TAP free energy, spin glasses, and variational inference.

Probability Seminar
Sep 19, 2018 3:00pm to 4:00pm
Location: 
1011 Evans Hall
Status: 
Happening As Scheduled
We consider the Sherrington-Kirkpatrick model of spin glasses with ferromagnetically biased couplings. For a specific choice of the couplings mean, the resulting Gibbs measure is equivalent to the Bayesian posterior for a high-dimensional estimation problem known as ‘Z2 synchronization’. Statistical physics suggests to compute the expectation with respect to this Gibbs measure (the posterior mean...
Song Mei, Stanford University