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Related papers: Joint estimation of parameters in Ising model

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We prove that for the Ising model defined on the plane $\Z^2$ at $\beta=\beta_c$, the average magnetization under an external magnetic field $h>0$ behaves exactly like \[{\sigma_0}_{\beta_c, h} \asymp h^{\frac 1 {15}}\,. \] The proof, which…

Probability · Mathematics 2013-06-18 Federico Camia , Christophe Garban , Charles M. Newman

While the Ising model belongs to the realm of equilibrium statistical mechanics, the voter model is an example of a nonequilibrium system. We examine an opinion formation model, which is a mixture of Ising and voter agents with…

Statistical Mechanics · Physics 2022-02-15 Adam Lipowski , Dorota Lipowska

We consider the estimation of parametric fractional time series models in which not only is the memory parameter unknown, but one may not know whether it lies in the stationary/invertible region or the nonstationary or noninvertible…

Statistics Theory · Mathematics 2012-03-14 Javier Hualde , Peter M. Robinson

In this paper, we study the annealed ferromagnetic Ising model on the configuration model. In an annealed system, we take the average on both sides of the ratio {defining the Boltzmann-Gibbs measure of the Ising model}. In the configuration…

Probability · Mathematics 2021-02-16 Van Hao Can , Cristian Giardinà , Claudio Giberti , Remco van der Hofstad

We study the dynamics of a class of two dimensional stochastic processes, depending on two parameters, which may be interpreted as two different temperatures, respectively associated to interfacial and to bulk noise. Special lines in the…

Statistical Mechanics · Physics 2009-10-31 J-M Drouffe , C Godreche

A statistical model is said to be un-normalised when its likelihood function involves an intractable normalising constant. Two popular methods for parameter inference for these models are MC-MLE (Monte Carlo maximum likelihood estimation),…

Statistics Theory · Mathematics 2018-02-01 Lionel Riou-Durand , Nicolas Chopin

A common challenge in estimating parameters of probability density functions is the intractability of the normalizing constant. While in such cases maximum likelihood estimation may be implemented using numerical integration, the approach…

Methodology · Statistics 2018-02-20 Shiqing Yu , Mathias Drton , Ali Shojaie

We present a Bayesian perspective on quantifying the uncertainty of graph signals estimated or reconstructed from imperfect observations. We show that many conventional methods of graph signal estimation, reconstruction and imputation, can…

Signal Processing · Electrical Eng. & Systems 2025-05-22 Lennard Rompelberg , Michael T. Schaub

We discuss the finite-size scaling of the ferromagnetic Ising model on random regular graphs. These graphs are locally tree-like, and in the limit of large graphs, the Bethe approximation gives the exact free energy per site. In the…

Statistical Mechanics · Physics 2022-03-09 Suman Kulkarni , Deepak Dhar

We consider the fundamental problem of learning the parameters of an undirected graphical model or Markov Random Field (MRF) in the setting where the edge weights are chosen at random. For Ising models, we show that a multiplicative-weight…

Machine Learning · Computer Science 2024-11-19 Gautam Chandrasekaran , Adam Klivans

We consider a binary sequence generated by thresholding a hidden continuous sequence. The hidden variables are assumed to have a compound symmetry covariance structure with a single parameter characterizing the common correlation. We study…

Statistics Theory · Mathematics 2019-09-04 Haolei Weng , Yang Feng

We consider ferromagnetic Ising models on graphs that converge locally to trees. Examples include random regular graphs with bounded degree and uniformly random graphs with bounded average degree. We prove that the "cavity" prediction for…

Probability · Mathematics 2016-09-08 Amir Dembo , Andrea Montanari

A periodic Ising model is one endowed with interactions that are invariant under translations of members of a full-rank sublattice $\mathfrak{L}$ of $\mathbb{Z}^2$. We give an exact, quantitative description of the critical temperature,…

Mathematical Physics · Physics 2012-04-10 Zhongyang Li

We study the Langevin equation with stationary-increment Gaussian noise. We show the strong consistency and the asymptotic normality with Berry--Esseen bound of the so-called alternative estimator of the mean reversion parameter. The…

Probability · Mathematics 2016-03-02 Tommi Sottinen , Lauri Viitasaari

Recently, it has been shown that, when the dimension of a graph turns out to be infinite dimensional in a broad sense, the upper critical surface and the corresponding critical behavior of an arbitrary Ising spin glass model defined over…

Disordered Systems and Neural Networks · Physics 2011-11-10 Massimo Ostilli

We consider the inverse Ising problem, i.e. the inference of network couplings from observed spin trajectories for a model with continuous time Glauber dynamics. By introducing two sets of auxiliary latent random variables we render the…

Machine Learning · Statistics 2017-12-22 Christian Donner , Manfred Opper

We study the magnetic and thermodynamic properties of a spin-$1/2$ Ising system containing three layers, each of which is composed exclusively of one out of two possible types of atoms, \textbf{A} or \textbf{B}. The \textbf{A-A} and…

Statistical Mechanics · Physics 2019-10-04 Ian Jordy Lopez Diaz , Nilton Silva Branco

We find the exact critical temperature $T_c$ of the nearest-neighbor ferromagnetic Ising model on an `equilibrium' random graph with an arbitrary degree distribution $P(k)$. We observe an anomalous behavior of the magnetization, magnetic…

Statistical Mechanics · Physics 2016-08-31 S. N. Dorogovtsev , A. V. Goltsev , J. F. F. Mendes

The spontaneous magnetization is proved to vanish continuously at the critical temperature for a class of ferromagnetic Ising spin systems which includes the nearest neighbor ferromagnetic Ising spin model on $\mathbb Z^d$ in $d=3$…

Mathematical Physics · Physics 2017-09-20 Michael Aizenman , Hugo Duminil-Copin , Vladas Sidoravicius

This is the fifth in a series of articles devoted to showing that a typical covering map of large degree to a fixed, regular graph has its new adjacency eigenvalues within the bound conjectured by Alon for random regular graphs. In this…

Discrete Mathematics · Computer Science 2019-11-18 Joel Friedman , David Kohler
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