Replica analysis of Bayesian data clustering

We optimize Bayesian data clustering by mapping the problem to the statistical physics of a gas and calculating the lowest entropy state.

Journal of Physics A 53, 3 (2019)

A. Mozeika, T. Coolen

LQ placeholderReplica analysis of Bayesian data clustering

We use statistical mechanics to study model-based Bayesian data clustering. In this approach, each partition of the data into clusters is regarded as a microscopic system state, the negative data log-likelihood gives the energy of each state, and the data set realisation acts as disorder. Optimal clustering corresponds to the ground state of the system, and is hence obtained from the free energy via a low `temperature' limit. We assume that for large sample sizes the free energy density is self-averaging, and we use the replica method to compute the asymptotic free energy density. The main order parameter in the resulting (replica symmetric) theory, the distribution of the data over the clusters, satisfies a self-consistent equation which can be solved by a population dynamics algorithm. From this order parameter one computes the average free energy, and all relevant macroscopic characteristics of the problem. The theory describes numerical experiments perfectly, and gives a significant improvement over the mean-field theory that was used to study this model in past.

LQ placeholderNetwork valuation in financial systems

Network valuation in financial systems

P. Barucca, M. Bardoscia, F. Caccioli, M. D’Errico, G. Visentin, G. Caldarelli, S. Battiston

Mathematical Finance

LQ placeholderThe space of functions computed by deep layered machines

The space of functions computed by deep layered machines

A. Mozeika, B. Li, D. Saad

Sub. to Physical Review Letters

LQ placeholderReplica analysis of overfitting in generalized linear models

Replica analysis of overfitting in generalized linear models

T. Coolen, M. Sheikh, A. Mozeika, F. Aguirre-Lopez, F. Antenucci

Sub. to Journal of Physics A

LQ placeholderTaming complexity

Taming complexity

M. Reeves, S. Levin, T. Fink, A. Levina

Harvard Business Review

LQ placeholderReplica analysis of Bayesian data clustering

Replica analysis of Bayesian data clustering

A. Mozeika, T. Coolen

Journal of Physics A

LQ placeholderDegree-correlations in a bursting dynamic network model

Degree-correlations in a bursting dynamic network model

F. Vanni, P. Barucca

Journal of Economic Interaction and Coordination

124 / 124 papers