1 November 2010 to 10 December 2010
Nordita
Europe/Stockholm timezone

Dynamic cavity method to compute marginals of non-equilibrium steady states

2 Dec 2010, 11:15
45m
Nordita

Nordita

Speaker

Erik Aurell (KTH Stockholm)

Description

The cavity method or, in computer science, Belief Propagation, is an efficient method to approximately compute marginals of equilibrium probability distributions e.g. magnetizations in spin glasses. The method is exact if the underlying graph of interactions is a tree, and generally expected to be accurate if that graph is locally tree-like. We have investigated a similar approximation scheme for the diluted asymmmetric Ising spin glass with synchronous or sequential update rules. The cavity method can be formally set up in this context, but requires an additional assumption of stationarity to be computationally feasible: the approach is hence limited to steady (but non-equilibrium) states. I will present the dynamic cavity method, and numerical results for a few examples. This is joint work with Hamed Mahmoudi (Helsinki), other recent relevant contributions are Neri & Bolle (2009) and Montanari (2009).

Presentation materials