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Main Authors: Florio, Federico, Braunstein, Alfredo
Format: Preprint
Published: 2026
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Online Access:https://arxiv.org/abs/2605.14522
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author Florio, Federico
Braunstein, Alfredo
author_facet Florio, Federico
Braunstein, Alfredo
contents Computation of observables in discrete stochastic, possibly conditioned, dynamics over large sparse networks is at the basis of a myriad of applications. The Matrix-Product Belief Propagation method allows a semi-analytical estimation of such observables with a controlled error that depends on the size of the employed matrices, called bond size. Its computational cost is linear in the time horizon and the network size for a large family of models with discrete degrees of freedom. Here, a generalization of this method to models with continuous or mixed continuous/discrete degrees of freedom is presented, using a tunable expansion in a Hilbert function basis. The computational cost of the method is linear in the network size with a prefactor that depends on the basis size and the bond size. The method's efficacy is demonstrated by employing a Fourier basis for a mixed continuous/discrete representation of the Kinetic Ising dynamics with real-valued random couplings, where intermediate ``local fields'' are treated as continuous. The accuracy of the method is verified via comparison with Monte-Carlo simulations. For this model, we calculate time auto-correlations, time evolution of energy and magnetization, and finally we estimate the large deviation function of the magnetization at a given future time.
format Preprint
id arxiv_https___arxiv_org_abs_2605_14522
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Matrix-Product Belief Propagation for continuous-state-space variables
Florio, Federico
Braunstein, Alfredo
Statistical Mechanics
Disordered Systems and Neural Networks
Computation of observables in discrete stochastic, possibly conditioned, dynamics over large sparse networks is at the basis of a myriad of applications. The Matrix-Product Belief Propagation method allows a semi-analytical estimation of such observables with a controlled error that depends on the size of the employed matrices, called bond size. Its computational cost is linear in the time horizon and the network size for a large family of models with discrete degrees of freedom. Here, a generalization of this method to models with continuous or mixed continuous/discrete degrees of freedom is presented, using a tunable expansion in a Hilbert function basis. The computational cost of the method is linear in the network size with a prefactor that depends on the basis size and the bond size. The method's efficacy is demonstrated by employing a Fourier basis for a mixed continuous/discrete representation of the Kinetic Ising dynamics with real-valued random couplings, where intermediate ``local fields'' are treated as continuous. The accuracy of the method is verified via comparison with Monte-Carlo simulations. For this model, we calculate time auto-correlations, time evolution of energy and magnetization, and finally we estimate the large deviation function of the magnetization at a given future time.
title Matrix-Product Belief Propagation for continuous-state-space variables
topic Statistical Mechanics
Disordered Systems and Neural Networks
url https://arxiv.org/abs/2605.14522