Statistical Physics and Computation in High Dimension
Talkat Probability, Geometry, and Computation in High Dimensions Boot Camp (Simons Institute, Fall 2020) · 2020-08-19..08-28·
summary
Lecture contrasts exact limits and practical algorithms: replica and cavity methods give asymptotic mutual information and an information-theoretic recovery threshold (signal-to-noise ~ q log q), while polynomial algorithms stall at a higher threshold (empirically ~q^2). Concrete tools tested: Monte Carlo sampling (mixing too slow), Belief Propagation / AMP (works above q^2, tracked by state evolution), and a provable non-backtracking spectral algorithm whose leading eigenvector correlates with ground truth. Sum-of-squares, neural nets and quantum annealing also fail to beat the gap; planted-clique and tensor-spike examples show analogous barriers.
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chapters (20)
- 0:00Intro
- 5:33A simple example: Clustering
- 7:35Stochastic Block Mode
- 12:13Experiment: Monte-Carlo Markov Chai
- 14:18Heuristic solution from statistical physic
- 18:01Lineup of mathematical works
- 20:59Asymptotic optimal overlap Information theoretic solution
- 21:44Information Theoretic Transitio
- 23:34Belief propagation
- 26:41Yet sometimes, BP fails..
- 27:54in fact, BP fails quite often!
- 30:55Non-backtracking operator
- 35:42Many attempts to beat the q? threshold
- 37:44A bold conjecture
- 38:51A variant: Planted Clique
- 39:59"Balanced" Asymmetric Communiti
- 46:49Intuition from physics
- 52:18Scalings matter!
- 55:33SPIKED TENSOR MODEL
- 57:18IMPROVING ON BP/AMP ?
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