Saturday, January 31, 2009

Physicsworld on quants

I came across these articles from Physicsworld again recently. They're quite old (1999), but made some interesting points.

Physicsworld: ...the strongest demand will be for "people who have had a rigorous training in applied sciences (physics, engineering, etc), where the emphasis is on problem solving" rather than people who have specifically trained in financial mathematics. The report has even better news for physicists, especially those with skills in probability theory, stochastic calculus and partial differential equations: "Even though mathematical skills are sought, we found a strong preference for physicists over mathematicians. As one bank explained it: 'Physicists want to find the answers to problems. Mathematicians have all the answers and want problems to solve.' "

Compare to this quote about Crick and Watson from biologist Erwin Chagraff:

It was clear to me that I was faced with a novelty: enormous ambition and aggressiveness... I could not help being baffled. I am sure that, had I had more contact with, for instance, theoretical physicists, my astonishment would have been less great. In any event, there they were, speculating, pondering, angling for information. ...

The comment in bold below is quite interesting and, I think, quite correct: physicists are often very sloppy, but they have a good nose for where the action is. I also think we just went through a phase transition in investor attitudes towards risk and the future.

Physicsworld: ...The international financial markets generate lots of data about the high-frequency variations in price of many different assets (stocks, currencies, bonds and so on), and these data are available to physicists for analysis. Physicists have their own way of analysing data, which is very different from the way econometricians (as economists who specialize in this area are called) look at data. For example, physicists are not interested in proving that a statistical model is right, but rather in extracting useful intuitions based on observation and developing computational methods to develop this intuition. As physicists we are sure that analysis of financial data will undoubtedly benefit from ideas and methods invented for statistical physics, such as critical phenomena, turbulence and various non-equilibrium phenomena.

...A topic of much research is the possible connection between financial crashes and "critical points" in statistical mechanics, where the response of a physical system to a small external perturbation becomes infinite because all the subparts of the system respond co-operatively. Classic examples include the liquid-gas critical point in water and the Curie point in magnetism (i.e. the temperature above which ferromagnetic materials become paramagnetic). Similarly, during crashes, a large proportion of the players in a market decide simultaneously to sell their stocks.

...Similarly, although it may in principle be possible to model the behaviour of each individual operator or "agent" in a financial market, this is obviously a daunting task. The fact that one of them needs to sell his stock because he wants to buy a car, or that another one wants to buy some stocks because a friend advised him to do so, might be more conveniently described, on a coarser scale, by a Langevin noise.

However, many economists - who believe that agents are rational and try to optimize their "utility function" (essentially a trade-off between profit and risk) - are reluctant to accept such a theoretical shortcut. Indeed, some economists even claim that it is "an insult to the intelligence of the market" to invoke the presence of a noise term!

Interestingly, the same debate happened recently between engineers and physicists in the context of traffic modelling, where the analogue of the rational-agent hypothesis is that each driver wants to maximize his or her speed. Without any "noise" to account for unexpected braking events (caused, for example, by the driver sneezing), the rational-driver model predicts a steady flow of cars all moving rapidly along the road. As soon as a small amount of noise is introduced, however, traffic jams appear and disrupt the steady flow - and make the model more realistic. In other words, the addition of an arbitrarily small amount of noise allows one to reproduce an everyday phenomenon that would be absent in a perfectly rational world. Similarly, one can expect that small irrational effects might completely change the picture emerging from a completely rational economic model.

...One of the primary assets that physicists bring to finance and economics is their intermediate level of mathematical sophistication - half way between the empirical knowledge of traders and the highly formal approach taken by economists, which is sometimes remote from reality. The use of intuition based on decades of research into the highly complex systems found in statistical physics - including finely honed approximation schemes and problem-solving techniques - offers a new dimension not found in economics textbooks.

The Promised Land

Bruce Springsteen

“A lot of the core of our songs is the American idea: What is it? What does it mean? ‘Promised Land,’ ‘Badlands,’ I’ve seen people singing those songs back to me all over the world. I’d seen that country on a grass-roots level through the ’80s, since I was a teenager. And I met people who were always working toward the country being that kind of place. But on a national level it always seemed very far away.

“And so on election night it showed its face, for maybe, probably, one of the first times in my adult life,” he said. “I sat there on the couch, and my jaw dropped, and I went, ‘Oh my God, it exists.’ Not just dreaming it. It exists, it’s there, and if this much of it is there, the rest of it’s there. Let’s go get that. Let’s go get it. Just that is enough to keep you going for the rest of your life. All the songs you wrote are a little truer today than they were a month or two ago.”

Refrain from The Promised Land:

The dogs on main street howl,
'cause they understand,
If I could take one moment into my hands
Mister, I ain't a boy, no, I'm a man,
And I believe in a promised land.

If you like the Boss, there's an amazing amount of live footage from over the years on YouTube. My favorites are The River on the street in Copenhagen in the 80s and Thunder Road live in 1976.

Friday, January 30, 2009

Creeping Facebook

Because of my age group my earliest Facebook friends were Silicon Valley types, or other U Oregon professors. Recently, though, all sorts of classmates from high school and college have started to appear. Many of these are people I thought I'd lost track of forever.

The discovery process is classic network-traversing: get a friend request from someone I haven't seen in 10 years, approve the request and then discover several friends of theirs that I want to connect with. It's all happening at a few per day rate at the moment.

Anyone who reads this blog and is on Facebook should friend me -- be sure to tell me how long you've been reading the blog, or how you found it :-)

LinkedIn is ok too !

BJ Penn -- GSP

Georges St. Pierre (left) vs. B.J. Penn

The biggest fight in MMA history will take place tomorrow, between BJ Penn and Georges St. Pierre. Penn, the 155 champ, is moving up to take on GSP at 170. The weigh-ins are today, but by fight time GSP will be around 180+ and Penn will be 170.

