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Francesco Concetti

Publications and source records attributed to Francesco Concetti.

12 recordsLinked to original sources

REM universality and Poisson-Dirichlet Gibbs weights for linear random energy

We study the Hamiltonian $H_n(h,\sigma)=\sum_{i=1}^n h_i(\sigma_i-m), $ where $(h_i)$ are i.i.d.\ real random variables and $(\sigma_i)$ are i.i.d.\ Ising spins. We consider the energy levels obtained after an independent thinning that retains an exponential number of configurations ($e^{O(n)}$). We prove that, after an $(h_i)$-dependent centering, the resulting point process converges in distribution to a Poisson point process with exponential intensity. Thus, the energy levels asymptotically has the one of the Random Energy Model (REM). Our results extend previous ones, where REM universality for this model was established only either for energy fluctuations of order $e^{-O(n)}$ or for $e^{o(\sqrt n)}$ randomly selected configurations. We also identify the limiting Gibbs weights, which converge to a Poisson--Dirichlet law, and the quenched free energy, which exhibits a freezing transition at $\beta=\tilde\lambda$. The proofs are presented here in compressed form; full details are given in the companion preprint.

math.PR

REM universality for linear random energy

We consider a sequence of random Hamiltonians $H_n(h,\sigma)=\sum^n_{i=1}h_i(\sigma_i-m)$, and study the asymptotic ($n\to \infty$) distribution of the energy levels $(H_n(h,\sigma))_{\sigma\in \{-1,1\}^n}$, where $h_1,h_2,\cdots$ are i.i.d. random variables. We show that, when $e^{O(n)}$ configurations are sampled at random, the corresponding collection of energy levels converges in distribution to a Poisson point process with exponential intensity measure. This establishes the Random Energy Model (REM) universality for the present model. Our results strengthen earlier works on local REM universality by characterizing the distribution of $O(1)-$order fluctuations of $H_n$. In addition, we improve upon the REM universality by dilution studied by Ben Arous, Gayrard, Kuptsov by allowing an exponentially large number $e^{O(n)}$ of sampled configurations, instead of $e^{o(\sqrt{n})}$. Finally, we derive the asymptotic distribution of the Gibbs weight.

math.PR

Properties of the full replica symmetry breaking free energy functional of the Ising spin glass on random regular graph

We analyze the full replica symmetry breaking (full--RSB) free energy functional for the Ising spin glass on a random regular graph proposed by the author in \cite{MyPaper}. We prove that the full--RSB formulation provides an improvement over any replica symmetry breaking approximation with a finite number of steps (finite--RSB), based on the M\'ezard-Parisi ansatz \cite{ParMezRRG1}. We provide a representation of that functional as the unique solution to a well-posed backward stochastic differential equation. This stochastic formulation enables a refined analysis of the functional and the computation of the derivatives with respect to the order parameters of the model. The techniques developed here hold potential interest for broader areas such as calculus of variations, stochastic optimal control, and functional analysis.

math.PR

Variational formula for the logarithmic potential of free additive convolutions

We establish a general variational formula for the logarithmic potential of the free additive convolution of two compactly supported probability measure on $\R$. The formula is given in terms of the $R$-transform of the first measure, and the logarithmic potential of second measure. The result applies in particular to the additive convolution with the semicircle or Marchenko-Pastur laws, for which the formula simplifies. The logarithmic potential of additive convolutions appears for instance in estimates of the determinant of sums of independent random matrices.

math.PR

On the determinant in Bray-Moore's TAP complexity formula

In the computation of the TAP complexity, originally carried out by Bray and Moore, a fundamental step is to calculate the determinant of a random Hessian. As the replica method does not give a clear prescription, physicists debated how to perform this computation and its consequences on the TAP complexity for a long time. In this paper we prove the original Bray and Moore formula for the behaviour of the determinant at exponential scale to be correct, and compute an important prefactor coming from a small outlier in the spectrum.

