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In this paper we present two frameworks in which global maximization of a bounded hessian function over a strongly convex set can be reduced to convex optimization. The first presented framework is a continuation of one of our previous…

Optimization and Control · Mathematics 2021-10-20 Marius Costandin

In this paper, we introduce a notion called "Approximate Ultrametricity" which encapsulates the phenomenology of a sequence of random probability measures having supports that behave like ultrametric spaces insofar as they decompose into…

Probability · Mathematics 2017-03-08 Aukosh Jagannath

These lecture notes focus on the mean field theory of spin glasses, with particular emphasis on the presence of a very large number of metastable states in these systems. This phenomenon, and some of its physical consequences, will be…

Statistical Mechanics · Physics 2014-09-23 Francesco Zamponi

This work proves an upper bound for the free energy of the Sherrington-Kirkpatrick model and its generalizations in terms of the Thouless-Anderson-Palmer (TAP) energy. The result applies to models with spherical or Ising spins and any mixed…

Probability · Mathematics 2022-04-05 David Belius

We analyze the free energy and the overlaps in the 2-spin spherical Sherrington Kirkpatrick spin glass model with an external field for the purpose of understanding the transition between this model and the one without an external field. We…

Disordered Systems and Neural Networks · Physics 2021-05-26 Jinho Baik , Elizabeth Collins-Woodfin , Pierre Le Doussal , Hao Wu

We study spin glasses with Kac type interaction potential for small but finite inverse interaction range $\gamma$. Using the theoretical setup of coupled replicas, through the replica method we argue that the probability of overlap profiles…

Disordered Systems and Neural Networks · Physics 2009-11-10 Silvio Franz , Fabio Lucio Toninelli

We develop a mean-field theory for random quantum spin systems using the spin coherent state path integral representation. After the model is reduced to the mean field one-body Hamiltonian, the integral is analyzed with the aid of several…

Disordered Systems and Neural Networks · Physics 2007-11-20 Kazutaka Takahashi

We study the off equilibrium dynamics of a mean field disordered systems which can be interpreted both as a long range interaction spin glass and as a particle in a random potential. The statics of this problem is well known and exhibits a…

Condensed Matter · Physics 2009-10-22 S. Franz , M. Mézard

This paper concerns the nonparametric estimation problem of the distribution-state dependent drift vector field in an interacting $N$-particle system. Observing single-trajectory data for each particle, we derive the mean-field rate of…

Statistics Theory · Mathematics 2022-06-28 Rentian Yao , Xiaohui Chen , Yun Yang

The richness of the mean-field solution of simple glasses leaves many of its features challenging to interpret. A minimal model that illuminates glass physics the same way the random energy model clarifies spin glass behavior would…

Disordered Systems and Neural Networks · Physics 2025-03-14 Gilles Bonnet , Patrick Charbonneau , Giampaolo Folena

We consider mean field social optimization in nonlinear diffusion models. By dynamic programming with a representative agent employing cooperative optimizer selection, we derive a new Hamilton--Jacobi--Bellman (HJB) equation to be called…

Optimization and Control · Mathematics 2026-05-19 Minyi Huang , Shuenn-Jyi Sheu , Li-Hsien Sun

High-dimensional simulation optimization is notoriously challenging. We propose a new sampling algorithm that converges to a global optimal solution and suffers minimally from the curse of dimensionality. The algorithm consists of two…

Machine Learning · Statistics 2021-07-21 Liang Ding , Rui Tuo , Xiaowei Zhang

Most of the analytical studies on spin glasses are performed by using mean-field theory and renormalization group analysis. Analytical studies on finite-dimensional spin glasses are very challenging. In this short note, a possible exten-…

Disordered Systems and Neural Networks · Physics 2018-01-17 Masayuki Ohzeki , Yuta Kudo , Kazuyuki Tanaka

In the present paper we have analysed a fermionic infinite-ranged quantum Heisenberg spin glass (s=1/2) with a BCS coupling in real space in the presence of an applied magnetic field. This model has been obtained by tracing out the…

Statistical Mechanics · Physics 2009-10-31 S. G. Magalhaes , A. A. Schmidt

We present a universal quantum Monte Carlo algorithm for simulating arbitrary high-spin (spin greater than 1/2) Hamiltonians, based on the recently developed permutation matrix representation (PMR) framework. Our approach extends a…

Computational Physics · Physics 2026-01-27 Arman Babakhani , Lev Barash , Itay Hen

We consider Ising mixed $p$-spin glasses at high-temperature and without external field, and study the problem of sampling from the Gibbs distribution $\mu$ in polynomial time. We develop a new sampling algorithm with complexity of the same…

Probability · Mathematics 2025-10-22 Ahmed El Alaoui , Andrea Montanari , Mark Sellke

We discuss a phase transition in spin glass models which have been rarely considered in the past, namely the phase transition that may take place when two real replicas are forced to be at a larger distance (i.e. at a smaller overlap) than…

Disordered Systems and Neural Networks · Physics 2020-02-27 Maddalena Dilucca , Luca Leuzzi , Giorgio Parisi , Federico Ricci-Tersenghi , Juan J. Ruiz-Lorenzo

We show marginal stability of near-ground states in spherical spin glasses is equivalent to full replica symmetry breaking at zero temperature near overlap $1$. This connection has long been implicit in the physics literature, which also…

Probability · Mathematics 2025-07-11 Mark Sellke

As in the preceding paper we aim at identifying the effective theory that describes the fluctuations of the local overlap with an equilibrium reference configuration close to a putative thermodynamic glass transition. We focus here on the…

Statistical Mechanics · Physics 2018-11-21 G. Biroli , C. Cammarota , G. Tarjus , M. Tarzia

In the maximum scatter traveling salesman problem the objective is to find a tour that maximizes the shortest distance between any two consecutive nodes. This model can be applied to manufacturing processes, particularly laser melting…

Discrete Mathematics · Computer Science 2017-07-17 Isabella Hoffmann , Sascha Kurz , Jörg Rambau