GSP is probably the best pure athlete in MMA. The strongest part of his game is his wrestling, which he has developed over only the last few years. He trains with the Canadian Olympic team and outwrestled former NCAA champions/All-Americans in his last fights. Penn is a freakishly gifted jiujitsu player (world championship 3.5 years after starting to train; his nickname is "the prodigy") and striker.

Visit the UFC site to see the weigh-ins today.

Here is some prefight hype footage of the Penn and GSP training camps. More training footage of GSP. A Penn highlight video.

Wednesday, January 28, 2009

IBM podcast: building a smarter financial system

I'm interviewed on this podcast about the financial crisis and financial systems (click through to get to an embedded player). If you listen carefully, I say "regularization" instead of "regulation" at one point ;-)

Download the Building a Smarter Financial System Podcast (mp3)

I haven't written much on the financial crisis lately, because I don't feel I have anything particularly interesting to say about how we're going to solve the problem. It's a mess, and getting things back to normal is as much a psychological problem as anything else. We have to make projections about future psychological states of other people -- Keynes' beauty pageant problem -- which makes things particularly tricky. There are plenty of "experts" (especially from a particular profession) speaking and writing authoritatively about possible solutions, as if they knew with high confidence the consequences of a particular policy or plan. See this earlier post on intellectual honesty for what I think about them. See here for an excellent discussion by two honest economists, Russ Roberts and Robin Hanson, about the general dilemma of extracting "truth" from complex systems. (Comments there are worth reading as well.)

Building a Smarter Planet blog:

It can't be a good sign that complex financial topics have begun to dominate dinner-table conversations. But the dire situation in which we find our economies extend far beyond the inner circles of the finance elite.

In this episode of the Building a Smarter Planet podcast series, we focus on the financial services industry and interview Stephen Hsu, professor of physics at the University of Oregon, Jeanne Capachin, an analyst at Financial Insights, Carl Abrams, financial services business manager within IBM Research, and Keith Saxton, global director in IBM's financial markets industry. ...

Monday, January 26, 2009

Horsepower matters; psychometrics works

Can psychometrics separate the top .1 percent from the top 1 percent in ability? Yes: SAT-M quartile within top 1 percent predicts future scientific success, even when the testing is done at age 13. The top quartile clearly outperforms the lower quartiles. These results strongly refute the "IQ above 120 doesn't matter" claim, at least in fields like science and engineering; everyone in this sample is above 120 and the top quartile are at the 1 in 10,000 level. The data comes from the Study of Mathematically Precocious Youth (SMPY), a planned 50-year longitudinal study of intellectual talent. For more, see papers here. (Thanks to Bob Williams for reminding me about this data.)

Ability Differences Among People Who Have Commensurate Degrees Matter for Scientific Creativity

Gregory Park, David Lubinski, and Camilla P. Benbow

Vanderbilt University

ABSTRACT—A sample of 1,586 intellectually talented adolescents (top 1%) were assessed on the math portion of the SAT by age 13 and tracked for more than 25 years. Patents and scientific publications were used as criteria for scientific and technological accomplishment. Participants were categorized according to whether their terminal degree was a bachelor’s, master’s, or doctorate degree, and within these degree groupings, the proportion of participants with at least one patent or scientific publication in adulthood increased as a function of this early SAT assessment. Information about individual differences in cognitive ability (even when measured in early adolescence) can predict differential creative potential in science and technology within populations that have advanced educational degrees.

Saturday, January 24, 2009

Psychometrics links

Retired physicist Bob Williams writes: "... I have studied psychometrics and intelligence research for about 17 years and have gotten to know almost all of the current researchers through my membership in the International Society for Intelligence Research. I attend the conferences and discuss the recent studies with the people who have done them."

He sent me the following interesting links:

Summary of research on heritability of intelligence

Diminishing influence of g at high end of ability

Summary of research on evolution of human intelligence

From Williams' notes on ISIR 2007: a discussion with James Flynn:

The interviewer was David Lubinski (Vanderbilt). He started the interview by asking Flynn to tell us about his life. From that point on, Lubinski only managed to get in a dozen or so words. Once the camera started, Flynn launched into an enthusiastic discussion of himself and his ideas. He made a favorable impression from the start by telling us that he grew up in a Catholic family and has become a serious atheist. He also immediately told us of his well known (socialist) political orientation and did not ever attempt to disconnect his political notions from his thoughts about intelligence and the secular rise that bears his name. Flynn speaks clearly and with a loud voice, which was well suited for the interview and later became something of a tool for overpowering people with whom he disagreed. In spite of this, I found him to be very likable, smart, and complicated. He occasionally took positions that were diametrically opposed and admitted that he had done so.

Flynn mentioned his first article (1984), showing a 14 point gain over 30 years (I may have gotten the span wrong, but I think this is correct). In 1987 he published a paper that showed the largest gains were on the Raven’s tests. He has found little, if any, gain in vocabulary. It is well known that FE (Flynn Effect) gains have been greatest in tests of abstract reasoning and least in tests that relate to scholastic items. This contrast immediately suggests that the FE gains have not been g loaded, since g loaded gains would necessarily boost all cognitive tasks. Flynn has not discussed this. I asked him what portion of the gains were g loaded and he went into his history discussion, then finally said “I don’t know.”

Flynn has approached the FE as a matter to be discussed qualitatively, without the support of carefully constructed research studies. Throughout his talk (this was an interview, but it turned into a speech), he described intelligence as a factor with historical variability. His debate with Charles Murray is available on the web and contains the same illustrations that he used in the “interview.” His bottom line is that test items have become easier over time, not because people are more intelligent, but because the items being tested have taken on a more central role in their lives. This makes sense with some test items (vocabulary, for example, but that is one area where he has found little increase), but is not at all apparent with respect to other test items, some of which are unrelated to daily experiences (just look at the list of subtests used in the W-J III).

