Inference of kinetic Ising model on sparse graphs

DOI10.1007/S10955-012-0547-1MaRDI QIDQ453766zbMATH OpenOpenAlexFDO

Authors Pan Zhang

Publication date 27 September 2012

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1207.5405

zbMATH Keywords

Bethe approximationdynamical cavity methodinverse Ising model

Mathematics Subject Classification ID

Dynamic lattice systems (kinetic Ising, etc.) and systems on graphs in time-dependent statistical mechanics (82C20) Exactly solvable dynamic models in time-dependent statistical mechanics (82C23)

Abstract: Based on dynamical cavity method, we propose an approach to the inference of kinetic Ising model, which asks to reconstruct couplings and external fields from given time-dependent output of original system. Our approach gives an exact result on tree graphs and a good approximation on sparse graphs, it can be seen as an extension of Belief Propagation inference of static Ising model to kinetic Ising model. While existing mean field methods to the kinetic Ising inference e.g., na" ive mean-field, TAP equation and simply mean-field, use approximations which calculate magnetizations and correlations at time $t$ from statistics of data at time $t-1$, dynamical cavity method can use statistics of data at times earlier than $t-1$ to capture more correlations at different time steps. Extensive numerical experiments show that our inference method is superior to existing mean-field approaches on diluted networks.

Recommendations

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Cites work

• Parallel dynamics of disordered Ising spin systems on finitely connected random graphs

Cited in

(17)

• Efficient inference in the transverse field Ising model
• Inference in Ising models
• The matrix product approximation for the dynamic cavity method
• Three lemmas on dynamic cavity method
• Belief propagation and replicas for inference and learning in a kinetic Ising model with hidden spins
• Generalized mean field approximation for parallel dynamics of the Ising model
• On the equivalence between the kinetic Ising model and discrete autoregressive processes
• Inference for interacting linear waves in ordered and random media
• Learning of couplings for random asymmetric kinetic Ising models revisited: random correlation matrices and learning curves
• Dynamics of sparse Boolean networks with multi-node and self-interactions
• The appropriateness of ignorance in the inverse kinetic Ising model
• Dynamics of asymmetric kinetic Ising systems revisited
• Convergence of the graph Allen-Cahn scheme
• Inferring hidden states in a random kinetic Ising model: replica analysis
• Variational perturbation and extended Plefka approaches to dynamics on random networks: the case of the kinetic Ising model
• Data based identification and prediction of nonlinear and complex dynamical systems
• Uncovering the non-equilibrium stationary properties in sparse Boolean networks

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