Matteo Marsili

Permanent Scientific Staff
Senior Research Scientist
Matteo Marsili
Quantitative Life Sciences
+39 040 2240 461
marsili@ictp.it
+39 040 2240 461
marsili@ictp.it
SISSA-210
0000-0001-9437-6989

Matteo Marsili

Matteo Marsili is a theoretical physicist with research interests ranging from non-equilibrium statistical physics and critical phenomena to quantitative economics and finance, high dimensional (featureless) statistical inference and learning, systems biology and neuroscience.

Matteo Marsili gained his PhD from SISSA, Trieste in 1994. After postdoctoral positions in Manchester University, Fribourg University (CH) and SISSA, he first joined INFM as a researcher and later the Abdus Salam ICTP, firts in the CMSP Section and later in the Quantitative Life Sciences Section.
He is interested in understanding how collective behaviour results from the interaction of simple units, be them particles in physics, neurons in a brain tissue or traders in financial markets. He exploits techniques that have been developed in statistical physics to unveil the “un-intended consequences” of interdependencies in other domains of life sciences.

Publications

Journal article
2022
A random energy approach to deep learning
Journal of Statistical Mechanics: Theory and Experiment (2022)
Xie, R. | Marsili, M.
Journal article
2022
Quantifying relevance in learning and inference
Physics Reports (2022)
Marsili, M. | Roudi, Y.
Journal article
2021
Information thermodynamics of financial markets: The Glosten-Milgrom model
Journal of Statistical Mechanics: Theory and Experiment (2021)
Touzo, L. | Marsili, M. | Zagier, D.
Journal article
2021
Maximal relevance and optimal learning machines
Journal of Statistical Mechanics: Theory and Experiment (2021)
Duranthon, O. | Marsili, M. | Xie, R.
Journal article
2021
Optimal work extraction and mutual information in a generalized Szilárd engine
Physical Review E (2021)
Song, J. | Still, S. | Díaz Hernández Rojas, R. | Pérez Castillo, I. | Marsili, M.
Journal article
2021
The rise and fall of hubs in self-organized critical learning networks
Journal of Statistical Mechanics: Theory and Experiment (2021)
Roy, A. | Di Santo, S. | Marsili, M.
Journal article
2020
On the importance of being critical
Europhysics News (2020)
Marsili, M.
Journal article
2020
Unsupervised ranking of clustering algorithms by INFOMAX
PLoS ONE (2020)
Sikdar, S. | Mukherjee, A. | Marsili, M.
Journal article
2020
Multiscale relevance and informative encoding in neuronal spike trains
Journal of Computational Neuroscience (2020)
Cubero, R.J. | Marsili, M. | Roudi, Y.
Journal article
2020
On the effectiveness of the scientific peer-review system: a case study of the Journal of High Energy Physics
International Journal on Digital Libraries (2020)
Sikdar, S. | Tehria, P. | Marsili, M. | Ganguly, N. | Mukherjee, A.
Journal article
2020
Optimal work extraction and the minimum description length principle
Journal of Statistical Mechanics: Theory and Experiment (2020)
Touzo, L. | Marsili, M. | Merhav, N. | Roldán, É.
Journal article
2019
Statistical criticality arises in most informative representations
Journal of Statistical Mechanics: Theory and Experiment (2019)
Cubero, R.J. | Jo, J. | Marsili, M. | Roudi, Y. | Song, J.
Journal article
2019
The peculiar statistical mechanics of optimal learning machines
Journal of Statistical Mechanics: Theory and Experiment (2019)
Marsili, M.
Journal article
2019
Common Regulatory Pathways Mediate Activity of MicroRNAs Inducing Cardiomyocyte Proliferation
Cell Reports (2019)
Torrini, C. | Cubero, R.J. | Dirkx, E. | Braga, L. | Ali, H. | Prosdocimo, G. | Gutierrez, M.I. | Collesi, C. | Licastro, D. | Zentilin, L. | Mano, M. | Zacchigna, S. | Vendruscolo, M. | Marsili, M. | Samal, A. | Giacca, M.
Journal article
2019
Lost in diversification,Diversification infidèle
