Testing Statistical Laws in Complex Systems

Geometric Scaling Law in Real Neuronal Networks

We investigate the synapse-resolution connectomes of fruit flies across different developmental stages, revealing a consistent scaling law in neuronal connection probability relative to spatial distance. This power-law behavior significantly differs from the exponential distance rule previously observed in coarse-grained brain networks. We demonstrate that the geometric scaling law carries functional significance, aligning with the maximum entropy of information communication and the functional criticality balancing integration and segregation. Perturbing either the empirical probability model's parameters or its type results in the loss of these advantageous properties. Furthermore, we derive an explicit quantitative predictor for neuronal connectivity, incorporating only interneuronal distance and neurons' in and out degrees. Our findings establish a direct link between brain geometry and topology, shedding lights on the understanding of how the brain operates optimally within its confined space.

A Tiny Viral Protein, SARS-CoV-2-ORF7b: Functional Molecular Mechanisms

This study presents the interaction with the human host metabolism of SARS-CoV-2 ORF7b protein (43 aa), using a protein-protein interaction network analysis. After pruning, we selected from BioGRID the 51 most significant proteins among 2753 proven interactions and 1708 interactors specific to ORF7b. We used these proteins as functional seeds, and we obtained a significant network of 551 nodes via STRING. We performed topological analysis and calculated topological distributions by Cytoscape. By following a hub-and-spoke network architectural model, we were able to identify seven proteins that ranked high as hubs and an additional seven as bottlenecks. Through this interaction model, we identified significant GO-processes (5057 terms in 15 categories) induced in human metabolism by ORF7b. We discovered high statistical significance processes of dysregulated molecular cell mechanisms caused by acting ORF7b. We detected disease-related human proteins and their involvement in metabolic roles, how they relate in a distorted way to signaling and/or functional systems, in particular intra- and inter-cellular signaling systems, and the molecular mechanisms that supervise programmed cell death, with mechanisms similar to that of cancer metastasis diffusion. A cluster analysis showed 10 compact and significant functional clusters, where two of them overlap in a Giant Connected Component core of 206 total nodes. These two clusters contain most of the high-rank nodes. ORF7b acts through these two clusters, inducing most of the metabolic dysregulation. We conducted a co-regulation and transcriptional analysis by hub and bottleneck proteins. This analysis allowed us to define the transcription factors and miRNAs that control the high-ranking proteins and the dysregulated processes within the limits of the poor knowledge that these sectors still impose.

Increased extinction probability of the Madden-Julian oscillation after about 27 days

The Madden-Julian oscillation (MJO) is a tropical weather system that has an important influence in the tropics and beyond; however, many of its characteristics are poorly understood, including their initiation and termination. Here we define Madden-Julian events as contiguous time periods with an active MJO, and we show that both the durations and the sizes of these events are well described by a double power-law distribution. Thus, small events have no characteristic scale, and the same for large events; nevertheless, both types of events are separated by a characteristic duration of about 27 days (this corresponds to half a cycle, roughly). Thus, after 27 days, there is a sharp increase in the probability that an event becomes extinct. We find that this effect is independent of the starting and ending phases of the events, which seems to point to an internal mechanism of exhaustion rather than to the effect of an external barrier. Our results would imply an important limitation of the MJO as a driver of subseasonal predictability.

A novel approach to minimal reservoir computing

Reservoir computers are powerful machine learning algorithms for predicting nonlinear systems. Unlike traditional feedforward neural networks, they work on small training data sets, operate with linear optimization, and therefore require minimal computational resources. However, the traditional reservoir computer uses random matrices to define the underlying recurrent neural network and has a large number of hyperparameters that need to be optimized. Recent approaches show that randomness can be taken out by running regressions on a large library of linear and nonlinear combinations constructed from the input data and their time lags and polynomials thereof. However, for high-dimensional and nonlinear data, the number of these combinations explodes. Here, we show that a few simple changes to the traditional reservoir computer architecture further minimizing computational resources lead to significant and robust improvements in short- and long-term predictive performances compared to similar models while requiring minimal sizes of training data sets.

