Uncertainty quantification for Markov random fields
From MaRDI portal
Publication:5158928
Abstract: We present an information-based uncertainty quantification method for general Markov Random Fields. Markov Random Fields (MRF) are structured, probabilistic graphical models over undirected graphs, and provide a fundamental unifying modeling tool for statistical mechanics, probabilistic machine learning, and artificial intelligence. Typically MRFs are complex and high-dimensional with nodes and edges (connections) built in a modular fashion from simpler, low-dimensional probabilistic models and their local connections; in turn, this modularity allows to incorporate available data to MRFs and efficiently simulate them by leveraging their graph-theoretic structure. Learning graphical models from data and/or constructing them from physical modeling and constraints necessarily involves uncertainties inherited from data, modeling choices, or numerical approximations. These uncertainties in the MRF can be manifested either in the graph structure or the probability distribution functions, and necessarily will propagate in predictions for quantities of interest. Here we quantify such uncertainties using tight, information based bounds on the predictions of quantities of interest; these bounds take advantage of the graphical structure of MRFs and are capable of handling the inherent high-dimensionality of such graphical models. We demonstrate our methods in MRFs for medical diagnostics and statistical mechanics models. In the latter, we develop uncertainty quantification bounds for finite size effects and phase diagrams, which constitute two of the typical predictions goals of statistical mechanics modeling.
Recommendations
Cites work
- scientific article; zbMATH DE number 5818610 (Why is no real title available?)
- scientific article; zbMATH DE number 1190411 (Why is no real title available?)
- scientific article; zbMATH DE number 1236226 (Why is no real title available?)
- scientific article; zbMATH DE number 1327733 (Why is no real title available?)
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
- scientific article; zbMATH DE number 1153603 (Why is no real title available?)
- scientific article; zbMATH DE number 877216 (Why is no real title available?)
- A review of linear response theory for general differentiable dynamical systems
- Causality and Bayesian network PDEs for multiscale representations of porous media
- Computation of failure probability subject to epistemic uncertainty
- Deep learning
- Discontinuity of the magnetization in one-dimensional \(1/| x-y| ^ 2\) Ising and Potts models.
- Distinguishing and integrating aleatoric and epistemic variation in uncertainty quantification
- Existence of a phase-transition in a one-dimensional Ising ferromagnet
- From equilibrium to nonequilibrium statistical mechanics. phase transitions and the Fourier law
- GINNs: graph-informed neural networks for multiscale physics
- Global sensitivity analysis: The primer
- Graphical models, exponential families, and variational inference
- How Biased Is Your Model? Concentration Inequalities, Information and Model Bias
- Introduction to nonparametric estimation
- Machine learning. A probabilistic perspective
- Markov logic. An interface layer for artificial intelligence. With contributions by Jesse Davis, Tuyen Huynh, Stanley Kok, Lilyana Mihalkova, Raymond J. Mooney, Aniruddh Nath, Hoifung Poon, Matthew Richardson, Parag Singla, Marc Sumner, and Jue Wang
- Modeling and Reasoning with Bayesian Networks
- Mutual information for explainable deep learning of multiscale systems
- Noise propagation in hybrid models of nonlinear systems: the Ginzburg-Landau equation
- Path-space information bounds for uncertainty quantification and sensitivity analysis of stochastic dynamics
- Probabilistic graphical models.
- Probability on graphs. Random processes on graphs and lattices.
- Robust bounds on risk-sensitive functionals via Rényi divergence
- Robust risk measurement and model risk
- Scalable information inequalities for uncertainty quantification
- Scaling limits in statistical mechanics and microstructures in continuum mechanics
- Sensitivity analysis for rare events based on Rényi divergence
- Statistical mechanics of disordered systems. A mathematical perspective.
- Statistical mechanics of lattice systems. A concrete mathematical introduction
- Statistical mechanics: theory and molecular simulation.
- Study of a long range perturbation of a one-dimensional Kac model
- The elements of statistical learning. Data mining, inference, and prediction
- The low-temperature phase of Kac-Ising models
- The phase transition in the one-dimensional Ising model with \(1/r^2\) interaction energy
- Uncertainty quantification for Markov processes via variational principles and functional inequalities
- Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach
Cited in
(3)
This page was built for publication: Uncertainty quantification for Markov random fields
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5158928)
