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Physics > Data Analysis, Statistics and Probability

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[Submitted on 2 Aug 2017 (v1), last revised 23 May 2018 (this version, v4)]

Title:Improved Pseudolikelihood Regularization and Decimation methods on Non-linearly Interacting Systems with Continuous Variables

Authors:Alessia Marruzzo, Payal Tyagi, Fabrizio Antenucci, Andrea Pagnani, Luca Leuzzi
Download a PDF of the paper titled Improved Pseudolikelihood Regularization and Decimation methods on Non-linearly Interacting Systems with Continuous Variables, by Alessia Marruzzo and 3 other authors
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Abstract:We propose and test improvements to state-of-the-art techniques of Bayeasian statistical inference based on pseudolikelihood maximization with ℓ1 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 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 mimicing 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.
Comments: 37 pages, 24 figures
Subjects: Data Analysis, Statistics and Probability (physics.data-an); Disordered Systems and Neural Networks (cond-mat.dis-nn); Statistical Mechanics (cond-mat.stat-mech)
Cite as: arXiv:1708.00787 [physics.data-an]
  (or arXiv:1708.00787v4 [physics.data-an] for this version)
  https://doi.org/10.48550/arXiv.1708.00787
arXiv-issued DOI via DataCite
Journal reference: SciPost Phys. 5, 002 (2018)
Related DOI: https://doi.org/10.21468/SciPostPhys.5.1.002
DOI(s) linking to related resources

Submission history

From: Luca Leuzzi [view email]
[v1] Wed, 2 Aug 2017 15:05:27 UTC (2,440 KB)
[v2] Wed, 9 Aug 2017 17:22:37 UTC (2,440 KB)
[v3] Mon, 5 Mar 2018 14:59:47 UTC (2,324 KB)
[v4] Wed, 23 May 2018 09:33:48 UTC (2,315 KB)
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