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.

Efficient forecasting of chaotic systems with block-diagonal and binary reservoir computing

The prediction of complex nonlinear dynamical systems with the help of machine learning has become increasingly popular in different areas of science. In particular, reservoir computers, also known as echo-state networks, turned out to be a very powerful approach, especially for the reproduction of nonlinear systems. The reservoir, the key component of this method, is usually constructed as a sparse, random network that serves as a memory for the system. In this work, we introduce block-diagonal reservoirs, which implies that a reservoir can be composed of multiple smaller reservoirs, each with its own dynamics. Furthermore, we take out the randomness of the reservoir by using matrices of ones for the individual blocks. This breaks with the widespread interpretation of the reservoir as a single network. In the example of the Lorenz and Halvorsen systems, we analyze the performance of block-diagonal reservoirs and their sensitivity to hyperparameters. We find that the performance is comparable to sparse random networks and discuss the implications with regard to scalability, explainability, and hardware realizations of reservoir computers.

Emergent statistical laws in single-cell transcriptomic data

Large-scale data on single-cell gene expression have the potential to unravel the specific transcriptional programs of different cell types. The structure of these expression datasets suggests a similarity with several other complex systems that can be analogously described through the statistics of their basic building blocks. Transcriptomes of single cells are collections of messenger RNA abundances transcribed from a common set of genes just as books are different collections of words from a shared vocabulary, genomes of different species are specific compositions of genes belonging to evolutionary families, and ecological niches can be described by their species abundances. Following this analogy, we identify several emergent statistical laws in single-cell transcriptomic data closely similar to regularities found in linguistics, ecology, or genomics. A simple mathematical framework can be used to analyze the relations between different laws and the possible mechanisms behind their ubiquity. Importantly, treatable statistical models can be useful tools in transcriptomics to disentangle the actual biological variability from general statistical effects present in most component systems and from the consequences of the sampling process inherent to the experimental technique.

The emergence of scale-free fires in Australia

Between 2019 and 2020, during the country's hottest and driest year on record, Australia experienced a dramatic bushfire season, with catastrophic ecological and environmental consequences. Several studies highlighted how such abrupt changes in fire regimes may have been in large part a consequence of climate change and other anthropogenic transformations. Here, we analyze the monthly evolution of the burned area in Australia from 2000 to 2020, obtained via satellite imaging through the MODIS platform. We find that the 2019-2020 peak is associated with signatures typically found near critical points. We introduce a modeling framework based on forest-fire models to study the properties of these emergent fire outbreaks, showing that the behavior observed during the 2019-2020 fire season matches the one of a percolation transition, where system-size outbreaks appear. Our model also highlights the existence of an absorbing phase transition that might be eventually crossed, after which the vegetation cannot recover.

A master equation for power laws

We propose a new mechanism for generating power laws. Starting from a random walk, we first outline a simple derivation of the Fokker-Planck equation. By analogy, starting from a certain Markov chain, we derive a master equation for power laws that describes how the number of cascades changes over time (cascades are consecutive transitions that end when the initial state is reached). The partial differential equation has a closed form solution which gives an explicit dependence of the number of cascades on their size and on time. Furthermore, the power law solution has a natural cut-off, a feature often seen in empirical data. This is due to the finite size a cascade can have in a finite time horizon. The derivation of the equation provides a justification for an exponent equal to 2, which agrees well with several empirical distributions, including Richardson's Law on the size and frequency of deadly conflicts. Nevertheless, the equation can be solved for any exponent value. In addition, we propose an urn model where the number of consecutive ball extractions follows a power law. In all cases, the power law is manifest over the entire range of cascade sizes, as shown through log-log plots in the frequency and rank distributions.

