Advanced Mean Field Methods

Advanced Mean Field Methods PDF Author: Manfred Opper
Publisher: MIT Press
ISBN: 9780262150545
Category : Computers
Languages : en
Pages : 300

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Book Description
This book covers the theoretical foundations of advanced mean field methods, explores the relation between the different approaches, examines the quality of the approximation obtained, and demonstrates their application to various areas of probabilistic modeling. A major problem in modern probabilistic modeling is the huge computational complexity involved in typical calculations with multivariate probability distributions when the number of random variables is large. Because exact computations are infeasible in such cases and Monte Carlo sampling techniques may reach their limits, there is a need for methods that allow for efficient approximate computations. One of the simplest approximations is based on the mean field method, which has a long history in statistical physics. The method is widely used, particularly in the growing field of graphical models. Researchers from disciplines such as statistical physics, computer science, and mathematical statistics are studying ways to improve this and related methods and are exploring novel application areas. Leading approaches include the variational approach, which goes beyond factorizable distributions to achieve systematic improvements; the TAP (Thouless-Anderson-Palmer) approach, which incorporates correlations by including effective reaction terms in the mean field theory; and the more general methods of graphical models. Bringing together ideas and techniques from these diverse disciplines, this book covers the theoretical foundations of advanced mean field methods, explores the relation between the different approaches, examines the quality of the approximation obtained, and demonstrates their application to various areas of probabilistic modeling.

Advanced Mean Field Methods

Advanced Mean Field Methods PDF Author: Manfred Opper
Publisher: MIT Press
ISBN: 9780262150545
Category : Computers
Languages : en
Pages : 300

Get Book

Book Description
This book covers the theoretical foundations of advanced mean field methods, explores the relation between the different approaches, examines the quality of the approximation obtained, and demonstrates their application to various areas of probabilistic modeling. A major problem in modern probabilistic modeling is the huge computational complexity involved in typical calculations with multivariate probability distributions when the number of random variables is large. Because exact computations are infeasible in such cases and Monte Carlo sampling techniques may reach their limits, there is a need for methods that allow for efficient approximate computations. One of the simplest approximations is based on the mean field method, which has a long history in statistical physics. The method is widely used, particularly in the growing field of graphical models. Researchers from disciplines such as statistical physics, computer science, and mathematical statistics are studying ways to improve this and related methods and are exploring novel application areas. Leading approaches include the variational approach, which goes beyond factorizable distributions to achieve systematic improvements; the TAP (Thouless-Anderson-Palmer) approach, which incorporates correlations by including effective reaction terms in the mean field theory; and the more general methods of graphical models. Bringing together ideas and techniques from these diverse disciplines, this book covers the theoretical foundations of advanced mean field methods, explores the relation between the different approaches, examines the quality of the approximation obtained, and demonstrates their application to various areas of probabilistic modeling.

Statistical Field Theory for Neural Networks

Statistical Field Theory for Neural Networks PDF Author: Moritz Helias
Publisher: Springer Nature
ISBN: 303046444X
Category : Science
Languages : en
Pages : 203

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Book Description
This book presents a self-contained introduction to techniques from field theory applied to stochastic and collective dynamics in neuronal networks. These powerful analytical techniques, which are well established in other fields of physics, are the basis of current developments and offer solutions to pressing open problems in theoretical neuroscience and also machine learning. They enable a systematic and quantitative understanding of the dynamics in recurrent and stochastic neuronal networks. This book is intended for physicists, mathematicians, and computer scientists and it is designed for self-study by researchers who want to enter the field or as the main text for a one semester course at advanced undergraduate or graduate level. The theoretical concepts presented in this book are systematically developed from the very beginning, which only requires basic knowledge of analysis and linear algebra.

