Notes on computational-to-statistical gaps: predictions using statistical physics

被引:24
|
作者
Bandeira, Afonso S. [1 ,2 ]
Perry, Amelia [3 ]
Wein, Alexander S. [1 ]
机构
[1] NYU, Dept Math, Courant Inst Math Sci, 251 Mercer St, New York, NY 10012 USA
[2] NYU, Ctr Data Sci, Courant Inst Math Sci, 251 Mercer St, New York, NY 10012 USA
[3] MIT, Dept Math, 77 Massachusetts Ave, Cambridge, MA 02139 USA
关键词
Computational-to-statistical gaps; phase transitions; cavity method; replica method; approximate message passing; MESSAGE-PASSING ALGORITHMS; MODEL;
D O I
10.4171/PM/2014
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In these notes we describe heuristics to predict computational-to-statistical gaps in certain statistical problems. These are regimes in which the underlying statistical problem is information-theoretically possible although no efficient algorithm exists, rendering the problem essentially unsolvable for large instances. The methods we describe here are based on mature, albeit non-rigorous, tools from statistical physics.
引用
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页码:159 / 186
页数:28
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