18 research outputs found

    Variable Selection Using aModified Gibbs Sampler Algorithm with Application on Rock Strength Dataset

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    اختيار المتغيرات مهمة ضرورية ومطلوبة في مجال النمذجة الإحصائية. حاولت العديد من الدراسات تطوير وتوحيد طرق اختيار المتغيرات، ولكن من الصعب القيام بذلك. السؤال الأول الذي يحتاج الباحث أن يسأل نفسه عنه هو ما هو أهم المتغيرات التي يجب استخدامها لوصف الاستجابة لمجموعة بيانات معينة. في هذا العمل، تمت مناقشة طريقة جديدة في الاستدلال بايزي لأختيار المتغيرات باستخدام تقنيات عينات Gibbs. بعد تحديد النموذج، تم اشتقاق التوزيعات الخلفية لجميع المعلمات. تم اختبار طريقة الاختيار للمتغير الجديد باستخدام 4 مجاميع من البيانات. تمت مقارنة الطريقة الجديدة مع بعض الطرق المعروفة التي هي قليل مربعات الخطأ (OLS)، عامل انكماش مطلق واختيار (Lasso)، وتسوية تيكونوف (Ridge). أظهرت دراسات المحاكاة أن أداء طريقتنا أفضل من الأخرى حسب الخطأ ووقت الاستهلاك. تم تطبيق الطرق على مجموعة بيانات Rock Strength، وكانت الطريقة الجديدة التي تم تقديمها أكثر كفاءة ودقة.Variable selection is an essential and necessary task in the statistical modeling field. Several studies have triedto develop and standardize the process of variable selection, but it isdifficultto do so. The first question a researcher needs to ask himself/herself what are the most significant variables that should be used to describe a given dataset’s response. In thispaper, a new method for variable selection using Gibbs sampler techniqueshas beendeveloped.First, the model is defined, and the posterior distributions for all the parameters are derived.The new variable selection methodis tested usingfour simulation datasets. The new approachiscompared with some existingtechniques: Ordinary Least Squared (OLS), Least Absolute Shrinkage and Selection Operator (Lasso), and Tikhonov Regularization (Ridge). The simulation studiesshow that the performance of our method is better than the othersaccording to the error and the time complexity. Thesemethodsare applied to a real dataset, which is called Rock StrengthDataset.The new approach implemented using the Gibbs sampler is more powerful and effective than other approaches.All the statistical computations conducted for this paper are done using R version 4.0.3 on a single processor computer

    Algorithms for #BIS-hard problems on expander graphs

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    We give an FPTAS and an efficient sampling algorithm for the high-fugacity hard-core model on bounded-degree bipartite expander graphs and the low-temperature ferromagnetic Potts model on bounded-degree expander graphs. The results apply, for example, to random (bipartite) Δ-regular graphs, for which no efficient algorithms were known for these problems (with the exception of the Ising model) in the non-uniqueness regime of the infinite Δ-regular tree

    The Ising Partition Function: Zeros and Deterministic Approximation

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    We study the problem of approximating the partition function of the ferromagnetic Ising model in graphs and hypergraphs. Our first result is a deterministic approximation scheme (an FPTAS) for the partition function in bounded degree graphs that is valid over the entire range of parameters β\beta (the interaction) and λ\lambda (the external field), except for the case λ=1\vert{\lambda}\vert=1 (the "zero-field" case). A randomized algorithm (FPRAS) for all graphs, and all β,λ\beta,\lambda, has long been known. Unlike most other deterministic approximation algorithms for problems in statistical physics and counting, our algorithm does not rely on the "decay of correlations" property. Rather, we exploit and extend machinery developed recently by Barvinok, and Patel and Regts, based on the location of the complex zeros of the partition function, which can be seen as an algorithmic realization of the classical Lee-Yang approach to phase transitions. Our approach extends to the more general setting of the Ising model on hypergraphs of bounded degree and edge size, where no previous algorithms (even randomized) were known for a wide range of parameters. In order to achieve this extension, we establish a tight version of the Lee-Yang theorem for the Ising model on hypergraphs, improving a classical result of Suzuki and Fisher.Comment: clarified presentation of combinatorial arguments, added new results on optimality of univariate Lee-Yang theorem

    Algorithms for #BIS-hard problems on expander graphs

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    We give an FPTAS and an efficient sampling algorithm for the high-fugacity hard-core model on bounded-degree bipartite expander graphs and the low-temperature ferromagnetic Potts model on bounded-degree expander graphs. The results apply, for example, to random (bipartite) Δ\Delta-regular graphs, for which no efficient algorithms were known for these problems (with the exception of the Ising model) in the non-uniqueness regime of the infinite Δ\Delta-regular tree. We also find efficient counting and sampling algorithms for proper qq-colorings of random Δ\Delta-regular bipartite graphs when qq is sufficiently small as a function of Δ\Delta
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