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arXiv 1502.01660cond-mat.dis-nncond-mat.stat-mech
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稀疏动力学伊辛模型的抽取法推导

Inference of the sparse kinetic Ising model using the decimation method

Aurélien Decelle, Pan Zhang

摘要:

本文研究稀疏图上动力学伊辛模型的抽取推理问题。抽取的方法,这是第一次提出的[物理。112,070603]的静态逆伊辛问题,试图通过迭代地设置为零的最弱的耦合来恢复推断系统的拓扑结构。在抽取过程中,似然函数在剩余的耦合上被最大化。与基于$\ell_1$优化的方法不同,抽取方法不使用拉普拉斯分布作为选择稀疏解之前的启发式选择。在我们的例子中,整个过程可以自动完成,而无需手动固定任何参数。我们表明,在动态推理问题中,任务是在给定数据的情况下重建伊辛模型的耦合,抽取过程可以自然地应用到最大似然优化算法中,而不是静态情况需要采用伪似然方法。我们还使用广泛的数值研究,以验证我们的方法在动态推理问题的准确性。我们的结果表明,在各种拓扑结构和不同的耦合分布,抽取方法优于广泛使用的$\ell _1$优化的方法。

英文摘要:

In this paper we study the inference of the kinetic Ising model on sparse graphs by the decimation method. The decimation method, which was first proposed in [Phys. Rev. Lett. 112, 070603] for the static inverse Ising problem, tries to recover the topology of the inferred system by setting the weakest couplings to zero iteratively. During the decimation process the likelihood function is maximized over the remaining couplings. Unlike the $\ell_1$-optimization based methods, the decimation method does not use the Laplace distribution as a heuristic choice of prior to select a sparse solution. In our case, the whole process can be done automatically without fixing any parameters by hand. We show that in the dynamical inference problem, where the task is to reconstruct the couplings of an Ising model given the data, the decimation process can be applied naturally into a maximum-likelihood optimization algorithm, as opposed to the static case where pseudo-likelihood method needs to be adopted. We also use extensive numerical studies to validate the accuracy of our methods in dynamical inference problems. Our results illustrate that on various topologies and with different distribution of couplings, the decimation method outperforms the widely-used $\ell _1$-optimization based methods.

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