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Statut Confirmé
Série SOUTEN-TH
Domaines physics
Date Jeudi 18 Octobre 2018
Heure 14:00
Institut IPHT
Salle Amphi Claude Bloch, Bât. 774
Nom de l'orateur Christian Schmidt
Prenom de l'orateur
Addresse email de l'orateur
Institution de l'orateur IPhT
Titre Statistical Physics of Sparse and Dense Models in Optimization and Inference
Résumé Datasets come in a variety of forms and from a broad range of different applications. Typically, the observed data is noisy or in some other way subject to randomness. The recent developments in machine learning have revived the need for exact theoretical limits of probabilistic methods that recover information from noisy data. \par In this thesis we are concerned with the following two questions. \\ What is the asymptotically best achievable performance? \\ And how can this performance be achieved, i.e., what is the optimal algorithmic strategy? \par The above questions can be studied in a probabilistic framework, which leads to an average (i.e. typical) case answer. Such a probabilistic formulation is natural to statistical physics and leads to a formal analogy with problems in disordered systems. In turn, this permits to harvest the methods developed in the study of disordered systems, to attack constraint satisfaction and statistical inference problems. \par I will present four contributions. First, a statistical physics investigation of the circular coloring problem is carried out that reveals several distinct features. Second, new rigorous upper bounds on the size of minimal contagious sets in random graphs, with bounded maximum degree, are obtained. Third, the phase diagram of the dense Dawid-Skene model is derived by mapping the problem onto low-rank matrix factorization. The associated approximate message passing algorithm is evaluated on synthetic and real-world data. Finally, we propose an approach to derive the Bayes optimal denoising mean square error for a restricted class of extensive rank matrix estimation problems.
Numéro de preprint arXiv
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