Data quality for the inverse lsing problem

DOI10.1088/1751-8113/49/38/384001MaRDI QIDQ2826707zbMATH OpenOpenAlexFDO

Authors Aurélien Decelle, Federico Ricci-Tersenghi, Pan Zhang

Publication date 18 October 2016

Published in Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1511.01190

zbMATH Keywords

big dataeffective rankinverse Ising problemparallel dynamicsstatistical inference

Mathematics Subject Classification ID

Dynamic lattice systems (kinetic Ising, etc.) and systems on graphs in time-dependent statistical mechanics (82C20)

Abstract: There are many methods proposed for inferring parameters of the Ising model from given data, that is a set of configurations generated according to the model itself. However little attention has been paid until now to the data, e.g. how the data is generated, whether the inference error using one set of data could be smaller than using another set of data, etc. In this paper we address the data quality problem in the kinetic inverse Ising problem. We quantify the quality of data using effective rank of the correlation matrix, and show that data gathered in a out of-equilibrium regime has a better quality than data gathered in equilibrium for coupling reconstruction. We also propose a matrix-perturbation based method for tuning the quality of given data and for removing bad-quality (i.e. redundant) configurations from data.

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