Institut de Physique Théorique
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Mercredi 22 novembre 2017
Publication : t17/144
Improved Pseudolikelihood Regularization and Decimation methods on Non-linearly Interacting Systems with Continuous VariablesMarruzzo A.
(CEA, IPhT (Institut de Physique Théorique), F-91191 Gif-sur-Yvette, France
Abstract: Année de publication
We propose and test improvements to state-of-the-art techniques of Bayesian statistical inference based on pseudolikelihood maximization with ℓ 1 regularization and with decimation. In particular, we present a method to determine the best value of the regularizer parameter starting from a hypothesis testing technique. Concerning the decimation, we also analyze the worst case scenario's in which there is no sharp peak in the tilded-pseudolikelihood function, firstly defined as a criterion to stop the decimation. Techniques are applied to noisy systems with non-linear dynamics, mapped onto multi-variable interacting Hamiltonian effective models for waves and phasors. Results are analyzed varying the number of available samples and the externally tunable temperature-like parameter mimicking real data noise. Eventually the behavior of inference procedures described are tested against a wrong hypothesis: non-linearly generated data are analyzed with a pairwise interacting hypothesis. Our analysis shows that, looking at the behavior of the inverse graphical problem as data size increases, the methods exposed allow to rule out a wrong hypothesis.
: arXiv:1708.00787 Langue
: Anglais Fichier(s) à télécharger :