English

Sampling from the Sherrington-Kirkpatrick Gibbs measure via algorithmic stochastic localization

Probability 2024-02-19 v2 Disordered Systems and Neural Networks Data Structures and Algorithms

Abstract

We consider the Sherrington-Kirkpatrick model of spin glasses at high-temperature and no external field, and study the problem of sampling from the Gibbs distribution μ\mu in polynomial time. We prove that, for any inverse temperature β<1/2\beta<1/2, there exists an algorithm with complexity O(n2)O(n^2) that samples from a distribution μalg\mu^{alg} which is close in normalized Wasserstein distance to μ\mu. Namely, there exists a coupling of μ\mu and μalg\mu^{alg} such that if (x,xalg){1,+1}n×{1,+1}n(x,x^{alg})\in\{-1,+1\}^n\times \{-1,+1\}^n is a pair drawn from this coupling, then n1E{xxalg22}=on(1)n^{-1}\mathbb E\{||x-x^{alg}||_2^2\}=o_n(1). The best previous results, by Bauerschmidt and Bodineau and by Eldan, Koehler, and Zeitouni, implied efficient algorithms to approximately sample (under a stronger metric) for β<1/4\beta<1/4. We complement this result with a negative one, by introducing a suitable "stability" property for sampling algorithms, which is verified by many standard techniques. We prove that no stable algorithm can approximately sample for β>1\beta>1, even under the normalized Wasserstein metric. Our sampling method is based on an algorithmic implementation of stochastic localization, which progressively tilts the measure μ\mu towards a single configuration, together with an approximate message passing algorithm that is used to approximate the mean of the tilted measure.

Keywords

Cite

@article{arxiv.2203.05093,
  title  = {Sampling from the Sherrington-Kirkpatrick Gibbs measure via algorithmic stochastic localization},
  author = {Ahmed El Alaoui and Andrea Montanari and Mark Sellke},
  journal= {arXiv preprint arXiv:2203.05093},
  year   = {2024}
}
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