Sampling from the Sherrington-Kirkpatrick Gibbs measure via algorithmic stochastic localization
Abstract
We consider the Sherrington-Kirkpatrick model of spin glasses at high-temperature and no external field, and study the problem of sampling from the Gibbs distribution in polynomial time. We prove that, for any inverse temperature , there exists an algorithm with complexity that samples from a distribution which is close in normalized Wasserstein distance to . Namely, there exists a coupling of and such that if is a pair drawn from this coupling, then . The best previous results, by Bauerschmidt and Bodineau and by Eldan, Koehler, and Zeitouni, implied efficient algorithms to approximately sample (under a stronger metric) for . We complement this result with a negative one, by introducing a suitable "stability" property for sampling algorithms, which is verified by many standard techniques. We prove that no stable algorithm can approximately sample for , even under the normalized Wasserstein metric. Our sampling method is based on an algorithmic implementation of stochastic localization, which progressively tilts the measure towards a single configuration, together with an approximate message passing algorithm that is used to approximate the mean of the tilted measure.
Cite
@article{arxiv.2203.05093,
title = {Sampling from the Sherrington-Kirkpatrick Gibbs measure via algorithmic stochastic localization},
author = {Ahmed El Alaoui and Andrea Montanari and Mark Sellke},
journal= {arXiv preprint arXiv:2203.05093},
year = {2024}
}