He mentioned reaction time tests and simply discarded them as not important. This is not so easy to accept, given that a battery of RT tests can produce a very highly g loaded discrimination, yet chronometric measures have not been shown to change over decades. Meanwhile, Flynn was positive about the future of brain imaging and seemed willing to accept future results, even if they support causation that is opposite of his preference. He expects that such research will ultimately find a physiological seat of g. I fully agree, but also find this comment to be in conflict with his arguments from the Dickens-Flynn paper (Heritability Estimates Versus Large Environmental Effects: The IQ Paradox Resolved).

Interestingly, Flynn does not believe that the FE will narrow the B-W IQ gap. Some environmentalists have argued that it will, but no evidence has surfaced to show that after decades of rise, the FE has actually narrowed the gap.

Flynn admitted to having been fired twice and explained that those events prompted him to move to New Zealand. He claims to have defended Larry Summers, James Watson, and Chris Brand. ...In these areas, Flynn shows himself to be both honest and inconsistent. He is inherently likable and extraverted, although I remain of the opinion that he is less interested in discussion than in lecturing. I talked to him for a while at a reception and found him to be pleasant, polite, and sharp.

During his commentary, Flynn said that he favored affirmative action. In fact, he showed a strong interest in finding ways to help blacks overcome various obstacles. When Gottfredson questioned him about affirmative action, he said he is not a fanatic on the subject and admitted that it is unfair to whites. He said that, when employers want to hire a black worker, they are generally unconcerned with whether the employee is outstanding or average.

He attributed at least some of the FE gains to decreasing family size and noted that it cannot go much lower. When I had a chance to talk to him, I asked what portion of the FE gains he believes are g loaded. After repeating his historical perspective, he said “I don’t know.”

From notes on ISIR 2008

Jan te Nijenhuis

The Flynn effect in Korea

• United States FE rate, 3 points per decade.
• Scandinavia, recent slight reversal (IQ decrease).
• Estonia, recent gains.
• Japan, for those born from 1940 to 1965, 7.7 points per decade.
• Korea and Japan, same gains.
• Korea experienced an explosion in education and height of 1.5 to 2.0 SD.

The study involved two formats. One was to use single Raven’s test comparisons for two groups for 1952 and 1982. The other was to test a single group with two tests that were normed 30 years apart. The Koreans gained at about the same rate as did the Japanese, but delayed by 20 to 30 years. The gains have not yet leveled off or reversed.

Some useful references on this topic:

The Structure and Measurement of Intelligence

Genius: the natural history of creativity,

both by Hans Eysenck.

The g-factor, by Arthur Jensen

Thursday, January 22, 2009

Genetic substructure of Ashkenazim

More principal components results from the huge space of human genetic variation.

Figures from the paper below (additional labeling by Razib).

A genome-wide genetic signature of Jewish ancestry perfectly separates individuals with and without full Jewish ancestry in a large random sample of European Americans

Anna C Need, Dalia Kasperaviciute, Elizabeth T Cirulli and David B Goldstein

Genome Biology 2009, 10:R7doi:10.1186/gb-2009-10-1-r7

Conclusions: Here we show that within Americans of European ancestry there is a perfect genetic corollary of Jewish ancestry which, in pinciple, would permit near perfect genetic inference of Ashkenazi Jewish ancestry. In fact, even subjects with a single Jewish grandparent can be statistically distinguished from those without Jewish ancestry. We also found that subjects with Jewish ancestry were slightly more heterozygous than the subjects with no Jewish ancestry, suggesting that the genetic distinction between Jews and non-Jews may be more attributable to Near-Eastern origin for Jewish popuations than to population bottlenecks.

Tuesday, January 20, 2009

Hail to the Chief, so long to the thief

Yes, I know, we should look forward, not backwards. Now is the time for unity, to set aside partisan bickering, yada, yada. OK, starting tomorrow...

Obama 08: Never in modern history has an administration squandered American power so recklessly. Never has strategy been so replaced by ideology. Never has extremism so crowded out common sense and fundamental American values. Never has short-term partisan politics so depleted the strength of America’s bipartisan foreign policy. ...

Obama and JFK 1961

Let's see if Obama can live up to this. Does he have a speechwriter as good as Ted Sorensen? (Sorensen on Obama: more like JFK than any politician of our time.)

"Let the word go forth from this time and place, to friend and foe alike, that the torch has been passed to a new generation of Americans … Let every nation know, whether it wishes us well or ill, that we shall pay any price, bear any burden, meet any hardship, support any friend, oppose any foe to assure the survival and success of liberty."

“Now the trumpet summons us again — not as a call to bear arms, though arms we need; not a call to battle, though embattled we are — but a call to bear the burden of a long twilight struggle, year in and year out …”

“Let us never negotiate out of fear. But let us never fear to negotiate …”

Note added: I thought Obama's speech was good, not great. There were some echoes of JFK 1961. But Obama's speech had too many lists, details, sub-clauses. It reminded me of a Clinton speech (another law school grad) -- making a case, trying to pack everything in. Sometimes less is more -- a detailed argument seldom rises to the highest level of oratory.

My favorite parts:

We remain a young nation, but in the words of Scripture, the time has come to set aside childish things. The time has come to reaffirm our enduring spirit; to choose our better history; to carry forward that precious gift, that noble idea, passed on from generation to generation: the God-given promise that all are equal, all are free, and all deserve a chance to pursue their full measure of happiness.


Rather, it has been the risk-takers, the doers, the makers of things -- some celebrated, but more often men and women obscure in their labor -- who have carried us up the long, rugged path towards prosperity and freedom.

For us, they packed up their few worldly possessions and traveled across oceans in search of a new life. For us, they toiled in sweatshops and settled the West, endured the lash of the whip and plowed the hard earth.

For us, they fought and died in places like Concord and Gettysburg; Normandy and Khe Sahn.

Time and again these men and women struggled and sacrificed and worked till their hands were raw so that we might live a better life. They saw America as bigger than the sum of our individual ambitions; greater than all the differences of birth or wealth or faction.


And so, to all other peoples and governments who are watching today, from the grandest capitals to the small village where my father was born: know that America is a friend of each nation and every man, woman and child who seeks a future of peace and dignity, and we are ready to lead once more.


And because we have tasted the bitter swill of civil war and segregation and emerged from that dark chapter stronger and more united, we cannot help but believe that the old hatreds shall someday pass; that the lines of tribe shall soon dissolve; that as the world grows smaller, our common humanity shall reveal itself; and that America must play its role in ushering in a new era of peace.


To those leaders around the globe who seek to sow conflict or blame their society's ills on the West, know that your people will judge you on what you can build, not what you destroy.

To those...


To those who cling to power through corruption and deceit and the silencing of dissent, know that you are on the wrong side of history, but that we will extend a hand if you are willing to unclench your fist.


Our challenges may be new, the instruments with which we meet them may be new, but those values upon which our success depends, honesty and hard work, courage and fair play, tolerance and curiosity, loyalty and patriotism -- these things are old.


And God bless the United States of America.

Sunday, January 18, 2009

The Age of Computing

A remarkable essay by Nick Metropolis, which appeared in Daedalus (winter 1992). Originally trained as an experimental physicist, Metropolis played an important role in the Manhattan project and was a pioneer in electronic computation. The Metropolis Algorithm, used in Monte Carlo simulation, bears his name.
The Age of Computing: A Personal Memoir

In the history of modern technology, computer science must figure as an extraordinary chapter, and not only because of the remarkable speed of its development. It is unfortunate, however, that the word "science" has been widely used to designate enterprises that more properly belong to the domain of engineering.

"Computer science" is a glaring misnomer, as are "information science," "communication science," and other questionable "sciences." The awe and respect which science enjoys and which engineering is denied is inexplicable, at least to one who sees the situation from the other side. ...

Since World War II, the discoveries that have changed the world were not made so much in lofty halls of theoretical physics as in the less-noticed labs of engineering and experimental physics.

The roles of pure and applied science have been reversed; they are no longer what they were in the golden age of physics, in the age of Einstein, Schrodinger, Fermi and Dirac. Readers of Scientific American, nourished on the Wellsian image of science, will recoil from even entertaining the idea that the age of physical "principles" may be over.

The laws of Newtonian mechanics, quantum mechanics and quantum electrodynamics were the last in a long and noble line that appears to have somewhat dried up in the last 50 years. As experimental devices (especially measuring devices) are becoming infinitely more precise and reliable, the wealth and sheer mass of new and baffling raw data collected by experiment greatly exceeds the power of human reason to explain them.

Physical theory has failed in recent decades to provide a theoretical underpinning for a world which increasingly appears as the work of some seemingly mischievous demiurge. The failure of reason to explain fact is also apparent in the life sciences, where "theories" (of the kind that physics has led us to expect) do not exist; many are doubtful that this kind of scientific explanation will ever be successful in explaining the secrets of life.

...Historians of science have always had a soft spot for the history of theoretical physics. The great theoretical advances of this century -- relativity and quantum mechanics -- have been documented in fascinating historical accounts that have captivated the mind of the cultivated public.

There are no comparable studies of the relations between science and engineering. Breaking with the tradition of the Fachidiot, theoretical physicists have bestowed their romantic autobiographies on the world, portraying themselves as the high priests of the reigning cult.

By their less than wholly objective accounts of the development of physics, historians have conspired to propagate the myth of science as being essentially theoretical physics. Though the myth no longer described scientific reality 50 years ago, historians pretended that all was well, that nothing had changed since the old heroic days of Einstein and his generation.

There were a few dissenters, however, such as the late Stanislaw Ulam, who used to make himself obnoxious by proclaiming that Enrico Fermi was "the last physicist." He and others who proclaimed such a possibility were prudently ignored.

Physicists did what they could to keep the myth alive. With impeccable chutzpah, they went on promulgating new "laws of nature" and carefully imitated their masters of another age. With dismaying inevitability, many of these latter-day "laws" have been exposed as quasi-mathematical embellishments, devoid of great physical or scientific significance.

Historians of science have seen fit to ignore the history of the great discoveries in applied physics, engineering and computer science, where real scientific progress is nowadays to be found. Computer science in particular has changed and continues to change the face of the world more thoroughly and more drastically than did any of the great discoveries in theoretical physics.

... Although the basic rules for the computation of reliability were long known, it took several years during and immediately after World War II for the importance of the concept of reliability to be explicitly recognized and dealt with. Only then did reliability computation become an essential feature in computer design.

The late Richard Feynman was one of the first to realize the centrality of reliability considerations in all applied scientific work. In the early days of the Manhattan Project in Los Alamos (in 1943 and early 1944), he tested the reliability of his first program in a dramatic fashion, setting up a day-long contest between human operators working with hand-operated calculators and the first electromechanical IBM machines.

At first, human operators showed an advantage over the electromechanical computers; as time wore on, however, the women who worked with the calculators became visibly tired and began to make small errors. Feynman's program on the electromechanical machine kept working. The electromechanical computers won out by virtue of their reliability.

