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新论文 · v1arXiv:2611.08455

Tusnády问题与在线双样本稀疏化

Tusnády's problem and online two-sample thinning

Yuhao Lei

AI 速读 基于摘要

该文确定了Tusnády问题在任意固定维度下的精确偏差阶,并将其应用于未知共同分布的两个独立样本的在线稀疏化问题。

math.CO · cs.DS · math.PR

查看原文摘要

We determine the sharp order of discrepancy in Tusnády's problem in every fixed dimension $d\ge 2$. The largest combinatorial discrepancy of $N$ points in $\mathbb{R}^d$ with respect to axis-parallel boxes is $Θ_d((\log N)^{d-1/2})$, extending Wei's planar result and matching Nikolov's upper bound. More strongly, with high probability, this lower bound holds simultaneously for every subset obtained by deleting at most a sufficiently small fixed fraction of a uniform $N$-point sample. We apply this geometric estimate to online thinning of two independent samples of size $n$ from an unknown common distribution, where observations must be kept or discarded upon arrival. For every fixed dimension $k\ge 1$ and expected deletion budget $ρn$, with $0<ρ<2$, we prove that the minimax expected prefix discrepancy over lower orthants is $Θ_{k,ρ}((\log n)^{k+1/2})$. In dimension one, the optimal terminal discrepancy is instead $Θ_ρ((\log\log n)^{3/2})$, giving a sharp separation between the prefix and terminal objectives. For $k\ge 2$, we obtain terminal bounds differing by a factor of $\log n$. The lower bounds are based on Gaussian small-ball estimates for box-incidence matrices, while the upper bounds use stationary Metropolis thinning and, in one dimension, a terminal cancellation procedure.

新论文 · v1arXiv:2611.08416

基于平衡分歧的低温度采样

Low-Temperature Sampling via Equilibrium Disagreements

Andreas Galanis, Daniel Stefankovic

AI 速读 基于摘要

提出利用同一相内两个独立构型的分歧几何来刻画相内收敛的新框架,并在随机正则图上为硬核、随机簇和铁磁Ising模型给出相内快速混合的保证。

cs.DM · cs.DS · math.PR

查看原文摘要

We develop a new framework for sampling at low temperatures using Glauber dynamics. In this regime, the coexistence of competing modes (commonly referred to as phases) creates bottlenecks that can make worst-case mixing exponentially slow. The main new ingredient in our framework is to relate convergence within a phase to the geometry of disagreements between two independent configurations drawn from that phase. As applications of our approach, we consider three canonical models on random regular graphs that have been central to low-temperature sampling, and establish fast convergence from natural initialisations of Glauber dynamics for every fixed degree. We show: --- For the hard-core model on random bipartite $d$-regular graphs, Glauber dynamics initialised from either one-sided independent set mixes within the corresponding phase in $n^{3/2+o(1)}$ steps throughout the non-uniqueness regime $λ>λ_c(d)$. --- For the random-cluster model on random $d$-regular graphs, for every real $q>2$, Glauber dynamics initialised from the all-in edge set mixes within the ordered phase in $n^{3/2+o(1)}$ steps for all $β\geq β_c$. Similarly, Glauber dynamics initialised from the all-out edge set mixes within the disordered phase in $n^{3/2+o(1)}$ steps for $β\leq β_c$. --- For the ferromagnetic Ising model on random $d$-regular graphs, Glauber dynamics initialised from all-plus or all-minus mixes within the corresponding phase in $n^{3/2+o(1)}$ steps throughout the low-temperature regime $β>β_c(d)$. We also give an $n^{2+o(1)}$-time algorithm that combines phase samples into samples from the full distribution, avoiding in particular time-costly approximations of the corresponding partition functions to the target sampling accuracy.