Sublinear Computation Paradigm

Sublinear Computation Paradigm PDF Author: Naoki Katoh
Publisher: Springer Nature
ISBN: 9811640955
Category : Computers
Languages : en
Pages : 403

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Book Description
This open access book gives an overview of cutting-edge work on a new paradigm called the “sublinear computation paradigm,” which was proposed in the large multiyear academic research project “Foundations of Innovative Algorithms for Big Data.” That project ran from October 2014 to March 2020, in Japan. To handle the unprecedented explosion of big data sets in research, industry, and other areas of society, there is an urgent need to develop novel methods and approaches for big data analysis. To meet this need, innovative changes in algorithm theory for big data are being pursued. For example, polynomial-time algorithms have thus far been regarded as “fast,” but if a quadratic-time algorithm is applied to a petabyte-scale or larger big data set, problems are encountered in terms of computational resources or running time. To deal with this critical computational and algorithmic bottleneck, linear, sublinear, and constant time algorithms are required. The sublinear computation paradigm is proposed here in order to support innovation in the big data era. A foundation of innovative algorithms has been created by developing computational procedures, data structures, and modelling techniques for big data. The project is organized into three teams that focus on sublinear algorithms, sublinear data structures, and sublinear modelling. The work has provided high-level academic research results of strong computational and algorithmic interest, which are presented in this book. The book consists of five parts: Part I, which consists of a single chapter on the concept of the sublinear computation paradigm; Parts II, III, and IV review results on sublinear algorithms, sublinear data structures, and sublinear modelling, respectively; Part V presents application results. The information presented here will inspire the researchers who work in the field of modern algorithms.

The Variational Bayes Method in Signal Processing

The Variational Bayes Method in Signal Processing PDF Author: Václav Šmídl
Publisher: Springer Science & Business Media
ISBN: 3540288201
Category : Technology & Engineering
Languages : en
Pages : 241

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Book Description
Treating VB approximation in signal processing, this monograph is for academic and industrial research groups in signal processing, data analysis, machine learning and identification. It reviews distributional approximation, showing that tractable algorithms for parametric model identification can be generated in off-line and on-line contexts.

Mean Field Theory

Mean Field Theory PDF Author: Vladimir M Kolomietz
Publisher: World Scientific
ISBN: 9811211795
Category : Science
Languages : en
Pages : 586

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Book Description
This book describes recent theoretical and experimental developments in the study of static and dynamic properties of atomic nuclei, many-body systems of strongly interacting neutrons and protons. The theoretical approach is based on the concept of the mean field, describing the motion of a nucleon in terms of a self-consistent single-particle potential well which approximates the interactions of a nucleon with all the other nucleons. The theoretical approaches also go beyond the mean-field approximation by including the effects of two-body collisions.The self-consistent mean-field approximation is derived using the effective nucleon-nucleon Skyrme-type interaction. The many-body problem is described next in terms of the Wigner phase space of the one-body density, which provides a basis for semi-classical approximations and leads to kinetic equations. Results of static properties of nuclei and properties associated with small amplitude dynamics are also presented. Relaxation processes, due to nucleon-nucleon collisions, are discussed next, followed by instability and large amplitude motion of excited nuclei. Lastly, the book ends with the dynamics of hot nuclei. The concepts and methods developed in this book can be used for describing properties of other many-body systems.

Proceedings of the Third SIAM International Conference on Data Mining

Proceedings of the Third SIAM International Conference on Data Mining PDF Author: Daniel Barbara
Publisher: SIAM
ISBN: 9780898715453
Category : Mathematics
Languages : en
Pages : 368

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Book Description
The third SIAM International Conference on Data Mining provided an open forum for the presentation, discussion and development of innovative algorithms, software and theories for data mining applications and data intensive computation. This volume includes 21 research papers.

Text Mining

Text Mining PDF Author: Ashok N. Srivastava
Publisher: CRC Press
ISBN: 1420059459
Category : Business & Economics
Languages : en
Pages : 330

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Book Description
The Definitive Resource on Text Mining Theory and Applications from Foremost Researchers in the FieldGiving a broad perspective of the field from numerous vantage points, Text Mining: Classification, Clustering, and Applications focuses on statistical methods for text mining and analysis. It examines methods to automatically cluster and classify te

Mean Field Simulation for Monte Carlo Integration

Mean Field Simulation for Monte Carlo Integration PDF Author: Pierre Del Moral
Publisher: CRC Press
ISBN: 1466504056
Category : Mathematics
Languages : en
Pages : 628

