Inferring hidden states in a random kinetic Ising model: replica analysis

DOI10.1088/1742-5468/2014/06/P06013MaRDI QIDQ3301976zbMATH OpenFDO

Authors L. Bachschmid-Romano, Manfred Opper

Publication date 11 August 2020

Published in Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1405.4164

Mathematics Subject Classification ID

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

Abstract: We consider the problem of predicting the spin states in a kinetic Ising model when spin trajectories are observed for only a finite fraction of sites. In a Bayesian setting, where the probabilistic model of the spin dynamics is assumed to be known, the optimal prediction can be computed from the conditional (posterior) distribution of unobserved spins given the observed ones. Using the replica method, we compute the error of the Bayes optimal predictor for parallel discrete time dynamics in a fully connected spin system with non symmetric random couplings. The results, exact in the thermodynamic limit, agree very well with simulations of finite spin systems.

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Cites work

• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
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Cited in

(7)

• Belief propagation and replicas for inference and learning in a kinetic Ising model with hidden spins
• On the equivalence between the kinetic Ising model and discrete autoregressive processes
• Learning of couplings for random asymmetric kinetic Ising models revisited: random correlation matrices and learning curves
• Critical scaling in hidden state inference for linear Langevin dynamics
• Inference for dynamics of continuous variables: the extended Plefka expansion with hidden nodes
• Inference of kinetic Ising model on sparse graphs
• The appropriateness of ignorance in the inverse kinetic Ising model

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