Marc Mézard and Andrea Montanari
- Published in print:
- 2009
- Published Online:
- September 2009
- ISBN:
- 9780198570837
- eISBN:
- 9780191718755
- Item type:
- book
- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780198570837.001.0001
- Subject:
- Physics, Theoretical, Computational, and Statistical Physics
This book presents a unified approach to a rich and rapidly evolving research domain at the interface between statistical physics, theoretical computer science/discrete mathematics, and ...
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This book presents a unified approach to a rich and rapidly evolving research domain at the interface between statistical physics, theoretical computer science/discrete mathematics, and coding/information theory. The topics which have been selected, including spin glasses, error correcting codes, satisfiability, are central to each field. The approach focuses on the limit of large random instances, adopting a common formulation in terms of graphical models. It presents message passing algorithms like belief propagation and survey propagation, and their use in decoding and constraint satisfaction solving. It also explains analysis techniques like density evolution and the cavity method, and uses them to derive phase diagrams and study phase transitions.Less
This book presents a unified approach to a rich and rapidly evolving research domain at the interface between statistical physics, theoretical computer science/discrete mathematics, and coding/information theory. The topics which have been selected, including spin glasses, error correcting codes, satisfiability, are central to each field. The approach focuses on the limit of large random instances, adopting a common formulation in terms of graphical models. It presents message passing algorithms like belief propagation and survey propagation, and their use in decoding and constraint satisfaction solving. It also explains analysis techniques like density evolution and the cavity method, and uses them to derive phase diagrams and study phase transitions.
Marc Mézard and Andrea Montanari
- Published in print:
- 2009
- Published Online:
- September 2009
- ISBN:
- 9780198570837
- eISBN:
- 9780191718755
- Item type:
- chapter
- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780198570837.003.0017
- Subject:
- Physics, Theoretical, Computational, and Statistical Physics
This chapter studies two problems of statistical physics: the ferromagnet and the spin glass, on large random graphs with fixed degree profile. It describes the use of the replica symmetric cavity ...
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This chapter studies two problems of statistical physics: the ferromagnet and the spin glass, on large random graphs with fixed degree profile. It describes the use of the replica symmetric cavity method in this context, and studies its stability. The analysis relies on physicists methods, without any attempt at being rigorous. It provides a complete solution of the ferromagnetic problem at all temperatures. In the spin glass case, the replica symmetric solution is asymptotically correct in the high temperature ‘paramagnetic’ phase, but it turns out to be wrong in the spin glass phase. The phase transition temperature can be computed exactly.Less
This chapter studies two problems of statistical physics: the ferromagnet and the spin glass, on large random graphs with fixed degree profile. It describes the use of the replica symmetric cavity method in this context, and studies its stability. The analysis relies on physicists methods, without any attempt at being rigorous. It provides a complete solution of the ferromagnetic problem at all temperatures. In the spin glass case, the replica symmetric solution is asymptotically correct in the high temperature ‘paramagnetic’ phase, but it turns out to be wrong in the spin glass phase. The phase transition temperature can be computed exactly.
Marc Mézard and Andrea Montanari
- Published in print:
- 2009
- Published Online:
- September 2009
- ISBN:
- 9780198570837
- eISBN:
- 9780191718755
- Item type:
- chapter
- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780198570837.003.0016
- Subject:
- Physics, Theoretical, Computational, and Statistical Physics
This chapter discusses the use of message passing techniques in a combinatorial optimization problem assignment. Given N ‘agents’ and N ‘jobs’, and the cost matrix E(i,j) for having job i executed by ...
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This chapter discusses the use of message passing techniques in a combinatorial optimization problem assignment. Given N ‘agents’ and N ‘jobs’, and the cost matrix E(i,j) for having job i executed by agent j, the problem is to find the lowest cost assignment of jobs to agents. On the algorithmic side, the Min-Sum variant of Belief Propagation is shown to converge to an optimal solution in polynomial time. On the probabilistic side, the large N limit of random instances, when the costs E(i,j) are independent uniformly random variables, is studied analytically. The cost of the optimal assignment is first computed heuristically within the replica symmetric cavity method, giving the celebrated zeta(2) result. This study is confirmed by a rigorous combinatorial argument which provides a proof of the Parisi and Coppersmith–Sorkin conjectures.Less
This chapter discusses the use of message passing techniques in a combinatorial optimization problem assignment. Given N ‘agents’ and N ‘jobs’, and the cost matrix E(i,j) for having job i executed by agent j, the problem is to find the lowest cost assignment of jobs to agents. On the algorithmic side, the Min-Sum variant of Belief Propagation is shown to converge to an optimal solution in polynomial time. On the probabilistic side, the large N limit of random instances, when the costs E(i,j) are independent uniformly random variables, is studied analytically. The cost of the optimal assignment is first computed heuristically within the replica symmetric cavity method, giving the celebrated zeta(2) result. This study is confirmed by a rigorous combinatorial argument which provides a proof of the Parisi and Coppersmith–Sorkin conjectures.
Marc Mézard and Andrea Montanari
- Published in print:
- 2009
- Published Online:
- September 2009
- ISBN:
- 9780198570837
- eISBN:
- 9780191718755
- Item type:
- chapter
- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780198570837.003.0014
- Subject:
- Physics, Theoretical, Computational, and Statistical Physics
This chapter discusses a general method for approximating marginals of large graphical models. This powerful technique has been discovered independently in various fields: statistical physics (under ...
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This chapter discusses a general method for approximating marginals of large graphical models. This powerful technique has been discovered independently in various fields: statistical physics (under the name ‘Bethe Peierls approximation’), coding theory (‘sum-product’ and ‘min-sum’ algorithms), and artificial intelligence (‘belief propagation’). It is based on an exchange of messages between variables and factors, along the edges of the factor graph. These messages are interpreted as probability distributions for the variable in a graph where a cavity has been dug. The chapter also discusses the statistical analysis of these messages in large random graphical models: density evolution and the replica symmetric cavity method.Less
This chapter discusses a general method for approximating marginals of large graphical models. This powerful technique has been discovered independently in various fields: statistical physics (under the name ‘Bethe Peierls approximation’), coding theory (‘sum-product’ and ‘min-sum’ algorithms), and artificial intelligence (‘belief propagation’). It is based on an exchange of messages between variables and factors, along the edges of the factor graph. These messages are interpreted as probability distributions for the variable in a graph where a cavity has been dug. The chapter also discusses the statistical analysis of these messages in large random graphical models: density evolution and the replica symmetric cavity method.
Marc Mézard
- Published in print:
- 2015
- Published Online:
- March 2016
- ISBN:
- 9780198743736
- eISBN:
- 9780191803802
- Item type:
- chapter
- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780198743736.003.0004
- Subject:
- Physics, Theoretical, Computational, and Statistical Physics
The cavity method is introduced as a heuristic framework from a physics perspective to solve probabilistic graphical models and is presented at both the replica symmetry (RS) and one-step replica ...
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The cavity method is introduced as a heuristic framework from a physics perspective to solve probabilistic graphical models and is presented at both the replica symmetry (RS) and one-step replica symmetry breaking (1RSB) levels. This technique has been applied with success to a wide range of models and problems, such as spin glasses, random constraint satisfaction problems (rCSP), and error correcting codes. First, the RS cavity solution for the Sherrington–Kirkpatrick model—a fully connected spin glass model—is derived and its equivalence to the RS solution obtained using replicas is discussed. The general cavity method for diluted graphs is then illustrated at both RS and 1RSB levels. The latter was a significant breakthrough in the last decade and has direct applications to rCSP. Finally, as an example of an actual problem, k-SAT is investigated using belief and survey propagation.Less
The cavity method is introduced as a heuristic framework from a physics perspective to solve probabilistic graphical models and is presented at both the replica symmetry (RS) and one-step replica symmetry breaking (1RSB) levels. This technique has been applied with success to a wide range of models and problems, such as spin glasses, random constraint satisfaction problems (rCSP), and error correcting codes. First, the RS cavity solution for the Sherrington–Kirkpatrick model—a fully connected spin glass model—is derived and its equivalence to the RS solution obtained using replicas is discussed. The general cavity method for diluted graphs is then illustrated at both RS and 1RSB levels. The latter was a significant breakthrough in the last decade and has direct applications to rCSP. Finally, as an example of an actual problem, k-SAT is investigated using belief and survey propagation.
