Related papers: Resummed mean-field inference for strongly coupled…
For algorithms based on interacting particle systems that admit a mean-field description, convergence analysis is often more accessible at the mean-field level. In order to transfer convergence results obtained at the mean-field level to…
We introduce a new variational approach to the stationary state of kinetic Ising-like models. The approach is based on the cluster expansion of the entropy term appearing in a functional which is minimized by the system history. We rederive…
In the context of disordered systems with quenched Hamiltonians I address the problem of characterizing rare samples where the thermal average of a specific observable has a value different from the typical one. These rare samples can be…
A variational approach to reconstruction of phase and amplitude of a complex-valued object from Poissonian intensity observations is developed. The observation model corresponds to the typical optical setups with a phase modulation of…
This paper considers the fundamental limit of compressed sensing for i.i.d. signal distributions and i.i.d. Gaussian measurement matrices. Its main contribution is a rigorous characterization of the asymptotic mutual information (MI) and…
A mean-field method for the hypercubic nearest-neighbor Ising system is introduced and applications to the method are demonstrated. The main idea of this work is to combine the Kadanoff's mean-field approach with the model presented by one…
We study the problem of testing and recovering $k$-clique Ferromagnetic mean shift in the planted Sherrington-Kirkpatrick model (i.e., a type of spin glass model) with $n$ spins. The planted SK model -- a stylized mixture of an uncountable…
Diluted mean-field models are spin systems whose geometry of interactions is induced by a sparse random graph or hypergraph. Such models play an eminent role in the statistical mechanics of disordered systems as well as in combinatorics and…
Many methods have been proposed to quantify the predictive uncertainty associated with the outputs of deep neural networks. Among them, ensemble methods often lead to state-of-the-art results, though they require modifications to the…
The replica method is a non-rigorous but well-known technique from statistical physics used in the asymptotic analysis of large, random, nonlinear problems. This paper applies the replica method, under the assumption of replica symmetry, to…
The mean field approximation to the Ising model is a canonical variational tool that is used for analysis and inference in Ising models. We provide a simple and optimal bound for the KL error of the mean field approximation for Ising models…
Nested sampling provides an estimate of the evidence of a Bayesian inference problem via probing the likelihood as a function of the enclosed prior volume. However, the lack of precise values of the enclosed prior mass of the samples…
We study the problem of evaluating the excess risk of large-scale empirical risk minimization under the square loss. Leveraging the idea of wild refitting and resampling, we assume only black-box access to the training algorithm and develop…
In this paper we compute exactly the ground state energy and entropy of the dilute ferromagnetic Ising model. The two thermodynamic quantities are also computed when a magnetic field with random locations is present. The result is reached…
Inverse Ising inference allows pairwise interactions of complex binary systems to be reconstructed from empirical correlations. Typical estimators used for this inference, such as Pseudo-likelihood maximization (PLM), are biased. Using the…
We address the inverse problem of reconstructing both the structure and dynamics of a network from mean-field measurements, which are linear combinations of node states. This setting arises in applications where only a few aggregated…
In non-linear estimations, it is common to assess sampling uncertainty by bootstrap inference. For complex models, this can be computationally intensive. This paper combines optimization with resampling: turning stochastic optimization into…
We assess advantages of expressing tree-structured Ising models via their mean parameterization rather than their commonly chosen canonical parameterization. This includes fixedness of marginal distributions, often convenient for dependence…
Recovering a low-complexity signal from its noisy observations by regularization methods is a cornerstone of inverse problems and compressed sensing. Stable recovery ensures that the original signal can be approximated linearly by optimal…
We propose a novel procedure for estimating and conducting inference on average marginal effects in partially linear instrumental regressions using Reproducing Kernel Hilbert Space methods. Our procedure relies on a single regularization…