Large deviations principle for Curie-Weiss models with random fields

In this article we consider an extension of the classical Curie-Weiss model in which the global and deterministic external magnetic field is replaced by local and random external fields which interact with each spin of the system. We prove a Large Deviations Principle for the so-called {\it magnetization per spin} $S_n/n$ with respect to the associated Gibbs measure, where $S_n/n$ is the scaled partial sum of spins. In particular, we obtain an explicit expression for the LDP rate function, which enables an extensive study of the phase diagram in some examples. It is worth mentioning that the model considered in this article covers, in particular, both the case of i.\,i.\,d.\ random external fields (also known under the name of random field Curie-Weiss models) and the case of dependent random external fields generated by e.\,g.\ Markov chains or dynamical systems.Comment: 11 page

Moderate deviations for random field Curie-Weiss models

The random field Curie-Weiss model is derived from the classical Curie-Weiss model by replacing the deterministic global magnetic field by random local magnetic fields. This opens up a new and interestingly rich phase structure. In this setting, we derive moderate deviations principles for the random total magnetization $S_n$, which is the partial sum of (dependent) spins. A typical result is that under appropriate assumptions on the distribution of the local external fields there exist a real number $m$, a positive real number $\lambda$, and a positive integer $k$ such that $(S_n-nm)/n^{\alpha}$ satisfies a moderate deviations principle with speed $n^{1-2k(1-\alpha)}$ and rate function $\lambda x^{2k}/(2k)!$, where $1-1/(2(2k-1)) < \alpha < 1$.Comment: 21 page

On the accuracy of the normal approximation for the free energy in the Random Energy Model ∗

In the present paper we consider the fluctuations of the free energy in the random energy model (REM) on a moderate deviation scale. We find that for high temperatures the normal approximation holds only in a narrow range of scalings away from the CLT. For scalings of higher order, probabilities of moderate deviations decay faster than exponentially

Same data, different analysts : variation in effect sizes due to analytical decisions in ecology and evolutionary biology

Abstract: Although variation in effect sizes and predicted values among studies of similar phenomena is inevitable, such variation far exceeds what might be produced by sampling error alone. One possible explanation for variation among results is differences among researchers in the decisions they make regarding statistical analyses. A growing array of studies has explored this analytical variability in different fields and has found substantial variability among results despite analysts having the same data and research question. Many of these studies have been in the social sciences, but one small "many analyst" study found similar variability in ecology. We expanded the scope of this prior work by implementing a large-scale empirical exploration of the variation in effect sizes and model predictions generated by the analytical decisions of different researchers in ecology and evolutionary biology. We used two unpublished datasets, one from evolutionary ecology (blue tit, Cyanistes caeruleus, to compare sibling number and nestling growth) and one from conservation ecology (Eucalyptus, to compare grass cover and tree seedling recruitment). The project leaders recruited 174 analyst teams, comprising 246 analysts, to investigate the answers to prespecified research questions. Analyses conducted by these teams yielded 141 usable effects (compatible with our meta-analyses and with all necessary information provided) for the blue tit dataset, and 85 usable effects for the Eucalyptus dataset. We found substantial heterogeneity among results for both datasets, although the patterns of variation differed between them. For the blue tit analyses, the average effect was convincingly negative, with less growth for nestlings living with more siblings, but there was near continuous variation in effect size from large negative effects to effects near zero, and even effects crossing the traditional threshold of statistical significance in the opposite direction. In contrast, the average relationship between grass cover and Eucalyptus seedling number was only slightly negative and not convincingly different from zero, and most effects ranged from weakly negative to weakly positive, with about a third of effects crossing the traditional threshold of significance in one direction or the other. However, there were also several striking outliers in the Eucalyptus dataset, with effects far from zero. For both datasets, we found substantial variation in the variable selection and random effects structures among analyses, as well as in the ratings of the analytical methods by peer reviewers, but we found no strong relationship between any of these and deviation from the meta-analytic mean. In other words, analyses with results that were far from the mean were no more or less likely to have dissimilar variable sets, use random effects in their models, or receive poor peer reviews than those analyses that found results that were close to the mean. The existence of substantial variability among analysis outcomes raises important questions about how ecologists and evolutionary biologists should interpret published results, and how they should conduct analyses in the future