版本更新 · v4arXiv:2503.10428

Langevin Monte-Carlo 可证明地学习任意规模与数据下的两层神经网络

Langevin Monte-Carlo Provably Learns Depth Two Neural Nets at Any Size and Data

Dibyakanti Kumar, Samyak Jha, Anirbit Mukherjee

AI 速读 基于摘要

作者证明 Langevin Monte Carlo 能在网络规模不限、训练数据任选的情况下最小化适当正则化两层网络的总体风险,并给出非渐近收敛速率。

cs.LG · math.FA · math.PR

查看原文摘要

In this note we prove that the Langevin Monte Carlo (LMC) algorithm can minimize the population risk of appropriately regularized depth-2 nets with no restrictions on the size of the net and for any choice of training data --- and we give non-asymptotic convergence rates for it. We achieve this via showing that in q-Renyi divergence, the iterates of LMC converge to the Gibbs distribution of certain Frobenius norm regularized losses for these nets --- in both classification and regression settings. The key technicality of the work is two-fold (a) to keep the amount of regularization needed be independent of the size of the net and (b) to obtain convergence rates that scale with just the Poincare constant of the corresponding Gibbs measure. This work synthesizes several recent observations about isoperimetry conditions under which LMC converges and that two-layer neural loss functions can always be regularized by a constant amount such that they satisfy the Villani conditions, and thus their Gibbs measures satisfy a Poincare inequality.

版本更新 · v4arXiv:2402.08106

平均场极小极大问题的镜像下降-上升算法

Mirror Descent-Ascent for mean-field min-max problems

Razvan-Andrei Lascu, Mateusz B. Majka, Łukasz Szpruch

AI 速读 基于摘要

研究测度空间上极小极大问题的两种镜像下降-上升(MDA)变体,并给出非渐近收敛速率。

math.OC · cs.LG · math.PR

查看原文摘要

We study two variants of the mirror descent-ascent (MDA) algorithm for solving min-max problems on the space of measures: simultaneous and alternating. We work under assumptions of convexity-concavity and relative smoothness of the payoff function with respect to a suitable Bregman divergence, defined on the space of measures via flat derivatives. We establish non-asymptotic convergence rates to mixed Nash equilibria, measured in the Nikaidô-Isoda error, proving an $\mathcal{O}(N^{-1/2})$ rate for simultaneous MDA and an improved $\mathcal{O}(N^{-2/3})$ rate for alternating MDA. The main technical contribution is an infinite-dimensional dual space analysis that relates Bregman divergences on measures to dual Bregman divergences on spaces of bounded continuous functions, allowing us to control asymmetric commutator terms created by alternating updates. The results substantially generalize prior analyses restricted to bilinear objectives and also apply to nonlinear convex-concave problems on measure spaces, thereby providing a unified theoretical foundation for MDA in mean-field min-max optimization.

版本更新 · v4arXiv:2407.04259

Q-Learning under Finite Model Uncertainty

Julian Sester, Cécile Decker

原文摘要

We propose a robust Q-learning algorithm for Markov decision processes under model uncertainty when each state--action pair is associated with a finite ambiguity set of candidate transition kernels. This finite-measure framework enables user-designed uncertainty models, including competing fitted models and stress scenarios. {The learner observes successor states and their deterministic rewards from every candidate simulator, without requiring explicit knowledge of the transition probabilities or the reward function.} We establish almost sure convergence of the learned Q-function to the robust optimum, and derive a time-uniform high-probability error certificate that separates an observable empirical Bellman residual from transition-kernel estimation error. We also give quantitative finite-ambiguity approximation results for Wasserstein and parametric uncertainty models on finite state spaces. Numerical examples illustrate the effect of scenario selection and compare the tabular algorithm with robust value iteration.

math.OC · cs.AI · cs.LG · math.PR

版本更新 · v2arXiv:2610.18639

Subgaussian Vector Balancing by an Ising Model

Heng Guo, Daniel A. Spielman, Xinyuan Zhang

原文摘要

We show that the guaranties of the Gram-Schmidt Walk Algorithm of Bansal, