consequences of fractality and scale-freeness for brain computation. These properties may endow the brain with computational capabilities that transcend current models of neural computation and could hold the key to unraveling how the brain constructs percepts and generates behavior.