Comptes Rendus Physique (2019)
Bardoscia, M. | d'Arienzo, D. | Marsili, M. | Volpati, V.
Journal article
2019
On the complexity of logistic regression models
Neural Computation (2019)
Bulso, N. | Marsili, M. | Roudi, Y.
Journal article
2018
Resolution and relevance trade-offs in deep learning
Journal of Statistical Mechanics: Theory and Experiment (2018)
Song, J. | Marsili, M. | Jo, J.
Journal article
2018
Minimum Description Length codes are critical
Entropy (2018)
Cubero, R.J. | Marsili, M. | Roudi, Y.
Journal article
2018
The stochastic complexity of spin models: Are pairwise models really simple?
Entropy (2018)
Beretta, A. | Battistin, C. | de Mulatier, C. | Mastromatteo, I. | Marsili, M.
Journal article
2017
On Maximum Entropy and Inference
Entropy (2017)
Matteo Marsili
Journal article
2017
Improving randomness characterization through Bayesian model selection
Scientific Reports (2017)
Rojas, R.D.H. | Solís, A. | Martínez, A.M.A. | U'Ren, A.B. | Hirsch, J.G. | Marsili, M. | Castillo, I.P.
Journal article
2017
Statistical mechanics of complex economies
Journal of Statistical Mechanics: Theory and Experiment (2017)
Bardoscia, M. | Livan, G. | Marsili, M.
Journal article
2017
Translating ceRNA Susceptibilities into Correlation Functions
Biophysical Journal (2017)
Martirosyan, A. | Marsili, M. | De Martino, A.
Journal article
2016
When does inequality freeze an economy?
Journal of Statistical Mechanics: Theory and Experiment (2016)
Jerico, J.P. | Landes, F.P. | Marsili, M. | Pérez Castillo, I. | Volpati, V.
Journal article
2016
Identifying relevant positions in proteins by Critical Variable Selection
Molecular BioSystems (2016)
Grigolon, S. | Franz, S. | Marsili, M.
Journal article
2016
Liquidity risk and instabilities in portfolio optimization
International Journal of Theoretical and Applied Finance (2016)
Caccioli, F. | Kondor, I. | Marsili, M. | Still, S.
Journal article
2016
Sparse model selection in the highly under-sampled regime
Journal of Statistical Mechanics: Theory and Experiment (2016)
Bulso, N. | Marsili, M. | Roudi, Y.
Journal article
2016
Towards a statistical mechanics of economies
European Physical Journal: Special Topics (2016)
Jericó, J.P. | Marsili, M.
Journal article
2016
Trade-Offs in Delayed Information Transmission in Biochemical Networks
Journal of Statistical Physics (2016)
Mancini, F. | Marsili, M. | Walczak, A.M.
Journal article
2015
Criticality of mostly informative samples: A Bayesian model selection approach
Journal of Statistical Mechanics: Theory and Experiment (2015)
Haimovici, A. | Marsili, M.

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Embedded thumbnail for Beyond pairwise models in statistical inference
Beyond pairwise models in statistical inference

Lecture given at Summer school on mathematical methods in computational neuroscience of Kavli Institute for Systems Neuroscience

Embedded thumbnail for Statistical learning and inference
Statistical learning and inference

Lecture given at Summer school on mathematical methods in computational neuroscience of Kavli Institute for Systems Neuroscience

Theory of Optimal Learning Machines

Kolokviji na Institutu "Jožef Stefan". Available at this link.

Embedded thumbnail for Typical properties of efficient representations of high dimensional data
Typical properties of efficient representations of high dimensional data

Institut des Hautes Études Scientifiques (IHÉS).

On Sampling and Modeling Complex Systems

Talk given at 5th International Conference on Information Technologies and Information Society (ITIS), Dolenjske Toplice 2013 available at this link.

Spiraling Toward Complete Markets and Financial Instability

Talk given at International Workshop on Coping with Crises in Complex Socio-Economic Systems (ETH Zurich, July 2009). Available at this link.