We study several bayesian inference problems for irreversible stochastic epidemic models on networks from a statistical physics viewpoint. We derive equations which allow to accurately compute the posterior distribution of the time evolution of the state of each node given some observations. At difference with most existing methods, we allow very general observation models, including unobserved nodes, state observations made at different or unknown times, and observations of infection times, possibly mixed together. Our method, which is based on the Belief Propagation algorithm, is efficient, naturally distributed, and exact on trees. As a particular case, we consider the problem of finding the "zero patient" of a SIR or SI epidemic given a snapshot of the state of the network at a later unknown time. Numerical simulations show that our method outperforms previous ones on both synthetic and real networks, often by a very large margin.arXiv:1307.6786v2 [q-bio.QM]

We present a general formalism to make the Replica-Symmetric and Replica-Symmetry-Breaking ansatz in the context of Kikuchi's Cluster Variational Method (CVM). Using replicas and the message-passing formulation of CVM we obtain a variational expression of the replicated free energy of a system with quenched disorder, both averaged and on a single sample, and make the hierarchical ansatz using functionals of functions of fields to represent the messages. We obtain a set of integral equations for the message functionals. The main difference with the Bethe case is that the functionals appear in the equations in implicit form and are not positive definite, thus standard iterative population dynamic algorithms cannot be used to determine them. In the simplest cases the solution could be obtained iteratively using Fourier transforms. We begin to study the method considering the plaquette approximation to the averaged free energy of the Edwards-Anderson model in the paramagnetic Replica-Symmetric phase. In two dimensions we find that the spurious spin-glass phase transition of the Bethe approximation disappears and the paramagnetic phase is stable down to zero temperature on the square lattice for different random interactions. The quantitative estimates of the free energy and of various other quantities improve those of the Bethe approximation. The plaquette approximation fails to predict a second-order spin-glass phase transition on the cubic 3D lattice but yields good results in dimension four and higher. We provide the physical interpretation of the beliefs in the replica-symmetric phase as disorder distributions of the local Hamiltonian. The messages instead do not admit such an interpretation and indeed they cannot be represented as populations in the spin-glass phase at variance with the Bethe approximation. The approach can be used in principle to study the phase diagram of a wide range of disordered systems and it is also possible that it can be used to get quantitative predictions on single samples. These further developments present however great technical challenges

We study the performance of different message passing algorithms in the two dimensional Edwards Anderson model. We show that the standard Belief Propagation (BP) algorithm converges only at high temperature to a paramagnetic solution. Then, we test a Generalized Belief Propagation (GBP) algorithm, derived from a Cluster Variational Method (CVM) at the plaquette level. We compare its performance with BP and with other algorithms derived under the same approximation: Double Loop (DL) and a two-ways message passing algorithm (HAK). The plaquette-CVM approximation improves BP in at least three ways: the quality of the paramagnetic solution at high temperatures, a better estimate (lower) for the critical temperature, and the fact that the GBP message passing algorithm converges also to non paramagnetic solutions. The lack of convergence of the standard GBP message passing algorithm at low temperatures seems to be related to the implementation details and not to the appearance of long range order. In fact, we prove that a gauge invariance of the constrained CVM free energy can be exploited to derive a new message passing algorithm which converges at even lower temperatures. In all its region of convergence this new algorithm is faster than HAK and DL by some orders of magnitude.

We present and solve the Replica Symmetric equations in the context of the Replica Cluster Variational Method for the 2D random bond Ising model (including the 2D Edwards-Anderson spin glass model). First we solve a linearized version of these equations to obtain the phase diagrams of the model on the square and triangular lattices. In both cases the spin-glass transition temperatures and the tricritical point estimations improve largely over the Bethe predictions. Moreover, we show that this phase diagram is consistent with the behavior of inference algorithms on single instances of the problem. Finally, we present a method to consistently find approximate solutions to the equations in the glassy phase. The method is applied to the triangular lattice down to T = 0, also in the presence of an external field. arXiv:1204.0439v3 [cond-mat.dis-nn] 3 Sep 2012

Starting from a cluster variational method, and inspired by the correctness of the paramagnetic ansatz [at high temperatures in general, and at any temperature in the two-dimensional (2D) Edwards-Anderson (EA) model] we propose a message-passing algorithm--the dual algorithm--to estimate the marginal probabilities of spin glasses on finite-dimensional lattices. We use the EA models in 2D and 3D as benchmarks. The dual algorithm improves the Bethe approximation, and we show that in a wide range of temperatures (compared to the Bethe critical temperature) our algorithm compares very well with Monte Carlo simulations, with the double-loop algorithm, and with exact calculation of the ground state of 2D systems with bimodal and Gaussian interactions. Moreover, it is usually 100 times faster than other provably convergent methods, as the double-loop algorithm. In 2D and 3D the quality of the inference deteriorates only where the correlation length becomes very large, i.e., at low temperatures in 2D and close to the critical temperature in 3D.