Feynman soon came to realize that reliable machines in perfect working order were far more useful than much of what passed for theoretical work in physics, and he loudly stated that conviction. His supervisor, Hans Bethe -- the head of T-Division (T for theory) at the time and a physicist steeped in theory -- at first paid no attention to him.

At the beginning of the Manhattan project, only about a dozen or so hand-operated machines were available in Los Alamos; they regularly broke down, thereby slowing scientific work. In order to convince Bethe of the importance of reliable computation, Feynman recruited me to help him improve the performance of the hand-operated desk calculators, avoiding the week-long delays in shipping them to San Diego for repairs. We spent hours fixing the small wheels until they were in perfect order. Bethe, visibly concerned when he learned that we had taken time off from our physics research to do these repairs, finally saw that having the desk calculators in good working order was as essential to the Manhattan Project as the fundamental physics.

Throughout his career, Feynman kept returning to the problem of the synthesis of reliable computers. Toward the end of his life, he gave a remarkable address at the 40th anniversary of the Los Alamos Laboratory where he sketched a reliability theory based on thermodynamical analogies.

In contrast to Bethe, John von Neumann very quickly realized the importance of reliability in the design of computers. It is no exaggeration to say that von Neumann had some familiarity (in the 1950s) with all the major ideas that have since proved crucial in the development of supercomputers.

...The first large-scale electronic computer to be built, the one that may be said to inaugurate the computer age, was the ENIAC. It was built at the Moore School of the University of Pennsylvania by an engineer and a physicist -- Presper Eckert and John Mauchly. Their idea, trivial by the standards of our day, was a revolutionary development when completed in 1945.

At the time, all electromechanical calculators were built exclusively to perform ordinary arithmetic operations. Any computational scheme involving several operations in a series or in parallel had to be planned separately by the user. Mauchly realized that if a computer could count, then it could do finite-difference schemes for the approximate solution of differential equations. It occurred to him that such schemes might be implemented directly on an electronic computer, an unheard of idea at the time.

...Of all the oddly named computers, the MANIAC's name turned out to be the most unfortunate: George Gamow was instrumental in rendering this and other computer names ridiculous when he dubbed the MANIAC "Metropolis And von Neumann Install Awful Computer."

Fermi and Teller were the first hackers. Teller would spend his weekends at the laboratory playing with the machine. Fermi insisted on doing all the menial work himself, down to the least details, to the awed amazement of the professional programmers. He instinctively knew the right physical problems that the MANIAC could successfully handle.

His greatest success was the discovery of the strange behavior of nonlinear systems arising from coupled nonlinear oscillators. The MANIAC was a large enough machine to allow the programming of potentials with cubic and even quartic terms. Together with John Pasta and Stanislaw Ulam, he programmed the evolution of a mechanical system consisting of a large number of such coupled oscillators. His idea was to investigate the time required for the system to reach a steady state of equidistribution of energy. By accident one day, they let the program run long after the steady state had been reached. When they realized their oversight and came back to the computer room, they noticed that the system, after remaining in the steady state for a while, had then departed from it, and reverted to the initial distribution of energy (to within 2 percent).

The results were published in what was to be the last paper Fermi published before he died. Fermi believed this computer-simulated discovery to be his greatest contribution to science. It is certainly the first major scientific discovery made by computer, and it is not fully understood to this day (though it has spawned some beautiful ideas). ...

[Metropolis was not up to date on ergodic theory, integrability and chaos?]

Saturday, January 17, 2009

Darwin bicentennial

It's been 200 years since the birth of Charles Darwin, and 150 years since the publication of The Origin of Species.

I highly recommend these four segments on BBC's In Our Time, which include some of the most insightful expert commentary (particularly segments 3 and 4) I've heard recently.

My favorite Darwin-related books are The Selfish Gene by Richard Dawkins and Darwin's Dangerous Idea by philosopher Daniel Dennett. Dennett writes

"Here, then, is Darwin's dangerous idea: the algorithmic level is the level that best accounts for... the diversity of species, and all of the other occasions for wonder in the world of nature. ...No matter how impressive the results of an algorithm, the underlying process always consists of nothing but a set of individually mindless steps succeeding each other without the help of any intelligent supervision." (p.59) ***

Now let me make a controversial remark in light of Dennett's observation. Because the true working of evolution is best understood as an algorithm (requiring, at least, some idea of a fitness landscape in a space of high dimensionality), a deep understanding is impossible without mathematical sophistication. See, Fisher, Hamilton, Haldane, Wright. The mindset of such people is often quite different from that of the typical biologist, who delights in diversity and detail as opposed to unifying principles and mathematical simplicity.

See the Darwin family tree for evidence of hereditary genius (Galton was Darwin's cousin and pioneered statistical ideas like correlation, regression and the normal distribution).

*** I'm quite sure Dennett appreciates that this comment can be applied to intelligence itself (AI) as well as to evolution ;-)

Risk and the spurious air of technicality

The following appeared in a letter to the editor in response to the Times article Risk Mismanagement by John Nocera.

I'll never forget a referee report I once saw which referred to the equations and graphs in a paper as "lending a spurious air of technicality" to otherwise pure speculation. The same comment might be applied to whole fields of research :-)

Charles Mackay’s 19th-century book “Memoirs of Extraordinary Popular Delusions and the Madness of Crowds,” recounting John Law’s Mississippi Scheme, the South Sea Bubble, Tulipomania and others, was reissued in 1932 (for obvious reasons). In a foreword, Bernard Baruch wrote: “All economic movements, by their very nature, are motivated by crowd psychology. . . . I never see a brilliant economic thesis expounding, as though they were geometrical theorems, the mathematics of price movements, that I do not recall Schiller’s dictum: ‘Anyone taken as an individual, is tolerably sensible and reasonable — as a member of a crowd he at once becomes a blockhead.’ ” Baruch speaks of “crowd madness” and says that “these are phenomena of mass action under impulsions and controls which no science has explored.” Sir Isaac Newton, who lost a life’s savings in one of these bubbles, wrote, “I can calculate the movements of the heavenly bodies, but I cannot calculate the madness of men.” Einstein said Newton was the greatest scientific mind who ever lived, so if he couldn’t do it, who can?

