We gratefully acknowledge support from
the Simons Foundation and member institutions.
Full-text links:

Download:

Current browse context:

math.PR

Change to browse by:

References & Citations

Bookmark

(what is this?)
CiteULike logo BibSonomy logo Mendeley logo del.icio.us logo Digg logo Reddit logo

Mathematics > Probability

Title: Sampling from Spherical Spin Glasses in Total Variation via Algorithmic Stochastic Localization

Abstract: We consider the problem of algorithmically sampling from the Gibbs measure of a mixed $p$-spin spherical spin glass. We give a polynomial-time algorithm that samples from the Gibbs measure up to vanishing total variation error, for any model whose mixture satisfies $$\xi''(s) < \frac{1}{(1-s)^2}, \qquad \forall s\in [0,1).$$ This includes the pure $p$-spin glasses above a critical temperature that is within an absolute ($p$-independent) constant of the so-called shattering phase transition. Our algorithm follows the algorithmic stochastic localization approach introduced in (Alaoui, Montanari, Sellke, 20022). A key step of this approach is to estimate the mean of a sequence of tilted measures. We produce an improved estimator for this task by identifying a suitable correction to the TAP fixed point selected by approximate message passing (AMP). As a consequence, we improve the algorithm's guarantee over previous work, from normalized Wasserstein to total variation error. In particular, the new algorithm and analysis opens the way to perform inference about one-dimensional projections of the measure.
Comments: 107 pages
Subjects: Probability (math.PR); Disordered Systems and Neural Networks (cond-mat.dis-nn); Mathematical Physics (math-ph)
Cite as: arXiv:2404.15651 [math.PR]
  (or arXiv:2404.15651v1 [math.PR] for this version)

Submission history

From: Andrea Montanari [view email]
[v1] Wed, 24 Apr 2024 05:12:02 GMT (98kb)

Link back to: arXiv, form interface, contact.