相关论文: Mixing times of Langevin dynamics for spiked matri…
We consider random lattice triangulations of $n\times k$ rectangular regions with weight $\lambda^{|\sigma|}$ where $\lambda>0$ is a parameter and $|\sigma|$ denotes the total edge length of the triangulation. When $\lambda\in(0,1)$ and $k$…
We consider a Markov chain on invertible $n\times n$ matrices with entries in $\mathbb{Z}_2$ which moves by picking an ordered pair of distinct rows and add the first one to the other, modulo $2$. We establish a logarithmic Sobolev…
We study the fundamental limits of detecting the presence of an additive rank-one perturbation, or spike, to a Wigner matrix. When the spike comes from a prior that is i.i.d. across coordinates, we prove that the log-likelihood ratio of the…
Introduced in 1963, Glauber dynamics is one of the most practiced and extensively studied methods for sampling the Ising model on lattices. It is well known that at high temperatures, the time it takes this chain to mix in $L^1$ on a system…
An important paradigm in the understanding of mixing times of Glauber dynamics for spin systems is the correspondence between spatial mixing properties of the models and bounds on the mixing time of the dynamics. This includes, in…
We consider the performance of Glauber dynamics for the random cluster model with real parameter $q>1$ and temperature $\beta>0$. Recent work by Helmuth, Jenssen and Perkins detailed the ordered/disordered transition of the model on random…
We consider the Ising, and more generally, $q$-state Potts Glauber dynamics on random $d$-regular graphs on $n$ vertices at low temperatures $\beta \gtrsim \frac{\log d}{d}$. The mixing time is exponential in $n$ due to a bottleneck between…
We considerably improve upon the recent result of Martinelli and Toninelli on the mixing time of Glauber dynamics for the 2D Ising model in a box of side $L$ at low temperature and with random boundary conditions whose distribution $P$…
We study the speed of convergence of the Swendsen-Wang (SW) dynamics for the $q$-state ferromagnetic Potts model on the $n$-vertex complete graph, known as the mean-field model. The SW dynamics was introduced as an attractive alternative to…
We study Langevin dynamics for recovering the planted signal in the spiked matrix model. We provide a "path-wise" characterization of the overlap between the output of the Langevin algorithm and the planted signal. This overlap is…
We discuss the inhomogeneous spiked Wigner model, a theoretical framework recently introduced to study structured noise in various learning scenarios, through the prism of random matrix theory, with a specific focus on its spectral…
We study the Swendsen-Wang dynamics for the $q$-state Potts model on the lattice. Introduced as an alternative algorithm of the classical single-site Glauber dynamics, the Swendsen-Wang dynamics is a non-local Markov chain that recolors…
We derive the thermodynamic limit of the empirical correlation and response functions in the Langevin dynamics for spherical mixed $p$-spin disordered mean-field models, starting uniformly within one of the spherical bands on which the…
We derive the coupled non-linear integro-differential equations for the thermodynamic limit of the empirical correlation and response functions in the Langevin dynamics at temperature $T$, for spherical mixed $p$-spin disordered mean-field…
We study the computational task of detecting and estimating correlated signals in a pair of spiked matrices $$ X=\tfrac{\lambda}{\sqrt{n}} xu^{\top}+W, \quad Y=\tfrac{\mu}{\sqrt{n}} yv^{\top}+Z $$ where the spikes $x,y$ have correlation…
The Ising model is widely regarded as the most studied model of spin-systems in statistical physics. The focus of this paper is its dynamic (stochastic) version, the Glauber dynamics, introduced in 1963 and by now the most popular means of…
We study the mixing time of Metropolis-Adjusted Langevin algorithm (MALA) for sampling a target density on $\mathbb{R}^d$. We assume that the target density satisfies $\psi_\mu$-isoperimetry and that the operator norm and trace of its…
In the heat-bath Glauber dynamics for the Ising model on the lattice, physicists believe that the spectral gap of the continuous-time chain exhibits the following behavior. For some critical inverse-temperature $\beta_c$, the inverse-gap is…
Consider a spiked random tensor obtained as a mixture of two components: noise in the form of a symmetric Gaussian $p$-tensor for $p\geq 3$ and signal in the form of a symmetric low-rank random tensor. The latter is defined as a linear…
Consider Glauber dynamics for the Ising model on a graph of $n$ vertices. Hayes and Sinclair showed that the mixing time for this dynamics is at least $n\log n/f(\Delta)$, where $\Delta$ is the maximum degree and $f(\Delta) = \Theta(\Delta…