Friday, January 16, 2009

Brainpower and globalization

Below is a partial breakdown by nationality of applicants to our PhD program in physics. I chose 2007 because that is the last year I was on the admissions committee. Here is a post I wrote then, which characterizes the applicant pool: Graduate admissions, human capital and globalization. Our target for each year is about 15 incoming students.

At bottom are some figures I first blogged about in 2004 (if you know of more recent data, please tell me). They indicate that already by the late 1990s there were more Asian students staying at home to do their graduate work than coming to the US. Yet, as the 2007 numbers show, Asia is our largest source of applicants. Related posts.


china 158
usa 75
india 19
nepal 2
sri lanka 2
taiwan 3
korea 4
indian 3
new zealand 1
germany 1
colombia 1
egypt 2
bangladesh 1
japan 2
iraq 1
pakistani 1
eritrea 1

More up to date numbers here:
...Overall, the U.S. share of world S&E PhDs will fall to about 15% by 2010. Within the US, moreover, international students have come to earn an increasing proportion of S&E PhDs. In 1966, US-born males accounted for 71% of science and engineering PhDs awarded; 6% were awarded to US-born females; and 23% were awarded to the foreign-born. In 2000, 36% of S&E PhDs went to U.S.-born males, 25% to U.S.-born females and 39% to the foreign-born. 8 Looking among the S&E fields, in 2002, international students received 19.5% of all doctorates awarded in the social and behavioral sciences, 18.0% in the life sciences, 35.4% in the physical sciences, and 58.7% in engineering.

Thursday, January 15, 2009

Backreaction, black holes and monsters

A must read post on black hole entropy by physicist (Perimeter Institute) and blogger Sabine Hossenfelder! ;-)

Now that she mentions it, "Entropy" is a cool name for a kid (superhero?), maybe even cooler than "Max Talmud" :-)

These days, everybody is talking about entropy. In fact, there is so much talk about entropy I am waiting for a Hollywood starlet to name her daughter after it. To help that case, today a contribution about the entropy of black holes.

To begin with let us recall what entropy is. It's a measure for the number of micro-states compatible with a given macro-state. The macro-state could for example be given by one billion particles with a total energy E in a bag of size V. You then have plenty of possibilities to place the particles in the bag and to assign a velocity to them. Each of these possibilities is a micro-state. The entropy then is the logarithm of that number. Don't worry if you don't know what a logarithm is, it's not so relevant for the following. The one thing you should know about the total entropy of a system is that it can't decrease in time. That's the second law of thermodynamics.

It is generally believed that black holes carry entropy. The need for that isn't hard to understand: if you throw something into a black hole, its entropy shouldn't just vanish since this would violate the second law. So an entropy must be assigned to the black hole. More precisely, the entropy is proportional to the surface area of the black holes, since this can be shown to be a quantity which only increases if black holes join, and this is also in agreement with the entropy one derives for a black hole from Hawking radiation. So, black holes have an entropy. But what does that mean? What are the microstates of the black hole? Or where are they? And why doesn't the entropy depend on what was thrown into the black hole?

While virtually nobody in his right mind doubts black hole have an entropy, the interpretation of that entropy is less clear. There are two camps: On the one side those who believe the black hole entropy counts indeed the number of micro-states inside the black hole. I guess you will find most string theorists on this side, since this point of view is supported by their approach. On the other side are those who believe the black hole entropy counts the number of states that can interact with the surrounding. And since the defining feature of black holes is that the interior is causally disconnected from the exterior, these are thus the states that are assigned to the horizon itself. These both interpretations of the black hole entropy are known as the volume- and surface-interpretations respectively. You find a discussion of these both points of view in Ted Jacobson's paper "On the nature of black hole entropy" [gr-qc/9908031] and in the trialogue "Black hole entropy: inside or out?" [hep-th/0501103].

A recent contribution to this issue comes from Steve Hsu and David Reeb in their paper

Black hole entropy, curved space and monsters
Phys. Lett. B 658:244-248 (2008)
arXiv:0706.3239v2 the rest...

See related post here, with nice pictures.

Tuesday, January 13, 2009


Callow postdocs are often the most caustic, but deadly accurate, observers of the scientific world. A postdoc has to be careful about what he or she says to a senior colleague, but get a few together and pretty soon the real scoop will emerge.

One of my buddies from those days, who is now a well known professor in high energy theory, liked (and likes) to use the term "fraud" to describe other physicists who didn't deserve their positions. So and so is a fraud! Did you see his last paper? Have you ever talked physics with the guy?

Of course, the presence of frauds is inevitable given a random component (sheer luck!) or additional factors (e.g., personal charisma, hype) influencing career success. Below is a figure from an old post on success vs ability. Let the vertical axis be career success and the horizontal axis the ability of the individual. Even if the correlation between the two is as high as .85, we'd still expect to see relatively incompetent individuals in high positions. (Or, equivalently, two individuals of vastly different abilities at the same level of success.) In fact, the correlation between ability and success in academic science is probably anomalously high compared to other fields, with the possible exception of competitive sports.

If you are still unconvinced about the existence of frauds among us, see this research article, as summarized below in the Times magazine.