Recent advances in urban system science: Models and data

Cities are characterized by the presence of a dense population with a high potential for interactions between individuals of diverse backgrounds. They appear in parallel to the Neolithic revolution a few millennia ago. The advantages brought in terms of agglomeration for economy, innovation, social and cultural advancements have kept them as a major landmark in recent human history. There are many different aspects to study in urban systems from a scientific point of view, one can concentrate in demography and population evolution, mobility, economic output, land use and urban planning, home accessibility and real estate market, energy and water consumption, waste processing, health, education, integration of minorities, just to name a few. In the last decade, the introduction of communication and information technologies have enormously facilitated the collection of datasets on these and other questions, making possible a more quantitative approach to city science. All these topics have been addressed in many works in the literature, and we do not intend to offer here a systematic review. Instead, we will only provide a brief taste of some of these above-mentioned aspects, which could serve as an introduction to the collection ‘Cities as Complex Systems’. Such a non-systematic view will lead us to leave outside many relevant papers, and for this we must apologise.

Disentangling the critical signatures of neural activity

The critical brain hypothesis has emerged as an attractive framework to understand neuronal activity, but it is still widely debated. In this work, we analyze data from a multi-electrodes array in the rat's cortex and we find that power-law neuronal avalanches satisfying the crackling-noise relation coexist with spatial correlations that display typical features of critical systems. In order to shed a light on the underlying mechanisms at the origin of these signatures of criticality, we introduce a paradigmatic framework with a common stochastic modulation and pairwise linear interactions inferred from our data. We show that in such models power-law avalanches that satisfy the crackling-noise relation emerge as a consequence of the extrinsic modulation, whereas scale-free correlations are solely determined by internal interactions. Moreover, this disentangling is fully captured by the mutual information in the system. Finally, we show that analogous power-law avalanches are found in more realistic models of neural activity as well, suggesting that extrinsic modulation might be a broad mechanism for their generation.

Lognormals, power laws and double power laws in the distribution of frequencies of harmonic codewords from classical music

Zipf's law is a paradigm describing the importance of different elements in communication systems, especially in linguistics. Despite the complexity of the hierarchical structure of language, music has in some sense an even more complex structure, due to its multidimensional character (melody, harmony, rhythm, timbre, etc.). Thus, the relevance of Zipf's law in music is still an open question. Using discrete codewords representing harmonic content obtained from a large-scale analysis of classical composers, we show that a nearly universal Zipf-like law holds at a qualitative level. However, in an in-depth quantitative analysis, where we introduce the double power-law distribution as a new player in the classical debate between the superiority of Zipf's (power) law and that of the lognormal distribution, we conclude not only that universality does not hold, but also that there is not a unique probability distribution that best describes the usage of the different codewords by each composer.

Linguistic laws in biology

Linguistic laws, the common statistical patterns of human language, have been investigated by quantitative linguists for nearly a century. Recently, biologists from a range of disciplines have started to explore the prevalence of these laws beyond language, finding patterns consistent with linguistic laws across multiple levels of biological organisation, from molecular (genomes, genes, and proteins) to organismal (animal behaviour) to ecological (populations and ecosystems). We propose a new conceptual framework for the study of linguistic laws in biology, comprising and integrating distinct levels of analysis, from description to prediction to theory building. Adopting this framework will provide critical new insights into the fundamental rules of organisation underpinning natural systems, unifying linguistic laws and core theory in biology.

A spiral-like method to place in the space (and interact with) too many values

Modern information systems have to support the user in managing, understanding and interacting with, more and more data. Visualization could help users comprehend information more easily and reach conclusions in relative shorter time. However, the bigger the data is, the harder the problem of visualizing it becomes. In this paper we focus on the problem of placing a set of values in the 2D (or 3D) space. We present a novel family of algorithms that produces spiral-like layouts where the biggest values are placed in the centre of the spiral and the smaller ones in the peripheral area, while respecting the relative sizes. The derived layout is suitable not only for the visualization of medium-sized collections of values, but also for collections of values whose sizes follow power-law distribution because it makes evident the bigger values (and their relative size) and it does not leave empty spaces in the peripheral area which is occupied by the majority of the values which are small. Therefore, the produced drawings are both informative and compact. The algorithm has linear time complexity (assuming the values are sorted), very limited main memory requirements, and produces drawings of bounded space, making it appropriate for interactive visualizations, and visual interfaces in general. We showcase the application of the algorithms in various domains and interactive interfaces.

