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相关论文: 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…

概率论 · 数学 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…

统计力学 · 物理学 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…

统计理论 · 数学 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…

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…

统计力学 · 物理学 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),…

统计理论 · 数学 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…

统计方法学 · 统计学 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…

信号处理 · 电气工程与系统科学 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…

统计力学 · 物理学 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…

机器学习 · 计算机科学 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…

统计理论 · 数学 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…

概率论 · 数学 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,…

数学物理 · 物理学 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…

概率论 · 数学 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…

无序系统与神经网络 · 物理学 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…

机器学习 · 统计学 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…

统计力学 · 物理学 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…

统计力学 · 物理学 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 $d=3$…

数学物理 · 物理学 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…

离散数学 · 计算机科学 2019-11-18 Joel Friedman , David Kohler