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题名: Inference of the sparse kinetic Ising model using the decimation method
作者: Decelle, A;  Zhang, P
刊名: PHYSICAL REVIEW E
出版日期: 2015
卷号: 91, 期号:5, 页码:52136
学科分类: Physics
DOI: http://dx.doi.org/10.1103/PhysRevE.91.052136
通讯作者: Decelle, A (reprint author), Univ Roma La Sapienza, Dipartimento Fis, Piazzale Aldo Moro 5, I-00185 Rome, Italy.
文章类型: Article
英文摘要: In this paper we study the inference of the kinetic Ising model on sparse graphs by the decimation method. The decimation method, which was first proposed in Decelle and Ricci-Tersenghi [Phys. Rev. Lett. 112, 070603 (2014)] for the static inverse Ising problem, tries to recover the topology of the inferred system by setting the weakest couplings to zero iteratively. During the decimation process the likelihood function ismaximized over the remaining couplings. Unlike the l(1)-optimization-based methods, the decimation method does not use the Laplace distribution as a heuristic choice of prior to select a sparse solution. In our case, the whole process can be done automatically without fixing any parameters by hand. We show that in the dynamical inference problem, where the task is to reconstruct the couplings of an Ising model given the data, the decimation process can be applied naturally into a maximum-likelihood optimization algorithm, as opposed to the static case where pseudolikelihood method needs to be adopted. We also use extensive numerical studies to validate the accuracy of our methods in dynamical inference problems. Our results illustrate that, on various topologies and with different distribution of couplings, the decimation method outperforms the widely used l(1)-optimization-based methods.
类目[WOS]: Physics, Fluids & Plasmas ;  Physics, Mathematical
收录类别: SCI
项目资助者: AFOSR [FA9550-12-1-0432] ;  DARPA [FA9550-12-1-0432] ;  FIRB Project [RBFR086NN1]
语种: 英语
Citation statistics: 
内容类型: 期刊论文
URI标识: http://ir.itp.ac.cn/handle/311006/20995
Appears in Collections:理论物理所2015年知识产出_期刊论文

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Recommended Citation:
Decelle, A,Zhang, P. Inference of the sparse kinetic Ising model using the decimation method[J]. PHYSICAL REVIEW E,2015,91(5):52136.
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