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Decelle, A; Zhang, P; Decelle, A (reprint author), Univ Roma La Sapienza, Dipartimento Fis, Piazzale Aldo Moro 5, I-00185 Rome, Italy.
Inference of the sparse kinetic Ising model using the decimation method
Source PublicationPHYSICAL REVIEW E
Language英语
AbstractIn 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.
2015
Volume91Issue:5Pages:52136
Subject AreaPhysics
DOIhttp://dx.doi.org/10.1103/PhysRevE.91.052136
Indexed BySCI
Funding OrganizationAFOSR [FA9550-12-1-0432] ; AFOSR [FA9550-12-1-0432] ; AFOSR [FA9550-12-1-0432] ; AFOSR [FA9550-12-1-0432] ; DARPA [FA9550-12-1-0432] ; DARPA [FA9550-12-1-0432] ; DARPA [FA9550-12-1-0432] ; DARPA [FA9550-12-1-0432] ; FIRB Project [RBFR086NN1] ; FIRB Project [RBFR086NN1] ; FIRB Project [RBFR086NN1] ; FIRB Project [RBFR086NN1]
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Document Type期刊论文
Identifierhttp://ir.itp.ac.cn/handle/311006/20995
Collection理论物理所科研产出_SCI论文
Corresponding AuthorDecelle, A (reprint author), Univ Roma La Sapienza, Dipartimento Fis, Piazzale Aldo Moro 5, I-00185 Rome, Italy.
Recommended Citation
GB/T 7714
Decelle, A,Zhang, P,Decelle, A . Inference of the sparse kinetic Ising model using the decimation method[J]. PHYSICAL REVIEW E,2015,91(5):52136.
APA Decelle, A,Zhang, P,&Decelle, A .(2015).Inference of the sparse kinetic Ising model using the decimation method.PHYSICAL REVIEW E,91(5),52136.
MLA Decelle, A,et al."Inference of the sparse kinetic Ising model using the decimation method".PHYSICAL REVIEW E 91.5(2015):52136.
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