Efficient approximation of branching random walk Gibbs measures
Abstract
Disordered systems such as spin glasses have been used extensively as models for high-dimensional random landscapes and studied from the perspective of optimization algorithms. In a recent paper by L. Addario-Berry and the second author, the continuous random energy model (CREM) was proposed as a simple toy model to study the efficiency of such algorithms. The following question was raised in that paper: what is the threshold , at which sampling (approximately) from the Gibbs measure at inverse temperature becomes algorithmically hard? This paper is a first step towards answering this question. We consider the branching random walk, a time-homogeneous version of the continuous random energy model. We show that a simple greedy search on a renormalized tree yields a linear-time algorithm which approximately samples from the Gibbs measure, for every , the (static) critical point. More precisely, we show that for every , there exists such an algorithm such that the specific relative entropy between the law sampled by the algorithm and the Gibbs measure of inverse temperature is less than with high probability. In the supercritical regime , we provide the following hardness result. Under a mild regularity condition, for every , there exists such that the running time of any given algorithm approximating the Gibbs measure stochastically dominates a geometric random variable with parameter on an event with probability at least .
Cite
@article{arxiv.2107.11465,
title = {Efficient approximation of branching random walk Gibbs measures},
author = {Fu-Hsuan Ho and Pascal Maillard},
journal= {arXiv preprint arXiv:2107.11465},
year = {2022}
}
Comments
Journal version, minor corrections, Sec 1.1 in v1 moved to Sec 1.2 in v2 and thoroughly rewritten. 19 pages, 1 figure