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arXiv 1407.0749cs.LGstat.ML
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快速混合Ising模型参数的投影

Projecting Ising Model Parameters for Fast Mixing

NICTA(澳大利亚国家信息与通信技术研究院);The Australian National University(澳大利亚国立大学);The University of New South Wales(新南威尔士大学)

Justin Domke, Xianghang Liu

摘要:

在一般伊辛模型的推理是困难的,由于高树宽使得基于树的算法棘手。此外,当相互作用很强时,吉布斯采样可能需要指数时间才能收敛到平稳分布。我们提出了一个算法,以项目伊辛模型参数到一个参数集,保证是快速混合,在几个分歧。我们发现,吉布斯抽样使用的投影参数是更准确的比与原始参数时,相互作用的强度是强大的,当有限的时间是可用于采样。

英文摘要:

Inference in general Ising models is difficult, due to high treewidth making tree-based algorithms intractable. Moreover, when interactions are strong, Gibbs sampling may take exponential time to converge to the stationary distribution. We present an algorithm to project Ising model parameters onto a parameter set that is guaranteed to be fast mixing, under several divergences. We find that Gibbs sampling using the projected parameters is more accurate than with the original parameters when interaction strengths are strong and when limited time is available for sampling.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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