math.PR

Message Passing Descent for Efficient Machine Learning

We propose a new iterative optimization method for the {\bf Data-Fitting} (DF) problem in Machine Learning, e.g. Neural Network (NN) training. The approach relies on {\bf Graphical Model} (GM) representation of the DF problem, where variables are fitting parameters and factors are associated with the Input-Output (IO) data. The GM results in the {\bf Belief Propagation} Equations considered in the {\bf Large Deviation Limit} corresponding to the practically important case when the number of the IO samples is much larger than the number of the fitting parameters. We suggest the {\bf Message Passage Descent} algorithm which relies on the piece-wise-polynomial representation of the model DF function. In contrast with the popular gradient descent and related algorithms our MPD algorithm rely on analytic (not automatic) differentiation, while also (and most importantly) it descents through the rugged DF landscape by \emph{making non local updates of the parameters} at each iteration. The non-locality guarantees that the MPD is not trapped in the local-minima, therefore resulting in better performance than locally-updated algorithms of the gradient-descent type. We illustrate superior performance of the algorithm on a Feed-Forward NN with a single hidden layer and a piece-wise-linear activation function.

cs.LG

The full replica symmetry breaking solution in mean-field spin glass models

This thesis focus on the extension of the Parisi full replica symmetry breaking solution to the Ising spin glass on a random regular graph. We propose a new martingale approach, that overcomes the limits of the Parisi-Mézard cavity method, providing a well-defined formulation of the full replica symmetry breaking problem in random regular graphs. We obtain a variational free energy functional, defined by the sum of two variational functionals (auxiliary variational functionals), that are an extension of the Parisi functional of the Sherrington-Kirkpatrick model. We study the properties of the two variational functionals in detailed, providing representation through the solution of a proper backward stochastic differential equation, that generalize the Parisi partial differential equation. Finally, we define the order parameters of the system and get a set of self-consistency equations for the order parameters and free energy.

cond-mat.stat-mech

Properties of the full replica symmetry breaking free energy functional of the Ising spin glass on random regular graph

The full replica symmetry breaking free energy of the Ising spin glass on random regular graphs is given by the solutions of two auxiliary variational problems inside a global (physical) variational problem on the order parameter. In this paper, we provide a detailed study of the auxiliary variational problems. We get the self-consistency equation for the auxiliary order parameter and obtain the existence and uniqueness results. We also show that the full replica symmetry breaking free energy functional recovers the discrete replica symmetry breaking solutions, by imposing some proper conditions on the physical order parameter.

cond-mat.stat-mech

The full replica symmetry breaking in the Ising spin glass on random regular graph

In this paper, we extend the full replica symmetry breaking scheme to the Ising spin glass on a random regular graph. We propose a new martingale approach, that overcomes the limits of the Parisi-Mézard cavity method, providing a well-defined formulation of the full replica symmetry breaking problem in random regular graphs. Finally, we define the order parameters of the system and get a set of self-consistency equations for the order parameters and the free energy. We face up the problem only from a technical point of view: the physical meaning of this approach and the quantitative evaluation of the solution of the self-consistency equations will be discussed in next works.

cond-mat.stat-mech

The replica symmetric solution for Orthogonally Constrained Heisenberg Model on Bethe lattice

In this paper, we study the thermodynamic properties of a system of $D$-components classical Heisenberg spins lying on the vertices of a random regular graph, with an unconventional first neighbor non-random interaction $J(\mathbf{S}_i\cdot \mathbf{S}_k)^2$. We can consider this model as a continuum version of anti-ferromagnetic $D$-states Potts model. We compute the paramagnetic free energy, using a new approach, presented in this paper for the first time, based on the replica method. Through the linear stability analysis, we obtain an instability line on the temperature-connectivity plane that provides a bound to the appearance of a phase transition. We also argue about the character of the instability observed.

cond-mat.dis-nn

Trace Ideals for Fourier Integral Operators with Non-Smooth Symbols III

We consider Fourier integral operators with symbols in modulation spaces and non-smooth phase functions whose second orders of derivatives belong to certain types of modulation space. We establish continuity and Schatten-von Neumann properties of such operators when acting on modulation spaces.

math.AP

Trace ideals for Fourier integral operators with non-smooth symbols II

We consider Fourier integral operators with symbols in modulation spaces and non-smooth phase functions whose second orders of derivatives belong to certain types of modulation space. We establish continuity and Schatten-von Neumann properties of such operators when acting on modulation spaces.

math.AP