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Statistical Physics, Optimization, Inference, and Message-Passing Algorithms – Lecture Notes of the Les Houches School of Physics: Special Issue, October 2013 - Oxford Scholarship Online
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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

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

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Contents

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1 Statistical inference with probabilistic graphical models

Devavrat Shah, laboratory for Information and Decisions Systems, Operations Research Center, Department of Electrical Engineering and Computer Science, Massachusetts Institute of Technology, Cambridge, MA 02139

2 Computational complexity, phase transitions, and message-passing for community detection

Cristopher Moore, santa Fe Institute, 1399 Hyde Park Road, Santa Fe, NM 87501, USA

3 Replica theory and spin glasses

Giorgio Parisi, dipartimento di Fisica “La Sapienza” Università di Roma, P.le A. Moro 2, 00185 Roma, Italy

4 Cavity method: message-passing from a physics perspective

Marc Mézard, université Paris-Sud & CNRS, LPTMS, UMR8626, Bât. 100, 91405 Orsay, France

5 Statistical estimation: from denoising to sparse regression and hidden cliques

Andrea Montanari, department of Electrical Engineering and Department of Statistics, Stanford University, Stanford, CA 94304

6 Error correcting codes and spatial coupling

Rüdiger Urbanke, EPFL IC ISC LTHC, INR 116, Bâtiment INR, Station 14, CH-1015 Lausanne, Switzerland

8 Local algorithms for graphs

David Gamarnik, MIT Sloan School of Management, E62-563, 100 Main Street, Cambridge, MA 02139

9 Expectation propagation

Manfred Opper, department of Artificial Intelligence, Technische Universität Berlin, Marchstraße 23, Berlin 10587, Germany