02 September 2023

Geometrical Figures XVII: Bell Curves

"A bell curve shows the 'spread' or variance in our knowledge or certainty. The wider the bell the less we know. An infinitely wide bell is a flat line. Then we know nothing. The value of the quantity, position, or speed could lie anywhere on the axis. An infinitely narrow bell is a spike that is infinitely tall. Then we have complete knowledge of the value of the quantity. The uncertainty principle says that as one bell curve gets wider the other gets thinner. As one curve peaks the other spreads. So if the position bell curve becomes a spike and we have total knowledge of position, then the speed bell curve goes flat and we have total uncertainty (infinite variance) of speed." (Bart Kosko, "Fuzzy Thinking: The new science of fuzzy logic", 1993)

"Every network has its own fitness distribution, which tells us how similar or different the nodes in the network are. In networks where most of the nodes have comparable fitness, the distribution follows a narrowly peaked bell curve. In other networks, the range of fitnesses is very wide such that a few nodes are much more fit than most others. […] the mathematical tools developed decades earlier to describe quantum gases enabled us to see that, independent of the nature of links and nodes, a network's behavior and topology are determined by the shape of its fitness distribution. But even though each system, from the Web to Holywood, has a unique fitness distribution, Bianconi's calculation indicated that in terms of topology all networks fall into one of only two possible categories. In most networks the competition does not have an easily noticeable impact on the network's topology. In some networks, however, the winner takes all the links, a clear signature of Bose-Einstein condensation." (Albert-László Barabási, "Linked: How Everything Is Connected to Everything Else and What It Means for Business, Science, and Everyday Life", 2002)

"Nature normally hates power laws. In ordinary systems all quantities follow bell curves, and correlations decay rapidly, obeying exponential laws. But all that changes if the system is forced to undergo a phase transition. Then power laws emerge-nature's unmistakable sign that chaos is departing in favor of order. The theory of phase transitions told us loud and clear that the road from disorder to order is maintained by the powerful forces of self-organization and is paved by power laws. It told us that power laws are not just another way of characterizing a system's behavior. They are the patent signatures of self-organization in complex systems." (Albert-László Barabási, "Linked: How Everything Is Connected to Everything Else and What It Means for Business, Science, and Everyday Life", 2002)

"Bell curves don't differ that much in their bells. They differ in their tails. The tails describe how frequently rare events occur. They describe whether rare events really are so rare. This leads to the saying that the devil is in the tails." (Bart Kosko, "Noise", 2006)

"Many scientists who work not just with noise but with probability make a common mistake: They assume that a bell curve is automatically Gauss's bell curve. Empirical tests with real data can often show that such an assumption is false. The result can be a noise model that grossly misrepresents the real noise pattern. It also favors a limited view of what counts as normal versus non-normal or abnormal behavior. This assumption is especially troubling when applied to human behavior. It can also lead one to dismiss extreme data as error when in fact the data is part of a pattern." (Bart Kosko, "Noise", 2006)

"The central limit theorem differs from laws of large numbers because random variables vary and so they differ from constants such as population means. The central limit theorem says that certain independent random effects converge not to a constant population value such as the mean rate of unemployment but rather they converge to a random variable that has its own Gaussian bell-curve description." (Bart Kosko, "Noise", 2006)

"The flaw in the classical thinking is the assumption that variance equals dispersion. Variance tends to exaggerate outlying data because it squares the distance between the data and their mean. This mathematical artifact gives too much weight to rotten apples. It can also result in an infinite value in the face of impulsive data or noise. [...] Yet dispersion remains an elusive concept. It refers to the width of a probability bell curve in the special but important case of a bell curve. But most probability curves don't have a bell shape. And its relation to a bell curve's width is not exact in general. We know in general only that the dispersion increases as the bell gets wider. A single number controls the dispersion for stable bell curves and in-deed for all stable probability curves - but not all bell curves are stable curves."  (Bart Kosko, "Noise", 2006)

"Before calculating a confidence interval for a mean, first check that one of the situations just described holds. To determine whether the data are bell-shaped or skewed, and to check for outliers, plot the data using a histogram, dotplot, or stemplot. A boxplot can reveal outliers and will sometimes reveal skewness, but it cannot be used to determine the shape otherwise. The sample mean and median can also be compared to each other. Differences between the mean and the median usually occur if the data are skewed - that is, are much more spread out in one direction than in the other." (Jessica M Utts & Robert F Heckard, "Mind on Statistics", 2007)

"Symmetry and skewness can be judged, but boxplots are not entirely useful for judging shape. It is not possible to use a boxplot to judge whether or not a dataset is bell-shaped, nor is it possible to judge whether or not a dataset may be bimodal." (Jessica M Utts & Robert F Heckard, "Mind on Statistics", 2007)

"With time series though, there is absolutely no substitute for plotting. The pertinent pattern might end up being a sharp spike followed by a gentle taper down. Or, maybe there are weird plateaus. There could be noisy spikes that have to be filtered out. A good way to look at it is this: means and standard deviations are based on the naïve assumption that data follows pretty bell curves, but there is no corresponding 'default' assumption for time series data (at least, not one that works well with any frequency), so you always have to look at the data to get a sense of what’s normal. [...] Along the lines of figuring out what patterns to expect, when you are exploring time series data, it is immensely useful to be able to zoom in and out." (Field Cady, "The Data Science Handbook", 2017)

"Skewed data means data that is shifted in one direction or the other. Skewness can cause machine learning models to underperform. Many machine learning models assume normally distributed data or data structures to follow the Gaussian structure. Any deviation from the assumed Gaussian structure, which is the popular bell curve, can affect model performance. A very effective area where we can apply feature engineering is by looking at the skewness of data and then correcting the skewness through normalization of the data." (Anthony So et al, "The Data Science Workshop" 2nd Ed., 2020)

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