English

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

Data Analysis, Statistics and Probability 2018-07-18 v4 Disordered Systems and Neural Networks Statistical Mechanics

Abstract

We propose and test improvements to state-of-the-art techniques of Bayeasian statistical inference based on pseudolikelihood maximization with 1\ell_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 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.

Keywords

Cite

@article{arxiv.1708.00787,
  title  = {Improved Pseudolikelihood Regularization and Decimation methods on Non-linearly Interacting Systems with Continuous Variables},
  author = {Alessia Marruzzo and Payal Tyagi and Fabrizio Antenucci and Andrea Pagnani and Luca Leuzzi},
  journal= {arXiv preprint arXiv:1708.00787},
  year   = {2018}
}

Comments

37 pages, 24 figures

R2 v1 2026-06-22T21:04:48.388Z