Inverse Ising techniques to infer underlying mechanisms from data
Zeng Hong-Li1, 2, †, Aurell Erik3, 4, ‡
       

Inferred financial networks, showing only the largest interaction strengths (proportional to the width of links and arrows). Colors are indicative, and chosen by a modularity-based community detection algorithm.[16] Parameters: χ = 0.5 and Δt = 100 s. (a) Equilibrium inference (the figure originates from Ref. [86]). (b) Asynchronous inference with τ = 20 s.