Inverse problem for multi-species mean field models in the low temperature phase

Abstract

In this paper we solve the inverse problem for a class of mean field models (Curie-Weiss model and its multi-species version) when multiple thermodynamic states are present, as in the low temperature phase where the phase space is clustered. The inverse problem consists in reconstructing the model parameters starting from configuration data generated according to the distribution of the model. We show that the application of the inversion procedure without taking into account the presence of many states produces very poor inference results. This problem is overcomed using the clustering algorithm. When the system has two symmetric states of positive and negative magnetization, the parameter reconstruction can be also obtained with smaller computational effort simply by flipping the sign of the magnetizations from positive to negative (or viceversa). The parameter reconstruction fails when the system is critical: in this case we give the correct inversion formulas for the Curie-Weiss model and we show that they can be used to measuring how much the system is close to criticality.