Markov Network Structure Learning via Ensemble-of-Forests Models

Real world systems typically feature a variety of different dependency types and topologies that complicate model selection for probabilistic graphical models. We introduce the ensemble-of-forests model, a generalization of the ensemble-of-trees model. Our model enables structure learning of Markov random fields (MRF) with multiple connected components and arbitrary potentials. We present two approximate inference techniques for this model and demonstrate their performance on synthetic data. Our results suggest that the ensemble-of-forests approach can accurately recover sparse, possibly disconnected MRF topologies, even in presence of non-Gaussian dependencies and/or low sample size. We applied the ensemble-of-forests model to learn the structure of perturbed signaling networks of immune cells and found that these frequently exhibit non-Gaussian dependencies with disconnected MRF topologies. In summary, we expect that the ensemble-of-forests model will enable MRF structure learning in other high dimensional real world settings that are governed by non-trivial dependencies.Comment: 13 pages, 6 figure

Ensemble evaluation of hydrological model hypotheses

It is demonstrated for the first time how model parameter, structural and data uncertainties can be accounted for explicitly and simultaneously within the Generalized Likelihood Uncertainty Estimation (GLUE) methodology. As an example application, 72 variants of a single soil moisture accounting store are tested as simplified hypotheses of runoff generation at six experimental grassland field-scale lysimeters through model rejection and a novel diagnostic scheme. The fields, designed as replicates, exhibit different hydrological behaviors which yield different model performances. For fields with low initial discharge levels at the beginning of events, the conceptual stores considered reach their limit of applicability. Conversely, one of the fields yielding more discharge than the others, but having larger data gaps, allows for greater flexibility in the choice of model structures. As a model learning exercise, the study points to a “leaking” of the fields not evident from previous field experiments. It is discussed how understanding observational uncertainties and incorporating these into model diagnostics can help appreciate the scale of model structural error

ENSEMBLES: a new multi-model ensemble for seasonal-to-annual predictions: Skill and progress beyond DEMETER in forecasting tropical Pacific SSTs

A new 46-year hindcast dataset for seasonal-to-annual ensemble predictions has been created using a multi-model ensemble of 5 state-of-the-art coupled atmosphere-ocean circulation models. The multi-model outperforms any of the single-models in forecasting tropical Pacific SSTs because of reduced RMS errors and enhanced ensemble dispersion at all lead-times. Systematic errors are considerably reduced over the previous generation (DEMETER). Probabilistic skill scores show higher skill for the new multi-model ensemble than for DEMETER in the 4–6 month forecast range. However, substantially improved models would be required to achieve strongly statistical significant skill increases. The combination of ENSEMBLES and DEMETER into a grand multi-model ensemble does not improve the forecast skill further. Annual-range hindcasts show anomaly correlation skill of ∼0.5 up to 14 months ahead. A wide range of output from the multi-model simulations is becoming publicly available and the international community is invited to explore the full scientific potential of these data

Microcanonical Analysis of Exactness of the Mean-Field Theory in Long-Range Interacting Systems

Classical spin systems with nonadditive long-range interactions are studied in the microcanonical ensemble. It is expected that the entropy of such a system is identical to that of the corresponding mean-field model, which is called "exactness of the mean-field theory". It is found out that this expectation is not necessarily true if the microcanonical ensemble is not equivalent to the canonical ensemble in the mean-field model. Moreover, necessary and sufficient conditions for exactness of the mean-field theory are obtained. These conditions are investigated for two concrete models, the \alpha-Potts model with annealed vacancies and the \alpha-Potts model with invisible states.Comment: 23 pages, to appear in J. Stat. Phy