Inference of the sparse kinetic Ising model using the decimation method

CORC > 理论物理研究所 > 中国科学院理论物理研究所 > 理论物理所科研产出 > 理论物理所1978-2010年知识产出

	Inference of the sparse kinetic Ising model using the decimation method
	Decelle, A; Zhang, P
刊名	PHYSICAL REVIEW E
	2015
卷号	91 期号:5 页码:52136
通讯作者	Decelle, A (reprint author), Univ Roma La Sapienza, Dipartimento Fis, Piazzale Aldo Moro 5, I-00185 Rome, Italy.
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 Decelle and Ricci-Tersenghi [Phys. Rev. Lett. 112, 070603 (2014)] 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 ismaximized over the remaining couplings. Unlike the l(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 pseudolikelihood 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 l(1)-optimization-based methods.
学科主题	Physics
类目[WOS]	Physics, Fluids & Plasmas ; Physics, Mathematical
收录类别	SCI
语种	英语
内容类型	期刊论文
源URL	[http://ir.itp.ac.cn/handle/311006/20995]
专题	理论物理研究所_理论物理所1978-2010年知识产出
推荐引用方式 GB/T 7714	Decelle, A,Zhang, P. Inference of the sparse kinetic Ising model using the decimation method[J]. PHYSICAL REVIEW E,2015,91(5):52136.
APA	Decelle, A,&Zhang, P.(2015).Inference of the sparse kinetic Ising model using the decimation method.PHYSICAL REVIEW E,91(5),52136.
MLA	Decelle, A,et al."Inference of the sparse kinetic Ising model using the decimation method".PHYSICAL REVIEW E 91.5(2015):52136.