Pleased that the review paper I led on SOC is now out, and open access, at Space Science Reviews (as well as arXiv).
My research has been touched and influenced by this fascinating concept since the early 1990s, when Sandra Chapman and myself first heard about it from MIT's Tom Chang, and it became a significant area for us a few years later. It has been a privilege to use the opportunity offered by the ISSI workshops in this area, and its lead convenor, Markus Aschwanden, to write this paper, a synthesis of review, history, and opinion piece, with my coauthors. It's also been nice to see it reaching readers that I haven't reached before.
Monday 1 June 2015
Tuesday 22 April 2014
BBS paper as Eos Research Spotlight
Belatedly reminded that I was very pleased to see that my Bunched Black Swans invited review paper from last year was chosen as a research spotlight from Geophysical Research Letters, and featured in the American Geophysical Union's newsletter Eos.
Monday 21 April 2014
Bayesian Bunching of Black Swans ...
Continuing (after an admittedly long pause) with our swan-related programming, here's a new preprint from Tim Graves, Bobby Gramacy, Christian Franzke and myself on a Bayesian approach to measuring long range dependence.
During my final few years at the British Antarctic Survey in Cambridge, UK, working with Tim (first a Master's and then PhD student in Cambridge Statslab), Bobby (then his supervisor), and Christian (then my colleague at BAS) was a highlight of my research life.
The scalpel of a statistician's approach to LRD which he employed with impressive dexterity, precision, and originality, helped me to cut out quite a bit of the fat in my own thinking. The experience has left me confused on a much higher level about LRD, of which more quite soon.
Tim is now back with the URS corporation in London, and we are collaborating with him to submit the papers from his thesis, starting with this one. I am presenting a poster based on the thesis next week at the EGU meeting in Vienna, which will include some of the results of his new approach. This method allows estimation of the parameters for heavy tails and long range dependence in a modified (alpha-stable innovations) ARFIMA model, and thus both "black swans" (more properly, "grey" ones in Taleb-speak), and "bunching".
During my final few years at the British Antarctic Survey in Cambridge, UK, working with Tim (first a Master's and then PhD student in Cambridge Statslab), Bobby (then his supervisor), and Christian (then my colleague at BAS) was a highlight of my research life.
The scalpel of a statistician's approach to LRD which he employed with impressive dexterity, precision, and originality, helped me to cut out quite a bit of the fat in my own thinking. The experience has left me confused on a much higher level about LRD, of which more quite soon.
Tim is now back with the URS corporation in London, and we are collaborating with him to submit the papers from his thesis, starting with this one. I am presenting a poster based on the thesis next week at the EGU meeting in Vienna, which will include some of the results of his new approach. This method allows estimation of the parameters for heavy tails and long range dependence in a modified (alpha-stable innovations) ARFIMA model, and thus both "black swans" (more properly, "grey" ones in Taleb-speak), and "bunching".
Tuesday 1 January 2013
Black swans coming home to roost ...
Much appreciated the blogging, by Judith Curry at Climate etc, of our poster on bunched black swans at the Fall American Geophysical Union meeting last month.
Next up: some overdue thoughts on what has been learned from my 15 (and others' 25) years of mulling and modelling bunched black swans. For me interest was sparked by the concept of self-organised criticality, but has broadened substantially over the last few years.
Next up: some overdue thoughts on what has been learned from my 15 (and others' 25) years of mulling and modelling bunched black swans. For me interest was sparked by the concept of self-organised criticality, but has broadened substantially over the last few years.
Thursday 26 July 2012
Of shoes and ships and silo-busting
Interesting piece by Gillian Tett in the FT:
"After all, for every example of “silo jumping” occurring in a university, government department or company today, there are numerous counter examples, where tunnel vision and tribalism predominate, and may be growing in power. The structure of most academic careers and research grants reinforces intellectual silos, and the growing complexity of technical operations in government and corporate bureaucracies tends to give “specialists” entrenched power. If employees or researchers are going to jump across boundaries, they need resources, or “slack”, and that tends to vanish at times of economic pain ... But there again, history suggests that the most powerful forms of innovation tend to happen when silo busting does occur. What defines whether a group or individual will be successful is whether somebody is mastered and trapped by silos – or can master and reorder them as needs and opportunities arise."
Words to live by in these interesting times ...
"After all, for every example of “silo jumping” occurring in a university, government department or company today, there are numerous counter examples, where tunnel vision and tribalism predominate, and may be growing in power. The structure of most academic careers and research grants reinforces intellectual silos, and the growing complexity of technical operations in government and corporate bureaucracies tends to give “specialists” entrenched power. If employees or researchers are going to jump across boundaries, they need resources, or “slack”, and that tends to vanish at times of economic pain ... But there again, history suggests that the most powerful forms of innovation tend to happen when silo busting does occur. What defines whether a group or individual will be successful is whether somebody is mastered and trapped by silos – or can master and reorder them as needs and opportunities arise."
Words to live by in these interesting times ...
Sunday 22 July 2012
The beat of black swans' wings
A tentative toe dipped into blogging. I'll be using this blog for musings around my research topics and working life. In particular I'm interested in the correlated extreme events which are becoming so familiar to us via the sciences of complexity in nature, in human society, and in economic systems.
So welcome ...
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