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Department of Mathematics,
University of California San Diego

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AWM Colloquium

Si Tang

Lehigh University

On convergence of the cavity and Bolthausen’s TAP iterations to the local magnetization

Abstract:

The cavity and TAP equations are high-dimensional systems of nonlinear equations of the local magnetization in the Sherrington-Kirkpatrick model. In the seminal work, Bolthausen introduced an iterative scheme that produces an asymptotic solution to the TAP equations if the model lies inside the Almeida-Thouless transition line. However, it was unclear if this asymptotic solution coincides with the true local magnetization. In this work, motivated by the cavity equations, we introduce a new iterative scheme and establish a weak law of large numbers. We show that our new scheme is asymptotically the same as the so-called Approximate Message Passing (AMP) algorithm that has been popularly adapted in compressed sensing, Bayesian inferences, etc. Based on this, we confirm that our cavity iteration and Bolthausen’s scheme both converge to the local magnetization as long as the overlap is locally uniformly concentrated. This is a joint work with Wei-Kuo Chen (University of Minnesota).

May 12, 2022

4:00 PM

https://ucsd.zoom.us/j/97738771432

Zoom ID: 977 3877 1432

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