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一种随机优化和逆动态问题的消息传递方法

A message-passing approach to stochastic optimization and inverse dynamical problems
课程网址: http://videolectures.net/cyberstat2012_zecchina_message_passing/  
主讲教师: Riccardo Zecchina
开课单位: 都灵理工学院
开课时间: 2012-10-16
课程语种: 英语
中文简介:
我们将讨论为研究随机优化问题而开发的统计物理技术如何用于设计有效的算法来分析、控制和激活图和格上各种级联过程中的极端轨迹,其中节点“激活”取决于它们的状态。邻居。除了满足一种称为子模性的收益递减性质的模型(子模模型可以通过贪婪策略近似解决,但根据定义,它们缺乏许多实际系统中基本的合作特性)外,这个问题通常是难以解决的。我们证明,对于广泛的不可逆动力学,即使在没有亚模性的情况下,在大网络上也能有效地解决动力学中激活稀有轨迹的问题。初步应用的例子包括:在阈值线性模型中影响传播的最大化(自举渗透)到SIR模型中感染过程的最小化。
课程简介: We will discuss how statistical physics techniques developed for the study of stochastic optimization problems can be used to design efficient algorithms for analyzing, controlling and activating extreme trajectories in a variety of cascade processes over graphs and lattices, in which nodes “activate” depending on the state of their neighbors. The problem is in general intractable, with the exception of models that satisfy a sort of diminishing returns property called submodularity (submodular models can be approximately solved by means of greedy strategies, but by definition they lack cooperative characteristics which are fundamental in many real systems). We show that for a wide class of irreversible dynamics, even in the absence of submodularity, the problem of activating rare trajectories in the dynamics can be solved efficiently on large networks. Examples of preliminary applications range from the maximization of the spread of influence in Threshold Linear Models (Bootstrap percolation) to the minimization of infection processes in SIR models.
关 键 词: 数学; 控制理论; 物理; 统计物理学
课程来源: 视频讲座网
最后编审: 2020-09-21:heyf
阅读次数: 54