Bibliography
Works on, behind, and adjacent to the mechanical view of Gaussian inference. Joshua Loftus collected many of them. His post revived the analogy.
The core
- Cotton, P. (2021). “The Analog Kalman Filter.” Geek Culture (Medium). The article this site is loosely based on: precision as mass, reduced-mass consolidation, and the Kalman filter as a limiting hierarchical model.
- Loftus, J. (2020). “Least Squares as Springs.” The regression half of the story, and the direct inspiration acknowledged in the article.
- Levi, M. (2009). The Mathematical Mechanic: Using Physical Reasoning to Solve Problems. Princeton University Press. A book-length case that mechanics proves theorems, springs-for-least-squares included.
- Wickham, H., Navarro, D., and Pedersen, T. L. ggplot2: Elegant Graphics for Data Analysis, “A case study: drawing springs”. Hadley Wickham's worked example of rendering springs as a ggplot2 geom. How to draw these diagrams properly in R.
Antecedents
- Pearson, K. (1901). “On Lines and Planes of Closest Fit to Systems of Points in Space.” Philosophical Magazine 2(11), 559–572. PCA, born as an orthogonal-fitting problem. The rod-on-collars of the PCA demo.
- Whittaker, E. T. (1923). “On a New Method of Graduation.” Proceedings of the Edinburgh Mathematical Society 41, 63–75. The penalised smoother behind the time-series smoother demo.
- Dwight, T. W. (1937). “The Fitting of Linear Regression Lines by the Method of Least Squares.” The Forestry Chronicle 13(4), 509–519. A forester fitting regressions with literal springs, ninety years ago.
- Kalman, R. E. (1960). “A New Approach to Linear Filtering and Prediction Problems.” Journal of Basic Engineering 82(1), 35–45.
- West, M., and Harrison, J. (1997). Bayesian Forecasting and Dynamic Models, 2nd ed. Springer. The dynamic linear model treatment in which precision coordinates are natural.
- Roll, R. (1984). “A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market.” Journal of Finance 39(4), 1127–1139. The negatively autocorrelated errors of the bid-ask bounce demo.
Energy and its relatives
- Székely, G. J., and Rizzo, M. L. (2017). “The Energy of Data.” Annual Review of Statistics and Its Application 4, 447–479. Statistics built from a potential-energy functional of distances.
- Sejdinovic, D., Sriperumbudur, B., Gretton, A., and Fukumizu, K. (2013). “Equivalence of Distance-Based and RKHS-Based Statistics in Hypothesis Testing.” Annals of Statistics 41(5). Energy distance and maximum mean discrepancy are the same thing.
- LeCun, Y. Energy-based models lecture, NYU Deep Learning course. The same energy = negative log-likelihood identification, driving modern machine learning.
- Grathwohl, W., et al. (2020). “Your Classifier is Secretly an Energy Based Model and You Should Treat it Like One.” ICLR 2020.
- Sohl-Dickstein, J., et al. (2015). “Deep Unsupervised Learning using Nonequilibrium Thermodynamics.” arXiv:1503.03585. Diffusion models: thermal jitter as a generative device. The dictionary's last row, industrialised.
Physical computation and visualisation
- Mount, J. (2019). “Lord Kelvin, Data Scientist.” Kelvin's tide-predicting machines: serious inference performed by pulleys and wire.
- Core77 (2016). “When Splines Were Physical Objects.” Draughtsmen's splines: bent wood held by weights, minimising bending energy. Smoothing before software.
- Simpson, G. (2016). “Soap Film Smoothers.” Two-dimensional smoothing as a physical minimal surface.
- Strang, G. (2008). MIT OCW 18.085, Computational Science and Engineering I, Lecture 1. Spring-mass chains and their stiffness matrices. The linear algebra under every demo here.
- Healy, K. Animation of least squares as springs (Cross Validated). · Goesh, T. Interactive Desmos spring regression. · Davis, J. 3D spline springs.
- Friendly, M. A bibliography of physics-inspired statistical models. The wider literature, collected.
Know another Gaussian–Hookean correspondence, or a reference that belongs here? Open an issue on the springtheory repo.