ITP OpenIR  > 理论物理所2015年知识产出
Inference of the sparse kinetic Ising model using the decimation method
Decelle, A; Zhang, P; Decelle, A (reprint author), Univ Roma La Sapienza, Dipartimento Fis, Piazzale Aldo Moro 5, I-00185 Rome, Italy.
2015
发表期刊PHYSICAL REVIEW E
卷号91期号:5页码:52136
文章类型Article
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.
学科领域Physics
资助者AFOSR [FA9550-12-1-0432] ; AFOSR [FA9550-12-1-0432] ; DARPA [FA9550-12-1-0432] ; DARPA [FA9550-12-1-0432] ; FIRB Project [RBFR086NN1] ; FIRB Project [RBFR086NN1] ; AFOSR [FA9550-12-1-0432] ; AFOSR [FA9550-12-1-0432] ; DARPA [FA9550-12-1-0432] ; DARPA [FA9550-12-1-0432] ; FIRB Project [RBFR086NN1] ; FIRB Project [RBFR086NN1]
DOIhttp://dx.doi.org/10.1103/PhysRevE.91.052136
收录类别SCI
语种英语
资助者AFOSR [FA9550-12-1-0432] ; AFOSR [FA9550-12-1-0432] ; DARPA [FA9550-12-1-0432] ; DARPA [FA9550-12-1-0432] ; FIRB Project [RBFR086NN1] ; FIRB Project [RBFR086NN1] ; AFOSR [FA9550-12-1-0432] ; AFOSR [FA9550-12-1-0432] ; DARPA [FA9550-12-1-0432] ; DARPA [FA9550-12-1-0432] ; FIRB Project [RBFR086NN1] ; FIRB Project [RBFR086NN1]
WOS类目Physics, Fluids & Plasmas ; Physics, Mathematical
引用统计
文献类型期刊论文
条目标识符http://ir.itp.ac.cn/handle/311006/20995
专题理论物理所2015年知识产出
通讯作者Decelle, A (reprint author), Univ Roma La Sapienza, Dipartimento Fis, Piazzale Aldo Moro 5, I-00185 Rome, Italy.
推荐引用方式
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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