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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, pp. 3695-3699.

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: 259169
URI: http://eprints.soton.ac.uk/id/eprint/259169
PURE UUID: c0a95f92-42f9-4cb5-8c69-9d9e5fc3b80e

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Date deposited: 15 Mar 2004
Last modified: 18 Jul 2017 09:25

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Contributors

Author: Manfred Opper
Author: Ole Winther

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