Related papers: AMP algorithms and Stein's method: Understanding T…
We consider a framework for the construction of iterative schemes for operator equations that combine low-rank approximation in tensor formats and adaptive approximation in a basis. Under fairly general assumptions, we obtain a rigorous…
The estimation of a random vector with independent components passed through a linear transform followed by a componentwise (possibly nonlinear) output map arises in a range of applications. Approximate message passing (AMP) methods, based…
We introduce an integral representation of the Monge-Amp\`ere equation, which leads to a new finite difference method based upon numerical quadrature. The resulting scheme is monotone and fits immediately into existing convergence proofs…
In this paper we consider central limit theorems for various macroscopic observables in the high temperature region of the Sherrington-Kirkpatrick spin glass model. With a particular focus on obtaining a quenched central limit theorem for…
Transform Invariant Low-rank Textures (TILT) is a novel and powerful tool that can effectively rectify a rich class of low-rank textures in 3D scenes from 2D images despite significant deformation and corruption. The existing algorithm for…
We study a spin system with both mixed even-spin Sherrington-Kirkpatrick (SK) couplings and Curie-Weiss (CW) interaction. Our main results are: (i) The thermodynamic limit of the free energy is given by a variational formula involving the…
We investigate overlap fluctuations of the Sherrington-Kirkpatrick mean field spin glass model in the framework of the Random Over- lap Structure (ROSt). The concept of ROSt has been introduced recently by Aizenman and coworkers, who…
We study hierarchies of replica-symmetry-breaking solutions of the Sherrington-Kirkpatrick model. Stationarity equations for order parameters of solutions with an arbitrary number of hierarchies are set and the limit to infinite number of…
We show that a method based on logistic regression, using all the data, solves the inverse Ising problem far better than mean-field calculations relying only on sample pairwise correlation functions, while still computationally feasible for…
Stein's method compares probability distributions through the study of a class of linear operators called Stein operators. While mainly studied in probability and used to underpin theoretical statistics, Stein's method has led to…
We compare and discuss the respective efficiency of three methods (with two variants for each of them), based respectively on Taylor (Maclaurin) series, Pad\'{e} approximants and conformal mappings, for solving quasi-analytically a…
We discuss a general treatment based on the mean field plus random phase approximation (RPA) for the evaluation of subsystem entropies and negativities in ground states of spin systems. The approach leads to a tractable general method,…
This letter proposes a novel message-passing algorithm for signal recovery in compressed sensing. The proposed algorithm solves the disadvantages of approximate message-passing (AMP) and orthogonal/vector AMP, and realizes their advantages.…
Approximating marginals of a graphical model is one of the fundamental problems in the theory of networks. In a recent paper a method was shown to construct a variational free energy such that the linear response estimates, and maximum…
We propose a hybrid quantum-classical algorithm for approximating the ground state and ground state energy of a Hamiltonian. Once the Ansatz has been decided, the quantum part of the algorithm involves the calculation of two overlap…
This paper presents new variants of the averaged alternating modified reflections (AAMR) method for the best approximation problem. Under a mild constraint qualification, we first show its weak convergence and then establish a convergence…
Approximate Message Passing (AMP) algorithms are a family of iterative algorithms based on large random matrices with the special property of tracking the statistical properties of their iterates. They are used in various fields such as…
We analyze an algorithm to numerically solve the mean-field optimal control problems by approximating the optimal feedback controls using neural networks with problem specific architectures. We approximate the model by an $N$-particle…
Low rank orthogonal tensor approximation (LROTA) is an important problem in tensor computations and their applications. A classical and widely used algorithm is the alternating polar decomposition method (APD). In this article, an improved…
We present a new approach to study the thermodynamic properties of $d$-dimensional classical systems by reducing the problem to the computation of ground state properties of a $d$-dimensional quantum model. This classical-to-quantum mapping…