Inference in kinetic Ising models: mean-field and Bayes estimators

author: Ludovica Bachschmid-Romano, Department of Computer Science, TU Berlin
published: March 7, 2016,   recorded: December 2015,   views: 62


Related content

Report a problem or upload files

If you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
Lecture popularity: You need to login to cast your vote.
  Delicious Bibliography


We consider the problem of statistical inference in a non-equilibrium Ising model with parallel updates, paradigmatic for the study of network reconstruction from dynamical data and reverse engineering of complex biological systems, e.g., gene regulation or neural networks. Exact inference of the couplings between the sites is not tractable for large networks, but algorithms which are based on statistical physics approximations have recently been discussed. First, we investigate the system dynamics in a mean-field framework and show that using an extension of the Plefka expansion one gains significant improvement in predicting local system properties compared to other mean field techniques. Second, we discuss the applicability of mean-field approaches as inference tools for dynamical data, studying and comparing the theoretical performance of two algorithms aimed at computing, respectively, the mean field and the Bayes estimators for the couplings.

Link this page

Would you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !

Write your own review or comment:

make sure you have javascript enabled or clear this field: