SiGMoiD: A super-statistical generative model for binary data.

In modern computational biology, there is great interest in building probabilistic models to describe collections of a large number of co-varying binary variables. However, current approaches to build generative models rely on modelers' identification of constraints and are computationally expensive to infer when the number of variables is large (N~100). Here, we address both these issues with Super-statistical Generative Model for binary Data (SiGMoiD). SiGMoiD is a maximum entropy-based framework where we imagine the data as arising from super-statistical system; individual binary variables in a given sample are coupled to the same 'bath' whose intensive variables vary from sample to sample. Importantly, unlike standard maximum entropy approaches where modeler specifies the constraints, the SiGMoiD algorithm infers them directly from the data. Due to this optimal choice of constraints, SiGMoiD allows us to model collections of a very large number (N>1000) of binary variables. Finally, SiGMoiD offers a reduced dimensional description of the data, allowing us to identify clusters of similar data points as well as binary variables. We illustrate the versatility of SiGMoiD using multiple datasets spanning several time- and length-scales.