TAP free energy, spin glasses, and variational inference.

TAP free energy, spin glasses, and variational inference.

Probability Seminar
Sep 19, 2018, 03:00 PM - 04:00 PM | 1011 Evans Hall | Happening As Scheduled
Song Mei, Stanford University
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...