English

Sampling from the Gibbs measure of the continuous random energy model and the hardness threshold

Probability 2023-08-03 v1

Abstract

The continuous random energy model (CREM) is a toy model of disordered systems introduced by Bovier and Kurkova in 2004 based on previous work by Derrida and Spohn in the 80s. In a recent paper by Addario-Berry and Maillard, they raised the following question: what is the threshold βG\beta_G, at which sampling approximately the Gibbs measure at any inverse temperature β>βG\beta>\beta_G becomes algorithmically hard? Here, sampling approximately means that the Kullback--Leibler divergence from the output law of the algorithm to the Gibbs measure is of order o(N)o(N) with probability approaching 11, as NN\rightarrow\infty, and algorithmically hard means that the running time, the numbers of vertices queries by the algorithms, is beyond of polynomial order. The present work shows that when the covariance function AA of the CREM is concave, for all β>0\beta>0, a recursive sampling algorithm on a renormalized tree approximates the Gibbs measure with running time of order O(N1+ε)O(N^{1+\varepsilon}). For AA non-concave, the present work exhibits a threshold βG<\beta_G<\infty such that the following hardness transition occurs: a) For every ββG\beta\leq \beta_G, the recursive sampling algorithm approximates the Gibbs measure with running time of order O(N1+ε)O(N^{1+\varepsilon}). b) For every β>βG\beta>\beta_G, a hardness result is established for a large class of algorithms. Namely, for any algorithm from this class that samples the Gibbs measure approximately, there exists z>0z>0 such that the running time of this algorithm is at least ezNe^{zN} with probability approaching 11. In other words, it is impossible to sample approximately in polynomial-time the Gibbs measure in this regime. Additionally, we provide a lower bound of the free energy of the CREM that could hold its own value.

Keywords

Cite

@article{arxiv.2308.00857,
  title  = {Sampling from the Gibbs measure of the continuous random energy model and the hardness threshold},
  author = {Fu-Hsuan Ho},
  journal= {arXiv preprint arXiv:2308.00857},
  year   = {2023}
}

Comments

30 pages, 2 figures