Related papers: Statistical mechanics of the maximum-average subma…
The problem of compressive detection of random subspace signals is studied. We consider signals modeled as $\mathbf{s} = \mathbf{H} \mathbf{x}$ where $\mathbf{H}$ is an $N \times K$ matrix with $K \le N$ and $\mathbf{x} \sim…
In the sliding window model, we are required to maintain the target statistics over the most recent $n$ elements of a data stream, which is captured by a window of size $n$ sliding over the data stream. Exact computation usually requires…
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…
We analyze the Blume-Emery-Griffiths model with disordered magnetic interaction that displays the inverse freezing phenomenon. The behavior of this spin-1 model in crystal field is studied throughout the phase diagram and the transition and…
Revealing hidden features in unlabeled data is called unsupervised feature learning, which plays an important role in pretraining a deep neural network. Here we provide a statistical mechanics analysis of the unsupervised learning in a…
We consider a matrix-valued Gaussian sequence model, that is, we observe a sequence of high-dimensional $M \times N$ matrices of heterogeneous Gaussian random variables $x_{ij,k}$ for $i \in\{1,...,M\}$, $j \in \{1,...,N\}$ and $k \in…
Considering a 2D matrix of positive and negative numbers, how might one draw a rectangle within it whose contents sum higher than all other rectangles'? This fundamental problem, commonly known the maximum rectangle problem or subwindow…
Constrained submodular maximization problems encompass a wide variety of applications, including personalized recommendation, team formation, and revenue maximization via viral marketing. The massive instances occurring in modern day…
We consider the problem of finding a dense submatrix of a matrix with i.i.d. Gaussian entries, where density is measured by average value. This problem arose from practical applications in biology and social sciences…
The Sherrington-Kirkpatrick model with random $\pm1$ couplings is programmed on the D-Wave Two annealer featuring 509 qubits interacting on a Chimera-type graph. The performance of the optimizer compares and correlates to simulated…
Given a large data matrix $A\in\mathbb{R}^{n\times n}$, we consider the problem of determining whether its entries are i.i.d. with some known marginal distribution $A_{ij}\sim P_0$, or instead $A$ contains a principal submatrix $A_{{\sf…
A subspace method is introduced to solve large-scale trace ratio problems. This approach is matrix-free, requiring only the action of the two matrices involved in the trace ratio. At each iteration, a smaller trace ratio problem is…
A randomized algorithm for computing a compressed representation of a given rank-structured matrix $A \in \mathbb{R}^{N\times N}$ is presented. The algorithm interacts with $A$ only through its action on vectors. Specifically, it draws two…
We describe several algorithms for matrix completion and matrix approximation when only some of its entries are known. The approximation constraint can be any whose approximated solution is known for the full matrix. For low rank…
We introduce efficient algorithms for approximate sampling from symmetric Gibbs distributions on the sparse random (hyper)graph. The examples we consider include (but are not restricted to) important distributions on spin systems and…
The goal of this book is to present new mathematical techniques for studying the behaviour of mean-field systems with disordered interactions. We mostly focus on certain problems of statistical inference in high dimension, and on spin…
Using Monte Carlo simulations, we study in detail the overlap distribution for individual samples for several spin-glass models including the infinite-range Sherrington-Kirkpatrick model, short-range Edwards-Anderson models in three and…
Our goal is to discuss in detail the calculation of the mean number of stationary points and minima for random isotropic Gaussian fields on a sphere as well as for stationary Gaussian random fields in a background parabolic confinement.…
Symmetric submodular maximization is an important class of combinatorial optimization problems, including MAX-CUT on graphs and hyper-graphs. The state-of-the-art algorithm for the problem over general constraints has an approximation ratio…
We study the "rank 1 case" of the inhomogeneous random graph model. In the subcritical case we derive an exact formula for the asymptotic size of the largest connected component scaled to log n. This result is new, it completes the…