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Statistics > Methodology

Title: Bayesian Inverse Ising Problem with Three-body Interactions

Abstract: In this paper, we solve the inverse Ising problem with three-body interaction. Using the mean-field approximation, we find a tractable expansion of the normalizing constant. This facilitates estimation, which is known to be quite challenging for the Ising model. We then develop a novel hybrid MCMC algorithm that integrates Adaptive Metropolis Hastings (AMH), Hamiltonian Monte Carlo (HMC), and the Manifold-Adjusted Langevin Algorithm (MALA), which converges quickly and mixes well. We demonstrate the robustness of our algorithm using data simulated with a structure under which parameter estimation is known to be challenging, such as in the presence of a phase transition and at the critical point of the system.
Subjects: Methodology (stat.ME); Statistical Mechanics (cond-mat.stat-mech)
Cite as: arXiv:2404.05671 [stat.ME]
  (or arXiv:2404.05671v1 [stat.ME] for this version)

Submission history

From: Godwin Osabutey [view email]
[v1] Mon, 8 Apr 2024 16:54:41 GMT (1060kb,D)

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