SearcharxivSearch

arXiv · 2106.02111

Efficient $\mathbb{Z}_2$ synchronization on $\mathbb{Z}^d$ under symmetry-preserving side information

Abstract

We consider $\mathbb{Z}_2$-synchronization on the Euclidean lattice. Every vertex of $\mathbb{Z}^d$ is assigned an independent symmetric random sign $\theta_u$, and for every edge $(u,v)$ of the lattice, one observes the product $\theta_u\theta_v$ flipped independently with probability $p$. The task is to reconstruct products $\theta_u\theta_v$ for pairs of vertices $u$ and $v$ which are arbitrarily far apart. Abb\'e, Massouli\'e, Montanari, Sly and Srivastava (2018) showed that synchronization is possible if and only if $p$ is below a critical threshold $\tilde{p}_c(d)$, and efficiently so for $p$ small enough. We augment this synchronization setting with a model of side information preserving the sign symmetry of $\theta$, and propose an \emph{efficient} algorithm which synchronizes a randomly chosen pair of far away vertices on average, up to a differently defined critical threshold $p_c(d)$. We conjecture that $ p_c(d)=\tilde{p}_c(d)$ for all $d \ge 2$. Our strategy is to \emph{renormalize} the synchronization model in order to reduce the effective noise parameter, and then apply a variant of the multiscale algorithm of AMMSS. The success of the renormalization procedure is conditional on a plausible but unproved assumption about the regularity of the free energy of an Ising spin glass model on $\mathbb{Z}^d$.

Explore related subjects

Keep this discovery

BibTeXRIS

Ahmed El Alaoui. 2021-06-03. Efficient $\mathbb{Z}_2$ synchronization on $\mathbb{Z}^d$ under symmetry-preserving side information. https://arxiv.org/abs/2106.02111

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR