SearcharxivSearch

arXiv · 1011.6216

Network inference using asynchronously updated kinetic Ising Model

Abstract

Network structures are reconstructed from dynamical data by respectively naive mean field (nMF) and Thouless-Anderson-Palmer (TAP) approximations. For TAP approximation, we use two methods to reconstruct the network: a) iteration method; b) casting the inference formula to a set of cubic equations and solving it directly. We investigate inference of the asymmetric Sherrington- Kirkpatrick (S-K) model using asynchronous update. The solutions of the sets cubic equation depend of temperature T in the S-K model, and a critical temperature Tc is found around 2.1. For T < Tc, the solutions of the cubic equation sets are composed of 1 real root and two conjugate complex roots while for T > Tc there are three real roots. The iteration method is convergent only if the cubic equations have three real solutions. The two methods give same results when the iteration method is convergent. Compared to nMF, TAP is somewhat better at low temperatures, but approaches the same performance as temperature increase. Both methods behave better for longer data length, but for improvement arises, TAP is well pronounced.

Explore related subjects

Keep this discovery

BibTeXRIS

Hong-Li Zeng, Erik Aurell, Mikko Alava, Hamed Mahmoudi. 2010-11-29. Network inference using asynchronously updated kinetic Ising Model. https://doi.org/10.1103/physreve.83.041135

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Estimating Hierarchically Rank Structured Covariance Matrices

We consider the problem of estimating a high-dimensional covariance matrix from a very limited number of samples. This problem is ubiquitous in computational fluid dynamics, where a small number of fluid snapshots must be used to construct a Gramian matrix determining a reduced-order model, as well as in computational geoscience, where a small ensemble of Earth system forecasts must be used to estimate the covariance matrix associated with the forecast uncertainty. It is common practice to regularize the small-sample covariance by imposing a "localization" structure that enforces a physically realistic correlation length scale, imposing a sparsity constraint, "shrinking" towards a prescribed target, or attenuating small correlations. We propose an alternate technique that regularizes the small-sample covariance by imposing hierarchical rank structure. Compared to regularization methods that assume sparsity such as spatial localization, hierarchical rank structure accommodates a wider range of covariance matrices, roughly corresponding to situations where long-range correlations vary more smoothly than short-range ones. It also results in a data-sparse matrix format that permits highly efficient matrix-vector products. We present theory and algorithms which show how to efficiently estimate a high-dimensional, hierarchically rank structured covariance matrix from limited samples. Through an error analysis and numerical experiments with a variety of model problems, we demonstrate that these techniques are effective at reducing sampling errors, and that in many cases they achieve smaller estimation error than conventional techniques.

stat.CO

Optimal Slice-Adaptive Tuning of Hybrid Slice Sampling

Slice sampling is a Markov chain Monte Carlo algorithm that draws its next state uniformly from a "slice"---a super-level set of the target density function---at each iteration, thereby providing automatic local adaptivity to the scale of the target. In practice the exact slice is not known, so general-purpose implementations use an approximate slice that is grown from a starting interval of length $w>0$, with a computational cost that depends on $w$. This work presents an analysis of the average per-iteration number of target density evaluations, as a function of $w$, of hybrid slice sampling with various slice-finding schemes for targets with contiguous slices. The paper uses the results of the analysis to develop automated, slice-adaptive tuning schemes along with suboptimality bounds and asymptotic convergence guarantees. Simulations demonstrate that the tuning schemes reliably yield near-optimal slice-adaptive tuning with essentially no dependence on the initial setting of $w$.

stat.CO