Related papers: Resummed mean-field inference for strongly coupled…
Variational inference (VI) has emerged as a popular method for approximate inference for high-dimensional Bayesian models. In this paper, we propose a novel VI method that extends the naive mean field via entropic regularization, referred…
We develop a method to infer log-normal random fields from measurement data affected by Gaussian noise. The log-normal model is well suited to describe strictly positive signals with fluctuations whose amplitude varies over several orders…
We consider the problem of solving TAP mean field equations by iteration for Ising model with coupling matrices that are drawn at random from general invariant ensembles. We develop an analysis of iterative algorithms using a dynamical…
We present a {\sl non--perturbative} method, called {\sl Parametric Perturbation Theory} (PPT), which is alternative to the ordinary perturbation theory. The method relies on a principle of simplicity for the observable solutions, which are…
Machine learning algorithms relying on deep neural networks recently allowed a great leap forward in artificial intelligence. Despite the popularity of their applications, the efficiency of these algorithms remains largely unexplained from…
Non-equilibrium systems lack an explicit characterisation of their steady state like the Boltzmann distribution for equilibrium systems. This has drastic consequences for the inference of parameters of a model when its dynamics lacks…
Mean-field limits have been used now as a standard tool in approximations, including for networks with a large number of nodes. Statistical inference on mean-filed models has attracted more attention recently mainly due to the rapid…
Within the massive field theoretical renormalization group approach the expressions for the beta- and gamma-functions of the anisotropic mn-vector model are obtained for general space dimension d in three-loop approximation. Resumming…
We develop inference procedures robust to general forms of weak dependence. The procedures utilize test statistics constructed by resampling in a manner that does not depend on the unknown correlation structure of the data. We prove that…
In PRL 115, 143001 (2015), H. Mera et al. developed a new simple but precise Hypergeometric Resummation technique. In this work, we suggest to obtain half of the parameters of the Hypergeometric function from the strong coupling expansion…
We find the cross-over behavior for the spin-spin correlation function for the 2D Ising and 3-states Potts model with random bonds at the critical point. The procedure employed is the renormalisation approach of the perturbation series…
The aim of this paper is to provide a resampling technique that allows us to make inference on superpopulation parameters in finite population setting. Under complex sampling designs, it is often difficult to obtain explicit results about…
We propose a new method for estimating the intrinsic dimension of a dataset by applying the principle of regularized maximum likelihood to the distances between close neighbors. We propose a regularization scheme which is motivated by…
Although several impurity solvers in the dynamical mean field theory (DMFT) have been proposed, especially in multi-band systems, there are practical difficulties arising from a trade-off between numerical costs and reliability. In this…
In this paper, we propose a regularized mixture probabilistic model to cluster matrix data and apply it to brain signals. The approach is able to capture the sparsity (low rank, small/zero values) of the original signals by introducing…
Using methods of statistical physics, we analyse the error of learning couplings in large Ising models from independent data (the inverse Ising problem). We concentrate on learning based on local cost functions, such as the…
It has long been established that, if a panel dataset suffers from attrition, auxiliary (refreshment) sampling restores full identification under additional assumptions that still allow for nontrivial attrition mechanisms. Such…
The interpolation techniques have become, in the past decades, a powerful approach to lighten several properties of spin glasses within a simple mathematical framework. Intrinsically, for their construction, these schemes were naturally…
This paper introduces a generalization of the empirical interpolation method (EIM) and the reduced basis method (RBM) in order to allow their combination with data mining and data assimilation. The purpose is to be able to derive sound…
Predictive mean matching imputation is popular for handling item nonresponse in survey sampling. In this article, we study the asymptotic properties of the predictive mean matching estimator of the population mean. For variance estimation,…