Three lemmas on dynamic cavity method

DOI10.1088/0253-6102/56/1/27MaRDI QIDQ2913314zbMATH OpenOpenAlexWikidataFDO

Authors Hamed Mahmoudi, Erik Aurell

Publication date 26 September 2012

Published in Communications in Theoretical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1104.0649

zbMATH Keywords

cavity methoddisordered systemskinetic Ising model

Mathematics Subject Classification ID

Dynamic lattice systems (kinetic Ising, etc.) and systems on graphs in time-dependent statistical mechanics (82C20) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Dynamics of disordered systems (random Ising systems, etc.) in time-dependent statistical mechanics (82C44)

Abstract: We study the dynamic cavity method for dilute kinetic Ising models with synchronous update rules. For the parallel update rule we find for fully asymmetric models that the dynamic cavity equations reduce to a Markovian dynamics of the (time-dependent) marginal probabilities. For the random sequential update rule, also an instantiation of a synchronous update rule, we find on the other hand that the dynamic cavity equations do not reduce to a Markovian dynamics, unless an additional assumption of time factorization is introduced. For symmetric models we show that a fixed point of ordinary Belief propagation is also a fixed point of the dynamic cavity equations in the time factorized approximation. For clarity, the conclusions of the paper are formulated as three lemmas.

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Cited in

(7)

• Belief propagation and replicas for inference and learning in a kinetic Ising model with hidden spins
• Variational approximations for stochastic dynamics on graphs
• Inference of kinetic Ising model on sparse graphs
• The matrix product approximation for the dynamic cavity method
• The cavity master equation: average and fixed point of the ferromagnetic model in random graphs
• Spectral theory of sparse non-Hermitian random matrices
• A closure for the master equation starting from the dynamic cavity method

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