Differentiability and overlap concentration in optimal Bayesian inference
Probability
2025-01-16 v1 Information Theory
math.IT
Statistics Theory
Statistics Theory
Abstract
In this short note, we consider models of optimal Bayesian inference of finite-rank tensor products. We add to the model a linear channel parametrized by . We show that at every interior differentiable point of the free energy (associated with the model), the overlap concentrates at the gradient of the free energy and the minimum mean-square error converges to a related limit. In other words, the model is replica-symmetric at every differentiable point. At any signal-to-noise ratio, such points form a full-measure set (hence belongs to the closure of these points). For a sufficiently low signal-to-noise ratio, we show that every interior point is a differentiable point.
Cite
@article{arxiv.2501.08786,
title = {Differentiability and overlap concentration in optimal Bayesian inference},
author = {Hong-Bin Chen and Victor Issa},
journal= {arXiv preprint arXiv:2501.08786},
year = {2025}
}
Comments
17 pages