Point estimates, Simpson's paradox and nonergodicity in biological sciences
Madhur Mangalam, Damian G. Kelty-Stephen

TL;DR
This paper discusses the violation of ergodic assumptions in biomedical, behavioral, and psychological research, highlighting the importance of measuring non-ergodicity to improve scientific understanding of complex biological and psychological processes.
Contribution
It advocates for using statistical measures that encode non-ergodicity, promoting a paradigm shift in studying nonstationary biological and psychological phenomena.
Findings
Violations of ergodicity are widespread in biomedical and psychological data.
Current assumptions may lead to systematic errors in cause-effect inference.
Proposes statistical measures to quantify non-ergodicity in research data.
Abstract
Modern biomedical, behavioral and psychological inference about cause-effect relationships respects an ergodic assumption, that is, that mean response of representative samples allow predictions about individual members of those samples. Recent empirical evidence in all of the same fields indicates systematic violations of the ergodic assumption. Indeed, violation of ergodicity in biomedical, behavioral and psychological causes is precisely the inspiration behind our research inquiry. Here, we review the long term costs to scientific progress in these domains and a practical way forward. Specifically, we advocate the use of statistical measures that can themselves encode the degree and type of non-ergodicity in measurements. Taking such steps will lead to a paradigm shift, allowing researchers to investigate the nonstationary, far-from-equilibrium processes that characterize the…
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