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Book Description
In the last three decades, there has been a dramatic increase in the use of interacting particle methods as a powerful tool in real-world applications of Monte Carlo simulation in computational physics, population biology, computer sciences, and statistical machine learning. Ideally suited to parallel and distributed computation, these advanced particle algorithms include nonlinear interacting jump diffusions; quantum, diffusion, and resampled Monte Carlo methods; Feynman-Kac particle models; genetic and evolutionary algorithms; sequential Monte Carlo methods; adaptive and interacting Markov chain Monte Carlo models; bootstrapping methods; ensemble Kalman filters; and interacting particle filters. Mean Field Simulation for Monte Carlo Integration presents the first comprehensive and modern mathematical treatment of mean field particle simulation models and interdisciplinary research topics, including interacting jumps and McKean-Vlasov processes, sequential Monte Carlo methodologies, genetic particle algorithms, genealogical tree-based algorithms, and quantum and diffusion Monte Carlo methods. Along with covering refined convergence analysis on nonlinear Markov chain models, the author discusses applications related to parameter estimation in hidden Markov chain models, stochastic optimization, nonlinear filtering and multiple target tracking, stochastic optimization, calibration and uncertainty propagations in numerical codes, rare event simulation, financial mathematics, and free energy and quasi-invariant measures arising in computational physics and population biology. This book shows how mean field particle simulation has revolutionized the field of Monte Carlo integration and stochastic algorithms. It will help theoretical probability researchers, applied statisticians, biologists, statistical physicists, and computer scientists work better across their own disciplinary boundaries.

Probabilistic Models of the Brain

Probabilistic Models of the Brain PDF Author: Rajesh P.N. Rao
Publisher: MIT Press
ISBN: 9780262264327
Category : Medical
Languages : en
Pages : 348

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Book Description
A survey of probabilistic approaches to modeling and understanding brain function. Neurophysiological, neuroanatomical, and brain imaging studies have helped to shed light on how the brain transforms raw sensory information into a form that is useful for goal-directed behavior. A fundamental question that is seldom addressed by these studies, however, is why the brain uses the types of representations it does and what evolutionary advantage, if any, these representations confer. It is difficult to address such questions directly via animal experiments. A promising alternative is to use probabilistic principles such as maximum likelihood and Bayesian inference to derive models of brain function. This book surveys some of the current probabilistic approaches to modeling and understanding brain function. Although most of the examples focus on vision, many of the models and techniques are applicable to other modalities as well. The book presents top-down computational models as well as bottom-up neurally motivated models of brain function. The topics covered include Bayesian and information-theoretic models of perception, probabilistic theories of neural coding and spike timing, computational models of lateral and cortico-cortical feedback connections, and the development of receptive field properties from natural signals.

Energy Minimization Methods in Computer Vision and Pattern Recognition

Energy Minimization Methods in Computer Vision and Pattern Recognition PDF Author: Mario Figueiredo
Publisher: Springer
ISBN: 3540447458
Category : Computers
Languages : en
Pages : 652

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Book Description
This volume consists of the 42 papers presented at the International Workshop on Energy Minimization Methods in Computer Vision and Pattern Recognition (EMMCVPR2001),whichwasheldatINRIA(InstitutNationaldeRechercheen Informatique et en Automatique) in Sophia Antipolis, France, from September 3 through September 5, 2001. This workshop is the third of a series, which was started with EMMCVPR’97, held in Venice in May 1997, and continued with EMMCVR’99, which took place in York, in July 1999. Minimization problems and optimization methods permeate computer vision (CV), pattern recognition (PR), and many other ?elds of machine intelligence. The aim of the EMMCVPR workshops is to bring together people with research interests in this interdisciplinary topic. Although the subject is traditionally well represented at major international conferences on CV and PR, the EMMCVPR workshops provide a forum where researchers can report their recent work and engage in more informal discussions. We received 70 submissions from 23 countries, which were reviewed by the members of the program committee. Based on the reviews, 24 papers were - cepted for oral presentation and 18 for poster presentation. In this volume, no distinction is made between papers that were presented orally or as posters. The book is organized into ?ve sections, whose topics coincide with the ?ve s- sionsoftheworkshop:“ProbabilisticModelsandEstimation”,“ImageModelling and Synthesis”, “Clustering, Grouping, and Segmentation”, “Optimization and Graphs”, and “Shapes, Curves, Surfaces, and Templates”.