Power-law ansatz in complex systems: excessive loss of information

TL;DR

This paper investigates the statistical support for power-law relations in complex systems, demonstrating how interactions influence observed distributions and highlighting the importance of model selection using Akaike information criterion.

Contribution

It introduces a rigorous statistical approach to analyze power-law phenomena, revealing the effects of interactions and model complexity on data interpretation in complex systems.

Findings

Crumple sound obeys a power law with a material-dependent exponent.

Transition from two power-law terms to a single power law with increased compaction.

Akaike information criterion exposes excessive information loss in common scale-free models.

Abstract

The ubiquity of power-law relations in empirical data displays physicists' love of simple laws and uncovering common causes among seemingly unrelated phenomena. However, many reported power laws lack statistical support and mechanistic backings, not to mention discrepancies with real data are often explained away as corrections due to finite size or other variables. We propose a simple experiment and rigorous statistical procedures to look into these issues. Making use of the fact that the occurrence rate and pulse intensity of crumple sound obey power law with an exponent that varies with material, we simulate a complex system with two driving mechanisms by crumpling two different sheets together. The probability function of crumple sound is found to transit from two power-law terms to a {\it bona fide} power law as compaction increases. In addition to showing the vicinity of these two distributions in the phase space, this observation nicely demonstrates the effect of interactions to bring about a subtle change in macroscopic behavior and more information may be retrieved if the data are subject to sorting. Our analyses are based on the Akaike information criterion that is a direct measurement of information loss and emphasizes the need to strike a balance between model simplicity and goodness of fit. As a show of force, the Akaike information criterion also found the Gutenberg-Richter law for earthquakes and the scale-free model for brain functional network, 2-dimensional sand pile, and solar flare intensity to suffer excessive loss of information. They resemble more the crumpled-together ball at low compactions in that there appear to be two driving mechanisms that take turns occurring.