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Tractable approximations for probabilistic models: The adaptive TAP mean field approach

Tractable approximations for probabilistic models: The adaptive TAP mean field approach
Tractable approximations for probabilistic models: The adaptive TAP mean field approach
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.
3695-3699
Opper, Manfred
f7f8690a-fdcb-46f0-857d-c4140648039b
Winther, Ole
d79e5747-7a21-47c6-b21f-d01bed879730
Opper, Manfred
f7f8690a-fdcb-46f0-857d-c4140648039b
Winther, Ole
d79e5747-7a21-47c6-b21f-d01bed879730

Opper, Manfred and Winther, Ole (2001) Tractable approximations for probabilistic models: The adaptive TAP mean field approach. Physical Review Letters, 86, 3695-3699. (doi:10.1103/PhysRevLett.86.3695).

Record type: Article

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.

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Published date: 2001
Organisations: Electronics & Computer Science

Identifiers

Local EPrints ID: 259168
URI: http://eprints.soton.ac.uk/id/eprint/259168
PURE UUID: 1ee1c060-7047-4021-a545-f20eb7b87fda

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Date deposited: 14 Mar 2004
Last modified: 18 Feb 2021 17:32

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Contributors

Author: Manfred Opper
Author: Ole Winther

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