1 of 51

Apology of the spherical cow:

simple models for complex systems

Mario Castro

Comillas Pontifical University

2 of 51

3 of 51

Two uncomfortable problems in complex systems

4 of 51

5 of 51

6 of 51

7 of 51

8 of 51

Question 1

How much information is in the data?

9 of 51

The “Rorschach” test

10 of 51

The “Rorschach” test

11 of 51

12 of 51

The “Rorschach” test

Steady state

peak-to-steady state

Time to peak

Duration of the peak

Don’t expect models with more than four parameters (combinations) to learn more than this.

If you are lucky, also the

“curvature”

13 of 51

Another “archetype”

Saturation

Slope at

50%

Concentration

at 50%

Hill function

14 of 51

15 of 51

Take-home message #1

Simple

DATA REQUIRE

Simple

MODELS

16 of 51

Question 2

What is as a spherical cow and

how do they emerge?

  • Mechanism #1: Epistemic simplicity (adjust to information contained in data)
  • Mechanism #2: Aggregation creates information loss

17 of 51

The theory of “sloppy” models

An the unexpected usefulness of Information Geometry

18 of 51

Fisher Information Matrix

(FIM)

Parameter Space

Data Space

19 of 51

The Manifold Boundary Approximation Method

effective theories as manifold boundaries

These limits are

data-driven!!!

20 of 51

The Manifold Boundary Approximation Method

21 of 51

The Manifold Boundary Approximation Method

22 of 51

Spherical “bacteria”: the microbiome

The generalized Lotka-Volterra

23 of 51

Numerical experiment

  1. Four populations
  2. Deterministic dynamics
  3. Free of noise and uncertainty
  4. What does MBAM say?

24 of 51

Numerical experiment

  • Four populations
  • Deterministic dynamics
  • Free of noise and uncertainty
  • What does MBAM say?

25 of 51

Numerical experiment

  • Four populations
  • Deterministic dynamics
  • Free of noise and uncertainty
  • What does MBAM say?

26 of 51

Numerical experiment

  • Four populations
  • Deterministic dynamics
  • Free of noise and uncertainty
  • What does MBAM say?

27 of 51

Numerical experiment

  • Four populations
  • Deterministic dynamics
  • Free of noise and uncertainty
  • What does MBAM say?

20 parameters

10 parameters

Points to “slaving principle”

(so 7 effective parameters)

28 of 51

Numerical experiment

  • Four populations
  • Deterministic dynamics
  • Free of noise and uncertainty
  • What does MBAM say?

20 parameters

10 parameters

Points to “slaving principle”

(so 7 effective parameters)

This gives un upper bound

(7 < 4*3)

...but not one less

29 of 51

Another example: cyclic behavior

3 populations

12 parameters

2 populations

5 parameters

...but not one less

30 of 51

Take-home message #2

31 of 51

Question 2

What is as a spherical cow and

how do they emerge?

  • Mechanism #1: Epistemic simplicity (adjust to information contained in data)
  • Mechanism #2: Aggregation creates information loss

32 of 51

What can we expect from empirical distributions?

A digression

33 of 51

What can we expect from empirical distributions?

A digression

Can we go from the final distribution to the original one?

No!!!

34 of 51

An archetypical “spherical cow”

35 of 51

SIR is unreasonably good

36 of 51

37 of 51

Epidemics in Free-land

  1. Take 21 districts in Madrid
  2. Simulate exactly the same SEIR pandemic (same parameters)
  3. Do it stochastically (life is stochastic)
  4. Aggregate

38 of 51

Epidemics in Free-land

  • Take 21 districts in Madrid
  • Simulate exactly the same SEIR pandemic (same parameters)
  • Do it stochastically (life is stochastic)
  • Aggregate

Frequency

1 month!!

39 of 51

Epidemics in the multiverse

  • Take 21 districts in Madrid: 21 replicas!

  1. The “effective” pandemic underestimates the peak
  2. It fits well to a SIR model
  3. BUT, it does not share the same parameters as the replicas

So, by “ aggregation” 21*3 parameters (SEIR) turn into 2!!!

  • Time shift to location of the peak of the epidemic
  • Normalized to the maximum number of infected

40 of 51

This sounds familiar...

41 of 51

Take-home message #3

In fact, all epistemological value of the theory of probability is based on this: that large-scale random phenomena in their collective action create strict,

nonrandom regularity.

Kolmogorov, 1968

42 of 51

Is too much “simplicity” killing us ?

43 of 51

Conclusions

#2 Spherical cows push away all the information lost by aggregation

#1: Spherical cows adjust complexity to available information (simple but not simpler)

So... spherical cows are not only good models: they are often the best models

44 of 51

Thanks!

Epidemics

Saúl Ares

José Cuesta

Susanna Manrubia

Ecology

José Cuesta

Javier Galeano

Rafael Vida

This work has been partially supported by Grant PID2022-140217NB-I00 funded by MCIN/AEI/ 10.13039/501100011033.

45 of 51

46 of 51

47 of 51

48 of 51

49 of 51

50 of 51

51 of 51