Tractable approximations for probabilistic models: The adaptive TAP mean field approach
Opper, Manfred and Winther, Ole (2001) Tractable approximations for probabilistic models: The adaptive TAP mean field approach. Physical Review Letters, 86, 3695-3699.
We develop an advanced mean field method for approximating averages in probabilistic data models that is based on the TAP approach of disorder physics. In contrast to conventional TAP, where the knowledge of the distribution of couplings between the random variables is required, our method adapts to the concrete couplings. We demonstrate the validity of our approach, which is sofar restricted to models with non-glassy behaviour, by replica calculations for a wide class of models as well as by simulations for a real data set.
|Divisions:||Faculty of Physical and Applied Science > Electronics and Computer Science
|Date Deposited:||14 Mar 2004|
|Last Modified:||02 Mar 2012 12:39|
|Contributors:||Opper, Manfred (Author)
Winther, Ole (Author)
|Further Information:||Google Scholar|
|RDF:||RDF+N-Triples, RDF+N3, RDF+XML, Browse.|
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