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

DOI10.1088/1742-5468/2014/06/P06013zbMATH Open1456.82608arXiv1405.4164MaRDI QIDQ3301976FDOQ3301976

Manfred Opper, L. Bachschmid-Romano

Publication date: 11 August 2020

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

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.

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

Recommendations

• Belief propagation and replicas for inference and learning in a kinetic Ising model with hidden spins
• Inference of kinetic Ising model on sparse graphs
• The appropriateness of ignorance in the inverse kinetic Ising model
• Learning of couplings for random asymmetric kinetic Ising models revisited: random correlation matrices and learning curves
• A statistical physics approach to learning curves for the inverse Ising problem

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Statistical Physics of Spin Glasses and Information Processing
• The existence of persistent states in the brain
• Network inference with hidden units
• Statistical mechanics of learning
• Analytic study of the memory storage capacity of a neural network
• On the relaxation of infinite-range spin glasses

Cited In (5)

• Belief propagation and replicas for inference and learning in a kinetic Ising model with hidden spins
• 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
• The appropriateness of ignorance in the inverse kinetic Ising model

This page was built for publication: Inferring hidden states in a random kinetic Ising model: replica analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3301976)