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SUMMARY:Inference of a partially observed kinetic Ising model - Dr Yasser 
 Roudi (Kavli Inst\, Trondheim &amp\; Inst for Advanced Study\, Princeton)
DTSTART:20151111T120000Z
DTEND:20151111T130000Z
UID:TALK62443@talks.cam.ac.uk
CONTACT:Zoubin Ghahramani
DESCRIPTION:In this talk we will describe some results on inferring the in
 teractions between variables in a point process\, the kinetic Ising model\
 , in which only parts of the spins are visible. We focus on two cases. Fir
 st\, one in which the hidden spins do not interact with each other\, but t
 here are directed interactions to and from them to observed spins\, as wel
 l as between the observed spins. In this case we develop an algorithm base
 d on a combination of belief propagation and replica approximation for inf
 erring the state of hidden variables as well as connections between all th
 e spins in the system from observing the spin history of the set of observ
 ed spins. Second\, we consider a fully connected kinetic Ising model and s
 tudy mean-field and TAP approximations for inference and learning. \n\nThe
  talk is based on the two following papers\n\n1. Battistin\, C\, et al. "B
 elief propagation and replicas for inference and learning in a kinetic Isi
 ng model with hidden spins." J Stat Mech 2015.5 (2015): P05021.\n\n2. Dunn
 \, B\, and Roud\, Y. "Learning and inference in a nonequilibrium Ising mod
 el with hidden nodes." Phys Rev E 87.2 (2013): 022127.
LOCATION:Engineering Department\, CBL Room BE-438
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