29 December 2023

On Homogeneity

"The power of differential calculus is that it linearizes all problems by going back to the 'infinitesimally small', but this process can be used only on smooth manifolds. Thus our distinction between the two senses of rotation on a smooth manifold rests on the fact that a continuously differentiable coordinate transformation leaving the origin fixed can be approximated by a linear transformation at О and one separates the (nondegenerate) homogeneous linear transformations into positive and negative according to the sign of their determinants. Also the invariance of the dimension for a smooth manifold follows simply from the fact that a linear substitution which has an inverse preserves the number of variables." (Hermann Weyl, "The Concept of a Riemann Surface", 1913)

"An 'empty world', i. e., a homogeneous manifold at all points at which equations (1) are satisfied, has, according to the theory, a constant Riemann curvature, and any deviation from this fundamental solution is to be directly attributed to the influence of matter or energy." (Howard P Robertson, "On Relativistic Cosmology", 1928)

"When the statistician looks at the outside world, he cannot, for example, rely on finding errors that are independently and identically distributed in approximately normal distributions. In particular, most economic and business data are collected serially and can be expected, therefore, to be heavily serially dependent. So is much of the data collected from the automatic instruments which are becoming so common in laboratories these days. Analysis of such data, using procedures such as standard regression analysis which assume independence, can lead to gross error. Furthermore, the possibility of contamination of the error distribution by outliers is always present and has recently received much attention. More generally, real data sets, especially if they are long, usually show inhomogeneity in the mean, the variance, or both, and it is not always possible to randomize." (George E P Box, "Some Problems of Statistics and Everyday Life", Journal of the American Statistical Association, Vol. 74 (365), 1979)

"[…] homogeneous functions have an interesting scaling property: they reproduce themselves upon rescaling. This scaling invariance can shed light into some of the darker corners of physics, biology, and other sciences, and even illuminate our appreciation of music." (Manfred Schroeder, "Fractals, Chaos, Power Laws Minutes from an Infinite Paradise", 1990)

"In contrast to gravitation, interatomic forces are typically modeled as inhomogeneous power laws with at least two different exponents. Such laws (and exponential laws, too) are not scale-free; they necessarily introduce a characteristic length, related to the size of the atoms. Power laws also govern the power spectra of all kinds of noises, most intriguing among them the ubiquitous (but sometimes difficult to explain)." (Manfred Schroeder, "Fractals, Chaos, Power Laws Minutes from an Infinite Paradise", 1990)

"Scaling invariance results from the fact that homogeneous power laws lack natural scales; they do not harbor a characteristic unit (such as a unit length, a unit time, or a unit mass). Such laws are therefore also said to be scale-free or, somewhat paradoxically, 'true on all scales'. Of course, this is strictly true only for our mathematical models. A real spring will not expand linearly on all scales; it will eventually break, at some characteristic dilation length. And even Newton's law of gravitation, once properly quantized, will no doubt sprout a characteristic length." (Manfred Schroeder, "Fractals, Chaos, Power Laws Minutes from an Infinite Paradise", 1990)

"Fitting data means finding mathematical descriptions of structure in the data. An additive shift is a structural property of univariate data in which distributions differ only in location and not in spread or shape. […] The process of identifying a structure in data and then fitting the structure to produce residuals that have the same distribution lies at the heart of statistical analysis. Such homogeneous residuals can be pooled, which increases the power of the description of the variation in the data." (William S Cleveland, "Visualizing Data", 1993)

"When the distributions of two or more groups of univariate data are skewed, it is common to have the spread increase monotonically with location. This behavior is monotone spread. Strictly speaking, monotone spread includes the case where the spread decreases monotonically with location, but such a decrease is much less common for raw data. Monotone spread, as with skewness, adds to the difficulty of data analysis. For example, it means that we cannot fit just location estimates to produce homogeneous residuals; we must fit spread estimates as well. Furthermore, the distributions cannot be compared by a number of standard methods of probabilistic inference that are based on an assumption of equal spreads; the standard t-test is one example. Fortunately, remedies for skewness can cure monotone spread as well." (William S Cleveland, "Visualizing Data", 1993)

"Descriptive statistics are built on the assumption that we can use a single value to characterize a single property for a single universe. […] Probability theory is focused on what happens to samples drawn from a known universe. If the data happen to come from different sources, then there are multiple universes with different probability models. If you cannot answer the homogeneity question, then you will not know if you have one probability model or many. [...] Statistical inference assumes that you have a sample that is known to have come from one universe." (Donald J Wheeler, "Myths About Data Analysis", International Lean & Six Sigma Conference, 2012)

"The four questions of data analysis are the questions of description, probability, inference, and homogeneity. [...] Descriptive statistics are built on the assumption that we can use a single value to characterize a single property for a single universe. […] Probability theory is focused on what happens to samples drawn from a known universe. If the data happen to come from different sources, then there are multiple universes with different probability models.  [...] Statistical inference assumes that you have a sample that is known to have come from one universe." (Donald J Wheeler," Myths About Data Analysis", International Lean & Six Sigma Conference, 2012)

"The Second Law of Thermodynamics states that in an isolated system (one that is not taking in energy), entropy never decreases. (The First Law is that energy is conserved; the Third, that a temperature of absolute zero is unreachable.) Closed systems inexorably become less structured, less organized, less able to accomplish interesting and useful outcomes, until they slide into an equilibrium of gray, tepid, homogeneous monotony and stay there." (Steven Pinker, "The Second Law of Thermodynamics", 2017) [source

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