Florent Krzakala, Federico Ricci-Tersenghi, Lenka Zdeborova, Riccardo Zecchina, Eric W. Tramel, and Leticia F. Cugliandolo (eds)
- Published in print:
- 2015
- Published Online:
- March 2016
- ISBN:
- 9780198743736
- eISBN:
- 9780191803802
- Item type:
- book
- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780198743736.001.0001
- Subject:
- Physics, Theoretical, Computational, and Statistical Physics
This book contains a collection of the presentations that were given in October 2013 at the Les Houches Autumn School on statistical physics, optimization, inference, and message-passing algorithms. ...
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This book contains a collection of the presentations that were given in October 2013 at the Les Houches Autumn School on statistical physics, optimization, inference, and message-passing algorithms. In the last decade, there has been increasing convergence of interest and methods between theoretical physics and fields as diverse as probability, machine learning, optimization, and inference problems. In particular, much theoretical and applied work in statistical physics and computer science has relied on the use of message-passing algorithms and their connection to the statistical physics of glasses and spin glasses. For example, both the replica and cavity methods have led to recent advances in compressed sensing, sparse estimation, and random constraint satisfaction, to name a few. This book’s detailed pedagogical lectures on statistical inference, computational complexity, the replica and cavity methods, and belief propagation are aimed particularly at PhD students, post-docs, and young researchers desiring the foundational material necessary for entering this rapidly developing field. In these lectures the reader can find detailed applications of theory to problems in community detection and clustering, signal denoising, identification of hidden cliques, error correcting codes, and constraint satisfaction.Less
This book contains a collection of the presentations that were given in October 2013 at the Les Houches Autumn School on statistical physics, optimization, inference, and message-passing algorithms. In the last decade, there has been increasing convergence of interest and methods between theoretical physics and fields as diverse as probability, machine learning, optimization, and inference problems. In particular, much theoretical and applied work in statistical physics and computer science has relied on the use of message-passing algorithms and their connection to the statistical physics of glasses and spin glasses. For example, both the replica and cavity methods have led to recent advances in compressed sensing, sparse estimation, and random constraint satisfaction, to name a few. This book’s detailed pedagogical lectures on statistical inference, computational complexity, the replica and cavity methods, and belief propagation are aimed particularly at PhD students, post-docs, and young researchers desiring the foundational material necessary for entering this rapidly developing field. In these lectures the reader can find detailed applications of theory to problems in community detection and clustering, signal denoising, identification of hidden cliques, error correcting codes, and constraint satisfaction.
Amin Coja-Oghlan
- Published in print:
- 2015
- Published Online:
- March 2016
- ISBN:
- 9780198743736
- eISBN:
- 9780191803802
- Item type:
- chapter
- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780198743736.003.0007
- Subject:
- Physics, Theoretical, Computational, and Statistical Physics
This chapter discusses the random regular k-SAT problem, i.e., a random k-CNF formula Φ = Φk(n,d) on n variables such that each of the 2n literals appears exactly d times. With k0 a certain ...
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This chapter discusses the random regular k-SAT problem, i.e., a random k-CNF formula Φ = Φk(n,d) on n variables such that each of the 2n literals appears exactly d times. With k0 a certain constant, for any k > k0 a number dk is identified such that for any d ≤ dk the random formula Φ admits a truth assignment that satisfies all but o(n) clauses with high probability, whereas for d > dk there is with high probability no such truth assignment. This phase transition is consistent with predictions based on the cavity method from statistical mechanics, and the proof also directly employs ideas from the cavity method, such as the notion of covers (relaxed satisfying assignments), which are obtained here via a whitening process.Less
This chapter discusses the random regular k-SAT problem, i.e., a random k-CNF formula Φ = Φk(n,d) on n variables such that each of the 2n literals appears exactly d times. With k0 a certain constant, for any k > k0 a number dk is identified such that for any d ≤ dk the random formula Φ admits a truth assignment that satisfies all but o(n) clauses with high probability, whereas for d > dk there is with high probability no such truth assignment. This phase transition is consistent with predictions based on the cavity method from statistical mechanics, and the proof also directly employs ideas from the cavity method, such as the notion of covers (relaxed satisfying assignments), which are obtained here via a whitening process.