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.

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Description/Abstract

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.

Item Type: Article
Divisions: Faculty of Physical Sciences and Engineering > Electronics and Computer Science
ePrint ID: 259164
Date Deposited: 14 Mar 2004
Last Modified: 27 Mar 2014 20:01
Further Information:Google Scholar
URI: http://eprints.soton.ac.uk/id/eprint/259164

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