No Arabic abstract
Approximating marginals of a graphical model is one of the fundamental problems in the theory of networks. In a recent paper a method was shown to construct a variational free energy such that the linear response estimates, and maximum entropy estimates (for beliefs) are in agreement, with implications for direct and inverse Ising problems[1]. In this paper we demonstrate an extension of that method, incorporating new information from the response matrix, and we recover the adaptive-TAP equations as the first order approximation[2]. The method is flexible with respect to applications of the cluster variational method, special cases of this method include Naive Mean Field (NMF) and Bethe. We demonstrate that the new framework improves estimation of marginals by orders of magnitude over standard implementations in the weak coupling limit. Beyond the weakly coupled regime we show there is an improvement in a model where the NMF and Bethe approximations are known to be poor for reasons of frustration and short loops.
We study a class of Markov chains that describe reversible stochastic dynamics of a large class of disordered mean field models at low temperatures. Our main purpose is to give a precise relation between the metastable time scales in the problem to the properties of the rate functions of the corresponding Gibbs measures. We derive the analog of the Wentzell-Freidlin theory in this case, showing that any transition can be decomposed, with probability exponentially close to one, into a deterministic sequence of ``admissible transitions. For these admissible transitions we give upper and lower bounds on the expected transition times that differ only by a constant. The distribution rescaled transition times are shown to converge to the exponential distribution. We exemplify our results in the context of the random field Curie-Weiss model.
The discrete polymer model with random Boltzmann weights with homogeneous inverse gamma distribution, introduced by Seppalainen, is studied in the case of a polymer with one fixed and one free end. The model with two fixed ends has been integrated by Thiery and Le Doussal, using coordinate Bethe Ansatz techniques and an analytic-continuation prescription. The probability distribution of the free energy has been obtained through the replica method, even though the moments of the partition sum do not exist at all orders due to the fat tail in the distribution of Boltzmann weights. To extend this approach to the polymer with one free end, we argue that the contribution to the partition sums in the thermodynamic limit is localised on parity-invariant string states. This situation is analogous to the case of the continuum polymer with one free end, related to the Kardar--Parisi--Zhang equation with flat boundary conditions and solved by Le Doussal and Calabrese. The expansion of the generating function of the partition sum in terms of numbers of strings can also be transposed to the log-gamma polymer model, with the induced Fredholm determinant structure. We derive the large-time limit of the rescaled cumulative distribution function, and relate it to the GOE Tracy--Widom distribution. The derivation is conjectural in the sense that it assumes completeness of a family of string states (and expressions of their norms already used in the fixed-end problem) and extends heuristically the order of moments of the partition sum to the complex plane.
We present a simple strategy in order to show the existence and uniqueness of the infinite volume limit of thermodynamic quantities, for a large class of mean field disordered models, as for example the Sherrington-Kirkpatrick model, and the Derrida p-spin model. The main argument is based on a smooth interpolation between a large system, made of N spin sites, and two similar but independent subsystems, made of N_1 and N_2 sites, respectively, with N_1+N_2=N. The quenched average of the free energy turns out to be subadditive with respect to the size of the system. This gives immediately convergence of the free energy per site, in the infinite volume limit. Moreover, a simple argument, based on concentration of measure, gives the almost sure convergence, with respect to the external noise. Similar results hold also for the ground state energy per site.
We consider the complexity of random ferromagnetic landscapes on the hypercube ${pm 1}^N$ given by Ising models on the complete graph with i.i.d. non-negative edge-weights. This includes, in particular, the case of Bernoulli disorder corresponding to the Ising model on a dense random graph $mathcal G(N,p)$. Previous results had shown that, with high probability as $Ntoinfty$, the gradient search (energy-lowering) algorithm, initialized uniformly at random, converges to one of the homogeneous global minima (all-plus or all-minus). Here, we devise two modified algorithms tailored to explore the landscape at near-zero magnetizations (where the effect of the ferromagnetic drift is minimized). With these, we numerically verify the landscape complexity of random ferromagnets, finding a diverging number of (1-spin-flip-stable) local minima as $Ntoinfty$. We then investigate some of the properties of these local minima (e.g., typical energy and magnetization) and compare to the situation where the edge-weights are drawn from a heavy-tailed distribution.
The phase diagram of the random field Ising model on the Bethe lattice with a symmetric dichotomous random field is closely investigated with respect to the transition between the ferromagnetic and paramagnetic regime. Refining arguments of Bleher, Ruiz and Zagrebnov [J. Stat. Phys. 93, 33 (1998)] an exact upper bound for the existence of a unique paramagnetic phase is found which considerably improves the earlier results. Several numerical estimates of transition lines between a ferromagnetic and a paramagnetic regime are presented. The obtained results do not coincide with a lower bound for the onset of ferromagnetism proposed by Bruinsma [Phys. Rev. B 30, 289 (1984)]. If the latter one proves correct this would hint to a region of coexistence of stable ferromagnetic phases and a stable paramagnetic phase.