Neuronal Avalanches Across the Rat Somatosensory Barrel Cortex and the Effect of Single Whisker Stimulation

Since its first experimental signatures, the so called "critical brain hypothesis" has been extensively studied. Yet, its actual foundations remain elusive. According to a widely accepted teleological reasoning, the brain would be poised to a critical state to optimize the mapping of the noisy and ever changing real-world inputs, thus suggesting that primary sensory cortical areas should be critical. We investigated whether a single barrel column of the somatosensory cortex of the anesthetized rat displays a critical behavior. Neuronal avalanches were recorded across all cortical layers in terms of both multi-unit activities and population local field potentials, and their behavior during spontaneous activity compared to the one evoked by a controlled single whisker deflection. By applying a maximum likelihood statistical method based on timeseries undersampling to fit the avalanches distributions, we show that neuronal avalanches are power law distributed for both multi-unit activities and local field potentials during spontaneous activity, with exponents that are spread along a scaling line. Instead, after the tactile stimulus, activity switches to a transient across-layers synchronization mode that appears to dominate the cortical representation of the single sensory input.

True scale-free networks hidden by finite size effects

The generalized scale invariance of complex networks, whose trademark feature is the power law distributions of key structural properties like node degree, has recently been questioned on the basis of statistical testing of samples from model and real data. This has important implications on the dynamic origins of network self-organization and consequently, on the general interpretation of their function and resilience. However, a well-known mechanism of departure from scale invariance is the presence of finite size effects. Developed for critical phenomena, finite size scaling analysis assesses whether an underlying scale invariance is clouded by a sample limited in size. Our approach sorts out when we may reject the hypothesis that the inherent structure of networks is scale invariant.

We analyze about 200 naturally occurring networks with distinct dynamical origins to formally test whether the commonly assumed hypothesis of an underlying scale-free structure is generally viable. This has recently been questioned on the basis of statistical testing of the validity of power law distributions of network degrees. Specifically, we analyze by finite size scaling analysis the datasets of real networks to check whether the purported departures from power law behavior are due to the finiteness of sample size. We find that a large number of the networks follows a finite size scaling hypothesis without any self-tuning. This is the case of biological protein interaction networks, technological computer and hyperlink networks, and informational networks in general. Marked deviations appear in other cases, especially involving infrastructure and transportation but also in social networks. We conclude that underlying scale invariance properties of many naturally occurring networks are extant features often clouded by finite size effects due to the nature of the sample data.

Distinct flavors of Zipf's law and its maximum likelihood fitting: Rank-size and size-distribution representations

In recent years, researchers have realized the difficulties of fitting power-law distributions properly. These difficulties are higher in Zipfian systems, due to the discreteness of the variables and to the existence of two representations for these systems, i.e., two versions depending on the random variable to fit: rank or size. The discreteness implies that a power law in one of the representations is not a power law in the other, and vice versa. We generate synthetic power laws in both representations and apply a state-of-the-art fitting method to each of the two random variables. The method (based on maximum likelihood plus a goodness-of-fit test) does not fit the whole distribution but the tail, understood as the part of a distribution above a cutoff that separates non-power-law behavior from power-law behavior. We find that, no matter which random variable is power-law distributed, using the rank as the random variable is problematic for fitting, in general (although it may work in some limit cases). One of the difficulties comes from recovering the "hidden" true ranks from the empirical ranks. On the contrary, the representation in terms of the distribution of sizes allows one to recover the true exponent (with some small bias when the underlying size distribution is a power law only asymptotically).

Spatial interactions in urban scaling laws

Analyses of urban scaling laws assume that observations in different cities are independent of the existence of nearby cities. Here we introduce generative models and data-analysis methods that overcome this limitation by modelling explicitly the effect of interactions between individuals at different locations. Parameters that describe the scaling law and the spatial interactions are inferred from data simultaneously, allowing for rigorous (Bayesian) model comparison and overcoming the problem of defining the boundaries of urban regions. Results in five different datasets show that including spatial interactions typically leads to better models and a change in the exponent of the scaling law.

