46 min
Sampling from the Sherrington-Kirkpatrick model up to β<1/2
Computational Statistics, Statistical Mechanics and seminar by Holden Lee, Johns Hopkins University
Thursday 11:00 Los Angeles (GMT-7)
Recording available
Berkeley, United States
Recording
Abstract
A polynomial-time algorithm samples the Sherrington–Kirkpatrick Gibbs distribution with negligible total-variation error for inverse temperatures below one half. The talk combines stochastic localization, Jarzynski's equality and rejection sampling with covariance and functional-inequality estimates. It also derives a weak Poincaré inequality that simplifies the construction and relates the guarantees to earlier Wasserstein results.
Topics
Gibbs distributionpolynomial-time algorithmtotal-variation errorstochastic localizationJarzynski's equalityrejection samplingweak Poincaré inequality