Inverse problem for multispecies ferromagneticlike mean-field models in phase space with many states.

In this paper we solve the inverse problem for the Curie-Weiss model and its multispecies version when multiple thermodynamic states are present as in the low temperature phase where the phase space is clustered. The inverse problem consists of reconstructing the model parameters starting from configuration data generated according to the distribution of the model. We demonstrate that, without taking into account the presence of many states, the application of the inversion procedure produces very poor inference results. To overcome this problem, we use the clustering algorithm. When the system has two symmetric states of positive and negative magnetizations, the parameter reconstruction can also be obtained with smaller computational effort simply by flipping the sign of the magnetizations from positive to negative (or vice versa). The parameter reconstruction fails when the system undergoes a phase transition: In that case we give the correct inversion formulas for the Curie-Weiss model and we show that they can be used to measure how close the system gets to being critical.