A message-passing approach to stochastic optimization and inverse dynamical problems

author: Riccardo Zecchina, Department of Applied Science and Technology (DISAT), Politecnico di Torino
published: Oct. 16, 2012,   recorded: September 2012,   views: 3218
Categories

Slides

Related content

Report a problem or upload files

If you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
Lecture popularity: You need to login to cast your vote.
  Delicious Bibliography

Description

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.

Link this page

Would you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !

Write your own review or comment:

make sure you have javascript enabled or clear this field: