Statistical Physics, Optimization, Inference, and Message-Passing Algorithms: Lecture Notes of the Les Houches School of Physics: Special Issue, October 2013
Florent Krzakala, Federico Ricci-Tersenghi, Lenka Zdeborova, Riccardo Zecchina, Eric W. Tramel, and Leticia F. Cugliandolo
Abstract
This book contains a collection of the presentations that were given in October 2013 at the Les Houches Autumn School on statistical physics, optimization, inference, and message-passing algorithms. In the last decade, there has been increasing convergence of interest and methods between theoretical physics and fields as diverse as probability, machine learning, optimization, and inference problems. In particular, much theoretical and applied work in statistical physics and computer science has relied on the use of message-passing algorithms and their connection to the statistical physics of g ... More
This book contains a collection of the presentations that were given in October 2013 at the Les Houches Autumn School on statistical physics, optimization, inference, and message-passing algorithms. In the last decade, there has been increasing convergence of interest and methods between theoretical physics and fields as diverse as probability, machine learning, optimization, and inference problems. In particular, much theoretical and applied work in statistical physics and computer science has relied on the use of message-passing algorithms and their connection to the statistical physics of glasses and spin glasses. For example, both the replica and cavity methods have led to recent advances in compressed sensing, sparse estimation, and random constraint satisfaction, to name a few. This book’s detailed pedagogical lectures on statistical inference, computational complexity, the replica and cavity methods, and belief propagation are aimed particularly at PhD students, post-docs, and young researchers desiring the foundational material necessary for entering this rapidly developing field. In these lectures the reader can find detailed applications of theory to problems in community detection and clustering, signal denoising, identification of hidden cliques, error correcting codes, and constraint satisfaction.
Keywords:
statistical inference,
spin glass,
compressed sensing,
sparse estimation,
message-passing,
random constraint satisfaction,
statistical physics,
replica method,
cavity method
Bibliographic Information
| Print publication date: 2015 |
Print ISBN-13: 9780198743736 |
| Published to Oxford Scholarship Online: March 2016 |
DOI:10.1093/acprof:oso/9780198743736.001.0001 |
Authors
Affiliations are at time of print publication.
Florent Krzakala, editor
Professor, Université Pierre et Marie Curie, France
Federico Ricci-Tersenghi, editor
Professor, Sapienza University of Rome, Italy
Lenka Zdeborova, editor
Institut de Physique Théorique, France
Riccardo Zecchina, editor
Professor, Polytechnic University of Turin, Italy
Eric W. Tramel, editor
Postdoctoral Research Fellow, École Normale Supérieure, France
Leticia F. Cugliandolo, editor
Professor, Sorbonne Universités, Université Pierre et Marie Curie, France
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