Tractable approximations for probabilistic models: The adaptive Thouless-Anderson-Palmer mean field approach

被引:61
作者
Opper, M [1 ]
Winther, O
机构
[1] Aston Univ, Neural Comp Res Grp, Sch Engn & Appl Sci, Birmingham B4 7ET, W Midlands, England
[2] Univ Lund, S-22362 Lund, Sweden
[3] Tech Univ Denmark, Dept Math Modelling, DK-2800 Lyngby, Denmark
关键词
D O I
10.1103/PhysRevLett.86.3695
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
We develop an advanced mean held method for approximating averages in probabilistic data models that is based on the Thouless-Anderson-Palmer (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 so far restricted to models with nonglassy behavior? by replica calculations for a wide class of models as well as by simulations for a real data set.
引用
收藏
页码:3695 / 3699
页数:5
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