It is shown that the Ising distribution can be treated as a latent variable model, where a set of N real-valued, correlated random variables are drawn and used to generate N binary spins independently. This allows to approximate the Ising distribution by a simpler model where the latent variables follow a multivariate normal distribution , the so-called Cox distribution. The approximation is formally related to an advanced mean field technique known as adaptive TAP, and its domain of validity is similar. When valid, it allows a principled replacement of the Ising distribution by a distribution much easier to sample and manipulate .
During the past decades, the Ising distribution has attracted interest in many applied disciplines, as the maximum entropy distribution associated to any set of correlated binary (`spin') variables with observed means and covariances. However, numerically speaking, the Ising distribution is unpractical, so alternative models are often preferred to handle correlated binary data. One popular alternative, especially in life sciences, is the Cox distribution (or the closely related dichotomized Gaussian distribution and log-normal Cox point process), where the spins are generated independently conditioned on the drawing of a latent variable with a multivariate normal distribution . This article explores the conditions for a principled replacement of the Ising distribution by a Cox distribution. It shows that the Ising distribution itself can be treated as a latent variable model, and it explores when this latent variable has a quasi-normal distribution. A variational approach to this question reveals a formal link with classic mean-field methods, especially Opper and Winther's adaptive TAP approximation. This link is confirmed by weak coupling (Plefka) expansions of the different approximations and then by numerical tests. Overall, this study suggests that an Ising distribution can be replaced by a Cox distribution in practical applications, precisely when its parameters lie in the `mean-field domain' .
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It is shown that the Ising distribution can be treated as a latent variable model, where a set of N real-valued, correlated random variables are drawn and used to generate N binary spins independently. This allows to approximate the Ising distribution by a simpler model where the latent variables follow
During the past decades, the Ising distribution has attracted interest in many applied disciplines, as the maximum entropy distribution associated to any set of correlated binary (`spin') variables with observed means and covariances. However, numerically speaking, the Ising distribution is unpractical, so alternative models are often preferred to handle correlated binary data. One popular alternative, especially in life sciences, is the Cox distribution (or the closely related dichotomized Gaussian distribution and log-normal Cox point process), where the spins are generated independently conditioned on the drawing of a latent variable with
R
, the so-called
. This article explores the conditions for a principled replacement of the Ising distribution by a
R
The approximation is formally related to an advanced mean field technique known as adaptive TAP, and its domain of validity is similar. When valid, it allows a principled replacement of the Ising distribution by a distribution much easier to sample and manipulate
It shows that the Ising distribution itself can be treated as a latent variable model, and it explores when this latent variable has a quasi-normal distribution. A variational approach to this question reveals a formal link with classic mean-field methods, especially Opper and Winther's adaptive TAP approximation. This link is confirmed by weak coupling (Plefka) expansions of the different approximations and then by numerical tests. Overall, this study suggests that an Ising distribution can be replaced by a Cox distribution in practical applications, precisely when its parameters lie in the `mean-field domain'