Related papers: Estimating rank-one matrices with mismatched prior…
We compute the probability of positive large deviations of the free energy per spin in mean-field Spin-Glass models. The probability vanishes in the thermodynamic limit as $P(\Delta f) \propto \exp[-N^2 L_2(\Delta f)]$. For the…
We compute analytically the probability distribution of large deviations in the spin-glass free energy for the Sherrington-Kirkpatrick mean field model, i.e. we compute the exponentially small probability of finding a system with intensive…
The Sherrington-Kirkpatrick spin-glass model is investigated by means of Monte Carlo simulations employing a combination of the multi-overlap algorithm with parallel tempering methods. We investigate the finite-size scaling behaviour of the…
The free energy of the Random Energy Model at the transition point between ferromagnetic and spin glass phases is calculated. At this point, equivalent to the decoding error threshold in optimal codes, free energy has finite size…
We consider the Sherrington-Kirkpatrick model of spin glasses with ferromagnetically biased couplings. For a specific choice of the couplings mean, the resulting Gibbs measure is equivalent to the Bayesian posterior for a high-dimensional…
We study the performance of a Bayesian statistician who estimates a rank-one signal corrupted by non-symmetric rotationally invariant noise with a generic distribution of singular values. As the signal-to-noise ratio and the noise structure…
We study the Potts spin glass model, which generalizes the Sherrington-Kirkpatrick model to the case when spins take more than two values but their interactions are counted only if the spins are equal. We obtain the analogue of the Parisi…
By using a simple interpolation argument, in previous work we have proven the existence of the thermodynamic limit, for mean field disordered models, including the Sherrington-Kirkpatrick model, and the Derrida p-spin model. Here we extend…
We establish a strict asymptotic inequality between a class of graph partition problems on the sparse End\H{o]s-R\'enyi and random regular graph ensembles with the same average degree. Along the way, we establish a variational…
We consider the estimation of an n-dimensional vector s from the noisy element-wise measurements of $\mathbf{s}\mathbf{s}^T$, a generic problem that arises in statistics and machine learning. We study a mismatched Bayesian inference…
We investigate the large deviation behavior of the overlap probability density in the Sherrington--Kirkpatrick model from several analytical perspectives. First we analyze the spin glass phase using the coupled replica scheme. Here…
In this work we give a proof of universality with respect to the choice of the statistical distribution of the quenched noise, for mean field bipartite spin glasses. We use mainly techniques of spin glasses theory, as Guerra's interpolation…
We develop a pseudo-likelihood theory for rank one matrix estimation problems in the high dimensional limit. We prove a variational principle for the limiting pseudo-maximum likelihood which also characterizes the performance of the…
We continue our presentation of mathematically rigorous results about the Sherrington-Kirkpatrick mean field spin glass model. Here we establish some properties of the distribution of overlaps between real replicas. They are in full…
We consider the problem of estimating the factors of a rank-$1$ matrix with i.i.d. Gaussian, rank-$1$ measurements that are nonlinearly transformed and corrupted by noise. Considering two prototypical choices for the nonlinearity, we study…
We establish relations between different characterizations of order in spin glass models. We first prove that the broadening of the replica overlap distribution indicated by a nonzero standard deviation of the replica overlap $R^{1,2}$…
We study the universality of superconcentration for the free energy in the Sherrington-Kirkpatrick (SK) model. In arXiv:0907.3381, Chatterjee showed that when the system consists of $N$ spins and Gaussian disorders, the variance of this…
Perturbation theory is developed to analyze the impact of noise on data and has been an essential part of numerical analysis. Recently, it has played an important role in designing and analyzing matrix algorithms. One of the most useful…
We provide a strategy to find in few elementary calculations the critical exponents of the overlaps for dilute spin glasses, in absence of external field. Such a strategy is based on the expansion of a suitably perturbed average of the…
We consider an invariant random matrix model where the standard Gaussian potential is distorted by an additional single pole of order $m$. We compute the average or macroscopic spectral density in the limit of large matrix size, solving the…