Statistical mechanics revised

Statistical Mechanics

Statistical Mechanics

where pi ≡ p(x = i). If only M of the K states have non-zero probability and that probability is 1/M then S = logM . In this special case the entropy is the log of the number of occupied states. An analog of this special case in the continuous domain occurs in Liouville’s Theorem. This states that if the volume of phase space (i.e. of the x variable, but now multivariate and continuous) is some...

Statistical Inference and Statistical Mechanics

In this lecture, recent developments on connections between Markov processes and nonequilibrium statistical mechanical systems are discussed. A statistical mechanical analogy is developed for Markov processes and a local entropic measure of their true asymmetry is defined. Introducing partial observations, conditional and joint analogies are developed for Markov processes and their optimal filt...

Revised standards for statistical evidence.

Recent advances in Bayesian hypothesis testing have led to the development of uniformly most powerful Bayesian tests, which represent an objective, default class of Bayesian hypothesis tests that have the same rejection regions as classical significance tests. Based on the correspondence between these two classes of tests, it is possible to equate the size of classical hypothesis tests with evi...

Revised evidence for statistical standards.

In (1), Johnson proposes replacing the usual p = 0.05 standard for significance with the more stringent p = 0.005. This might be good advice in practice but we remain troubled by Johnson’s logic because it seems to dodge the essential nature of any such rule, that it expresses a tradeoff between the risks of publishing misleading results and of important results being left unpublished. Ultimate...