“The Doctor Fox Lecture: A Paradigm of Educational Seduction,” a 1973 article still widely cited by critics of student evaluations, Donald Naftulin, a psychiatrist, and his co-authors asked an actor to give a lecture titled “Mathematical Game Theory as Applied to Physician Education.” The actor was a splendid speaker, his talk filled with witticisms and charming asides — but also with “irrelevant, conflicting and meaningless content.” Taking questions afterward, the silver-haired actor playing “Dr. Myron L. Fox” affably answered questions using “double talk, non sequiturs, neologisms and contradictory statements.” The talk was given three times: twice to audiences of psychiatrists, psychologists and social workers, the last time to graduate students in educational philosophy. In each case, the evaluations by the audience were highly laudatory. To these audiences, Dr. Fox was apparently articulate and intellectual, not a fraud.

Note: the figure is only meant to illustrate the amount of residual scatter present when two variables have a high but not perfect correlation. It does NOT represent any specific data set.

Sunday, January 11, 2009

Confirmation bias and the Einstein myth

The story that Einstein was a poor student is appealing, but entirely untrue. It's yet another example of confirmation bias -- the tendency to embrace information that confirms our preconceptions (in this case, confirms some romantic notion about how human achievement works), and to reject information that contradicts them. The truth is that Einstein was (unsurprisingly) a brilliant student.

See pages 37-39 of the magisterial biography Subtle is the Lord (Google books) by eminent physicist (and IAS colleague of Einstein) Abraham Pais.

At age 4-5 Einstein became fascinated by the workings of a compass. As an adult he still remembered the moment as the first miracle in his intellectual development. The second miracle was his discovery of the beauty of Euclidean geometry at age 12: "the clarity and certainty of its contents made an indescribable impression on me" -- the reaction of an average 12 year old? Einstein taught himself calculus between the ages of 12 and 16. He regularly ranked first in his classes in elementary, middle and high school. From age 10 to 15 he had weekly discussions about science and philosophy with a university student and family friend named Max Talmud. Does this sound like a slow learner?

Pais even writes (p. 38): "The preceeding collection of stories about Einstein the young boy demonstrates the remarkable extent to which his most characteristic personal traits were native rather than acquired."

Pinker on personal genomics

Read the whole thing in the Times magazine. More on Eric Turkheimer's work here.

My Genome, My Self: ...To study something scientifically, you first have to measure it, and psychologists have developed tests for many mental traits. And contrary to popular opinion, the tests work pretty well: they give a similar measurement of a person every time they are administered, and they statistically predict life outcomes like school and job performance, psychiatric diagnoses and marital stability. Tests for intelligence might ask people to recite a string of digits backward, define a word like “predicament,” identify what an egg and a seed have in common or assemble four triangles into a square. Personality tests ask people to agree or disagree with statements like “Often I cross the street in order not to meet someone I know,” “I often was in trouble in school,” “Before I do something I try to consider how my friends will react to it” and “People say insulting and vulgar things about me.” People’s answers to a large set of these questions tend to vary in five major ways: openness to experience, conscientiousness, extraversion, agreeableness (as opposed to antagonism) and neuroticism. The scores can then be compared with those of relatives who vary in relatedness and family backgrounds.

The most prominent finding of behavioral genetics has been summarized by the psychologist Eric Turkheimer: “The nature-nurture debate is over. . . . All human behavioral traits are heritable.” By this he meant that a substantial fraction of the variation among individuals within a culture can be linked to variation in their genes. Whether you measure intelligence or personality, religiosity or political orientation, television watching or cigarette smoking, the outcome is the same. Identical twins (who share all their genes) are more similar than fraternal twins (who share half their genes that vary among people). Biological siblings (who share half those genes too) are more similar than adopted siblings (who share no more genes than do strangers). And identical twins separated at birth and raised in different adoptive homes (who share their genes but not their environments) are uncannily similar.

...Behavioral genetics has repeatedly found that the “shared environment” — everything that siblings growing up in the same home have in common, including their parents, their neighborhood, their home, their peer group and their school — has less of an influence on the way they turn out than their genes. In many studies, the shared environment has no measurable influence on the adult at all. Siblings reared together end up no more similar than siblings reared apart, and adoptive siblings reared in the same family end up not similar at all. A large chunk of the variation among people in intelligence and personality is not predictable from any obvious feature of the world of their childhood.

Think of a pair of identical twins you know. They are probably highly similar, but they are certainly not indistinguishable. They clearly have their own personalities, and in some cases one twin can be gay and the other straight, or one schizophrenic and the other not. But where could these differences have come from? Not from their genes, which are identical. And not from their parents or siblings or neighborhood or school either, which were also, in most cases, identical. Behavioral geneticists attribute this mysterious variation to the “nonshared” or “unique” environment, but that is just a fudge factor introduced to make the numbers add up to 100 percent.

No one knows what the nongenetic causes of individuality are. Perhaps people are shaped by modifications of genes that take place after conception, or by haphazard fluctuations in the chemical soup in the womb or the wiring up of the brain or the expression of the genes themselves. Even in the simplest organisms, genes are not turned on and off like clockwork but are subject to a lot of random noise, which is why genetically identical fruit flies bred in controlled laboratory conditions can end up with unpredictable differences in their anatomy. This genetic roulette must be even more significant in an organism as complex as a human, and it tells us that the two traditional shapers of a person, nature and nurture, must be augmented by a third one, brute chance.