Adversarial attack on BC classification for scale-free networks

Adversarial attacks have been alerting the artificial intelligence community recently since many machine learning algorithms were found vulnerable to malicious attacks. This paper studies adversarial attacks on Broido and Clauset classification for scale-free networks to test its robustness in terms of statistical measures. In addition to the well-known random link rewiring (RLR) attack, two heuristic attacks are formulated and simulated: degree-addition-based link rewiring (DALR) and degree-interval-based link rewiring (DILR). These three strategies are applied to attack a number of strong scale-free networks of various sizes generated from the Barabási-Albert model and the uncorrelated configuration model. It is found that both DALR and DILR are more effective than RLR in the sense that rewiring a smaller number of links can succeed in the same attack. However, DILR is as concealed as RLR in the sense that they both are introducing a relatively small change on several typical structural properties, such as the average shortest path-length, the average clustering coefficient, the average diagonal distance, and the Kolmogorov-Smirnov test of the degree distribution. The results of this paper suggest that to classify a network to be scale-free, one has to be very careful from the viewpoint of adversarial attack effects.

Fractal dimension of cortical functional connectivity networks & severity of disorders of consciousness

Recent evidence suggests that the quantity and quality of conscious experience may be a function of the complexity of activity in the brain and that consciousness emerges in a critical zone between low and high-entropy states. We propose fractal shapes as a measure of proximity to this critical point, as fractal dimension encodes information about complexity beyond simple entropy or randomness, and fractal structures are known to emerge in systems nearing a critical point. To validate this, we tested several measures of fractal dimension on the brain activity from healthy volunteers and patients with disorders of consciousness of varying severity. We used a Compact Box Burning algorithm to compute the fractal dimension of cortical functional connectivity networks as well as computing the fractal dimension of the associated adjacency matrices using a 2D box-counting algorithm. To test whether brain activity is fractal in time as well as space, we used the Higuchi temporal fractal dimension on BOLD time-series. We found significant decreases in the fractal dimension between healthy volunteers (n = 15), patients in a minimally conscious state (n = 10), and patients in a vegetative state (n = 8), regardless of the mechanism of injury. We also found significant decreases in adjacency matrix fractal dimension and Higuchi temporal fractal dimension, which correlated with decreasing level of consciousness. These results suggest that cortical functional connectivity networks display fractal character and that this is associated with level of consciousness in a clinically relevant population, with higher fractal dimensions (i.e. more complex) networks being associated with higher levels of consciousness. This supports the hypothesis that level of consciousness and system complexity are positively associated, and is consistent with previous EEG, MEG, and fMRI studies.

Good and bad predictions: Assessing and improving the replication of chaotic attractors by means of reservoir computing

The prediction of complex nonlinear dynamical systems with the help of machine learning techniques has become increasingly popular. In particular, reservoir computing turned out to be a very promising approach especially for the reproduction of the long-term properties of a nonlinear system. Yet, a thorough statistical analysis of the forecast results is missing. Using the Lorenz and Rössler system, we statistically analyze the quality of prediction for different parametrizations-both the exact short-term prediction as well as the reproduction of the long-term properties (the "climate") of the system as estimated by the correlation dimension and largest Lyapunov exponent. We find that both short- and long-term predictions vary significantly among the realizations. Thus, special care must be taken in selecting the good predictions as realizations, which deliver better short-term prediction also tend to better resemble the long-term climate of the system. Instead of only using purely random Erdös-Renyi networks, we also investigate the benefit of alternative network topologies such as small world or scale-free networks and show which effect they have on the prediction quality. Our results suggest that the overall performance with respect to the reproduction of the climate of both the Lorenz and Rössler system is worst for scale-free networks. For the Lorenz system, there seems to be a slight benefit of using small world networks, while for the Rössler system, small world and Erdös-Renyi networks performed equivalently well. In general, the observation is that reservoir computing works for all network topologies investigated here.