The discoveries of behavioral genetics call for another adjustment to our traditional conception of a nature-nurture cocktail. A common finding is that the effects of being brought up in a given family are sometimes detectable in childhood, but that they tend to peter out by the time the child has grown up. That is, the reach of the genes appears to get stronger as we age, not weaker. Perhaps our genes affect our environments, which in turn affect ourselves. Young children are at the mercy of parents and have to adapt to a world that is not of their choosing. As they get older, however, they can gravitate to the microenvironments that best suit their natures. Some children naturally lose themselves in the library or the local woods or the nearest computer; others ingratiate themselves with the jocks or the goths or the church youth group. Whatever genetic quirks incline a youth toward one niche or another will be magnified over time as they develop the parts of themselves that allow them to flourish in their chosen worlds. Also magnified are the accidents of life (catching or dropping a ball, acing or flubbing a test), which, according to the psychologist Judith Rich Harris, may help explain the seemingly random component of personality variation. The environment, then, is not a stamping machine that pounds us into a shape but a cafeteria of options from which our genes and our histories incline us to choose.

Saturday afternoon, Silicon Valley

The relentless pace of technological innovation: 10 highly talented and dedicated individuals, bringing a new product to market.

Only a limited number of people will ever experience this act of creation -- but progress owes almost everything to them.

Malthusian trap. The Soul of a New Machine.

Carl Fox (Martin Sheen, in the movie Wall Street): "Stop going for the easy buck and start producing something with your life. Create, instead of living off the buying and selling of others."

Wednesday, January 07, 2009

Training Frank Mir

Here's a great interview with MMA coach Ken Hahn, in which he describes training UFC heavyweight Frank Mir.

Mir recently won a huge upset over Rodrigo "Minotauro" Nogueira to take the title. The interview hints at how technical the sport of MMA has become. Fighters have to master different ranges of striking (kicks, knees, elbows and punches) as well as grappling (throws, takedowns, the clinch, submissions, striking on the ground), drawing from disciplines like boxing, muay thai, wrestling, judo, and jiujitsu.

See below for fight video and some Hahn training video.

Nogueira was training with Forrest Griffin and Wanderlei Silva for this fight; that’s all the people he trained with. Those three guys just got together and hugged each other while I had Frank train with reputable professional boxers - one heavyweight and one light heavyweight. Then I had him spar with kickboxers, wrestlers and Olympic-level judo players.

When you have a chance to train with so many different high-level guys, there’s just no way around improving. ...

We had access to pro boxers. … Not guys that just turned pro. I’m talking about top-30 pro boxers. These guys are legitimate, 10-fights, seven-KOs, legitimate guys. They are two Native American brothers. One guy is 175 pounds, and the other is 260 pounds.

So when you get both of those guys at pro level hitting him, he’s going to get punched the way it’s supposed to feel. He’s going to have the movement to where he can’t touch you. Why do you think his distancing got so much better? When he has to chase down pro boxers that move and slip, you start figuring out the same thing.

If you roll with a champion jiu-jitsu guy, you’re going to go, “Whoa, this is different.” But the more you train with him, the more you pick up. ...

I think just offering up different types of fighters for Frank was important. Sometimes I would feed him guys that weren’t that good so he could get his skill level up. It’s one thing to train with the best guys, but you have got to use those guys efficiently. You can’t spar with them all the time or they will beat you up. You can spar with them once every other week.

The other times, you need to be sparring on [crappier] guys so you can build your confidence and work on stuff without paying the ultimate price. Try to work on new stuff with a really good guy, and you’re going to end up getting knocked out. Try it on the [crappy] guys and they don’t have the skill level to make you pay, so when they do tag you it’s not going to be that bad. But if you go against a pro boxer and you drop your hands trying to do something, you’re out cold. ...

Basically, I watched an entire history of his [Nogueira's] fights twice, and then I developed my strategy. The only guys that he submitted were guys that didn’t have jiu-jitsu, and the submissions came toward the end of the rounds when his opponents were tired. But everyone knocks him down, so you can definitely land punches on him.

And when I was watching “The Ultimate Fighter” and saw Ryan Bader sparring with him and punching him in the face, I was like, “Wait a minute. If Bader’s doing that, you’ve got to do the same thing.” And if he’s not respecting the punch, then he’s not respecting Frank until he gets roughed up. So now when you go back and watch videos, you can see how many mistakes Nogueira makes. I noticed a lot of important things the second time I watched his fights.

Here's some video of Hahn teaching a combination.

MMAJunkie.Com - Ken Hahn "The Ultimate Fighter" Blog

Clips from the Mir-Nogueira fight:

Tuesday, January 06, 2009

Beamtimes and Lifetimes

The episode of The Big Bang Theory that I described in my previous post reminded me of Beamtimes and Lifetimes, by anthropologist and historian Sharon Traweek (UCLA).

The book is a detailed portrait of the world of particle physics from a cultural anthropologist's perspective. Traweek did "field work" among the very odd tribe of particle physicists at KEK, SLAC and Fermilab :-) Though imperfect, it paints a very recognizable picture of our community. I found it quite enlightening when I read it as a grad student.

Friday, January 02, 2009

The Big Bang Theory and teleportation

Have a look at the opening segment (video below) of this episode of The Big Bang Theory. I've had exactly the same conversation about teleportation (or transporters on Star Trek) more times than I can count. Sheldon (taller guy, on the left in the picture) is the theorist and Leonard is the experimentalist, both at Caltech.

On teleportation from A to B: let's reverse the time ordering of steps and see if it bothers you. If I were to first produce an exact replica of you at the desired location B, would you then be willing to step into a disintegration chamber at A?

Opening segment (Amazon); full episode - The Jerusalem Duality (avi video)

Another bit of dialog from the episode; Rajnesh is an astrophysicist.
Rajnesh Koothrappali: Do you know what he (Sheldon) did? He watched me work for 10 minutes, and then started to design a simple piece of software that could replace me.
Leonard Hofstadter: Is that even possible?
Rajnesh Koothrappali: As it turns out, yes.

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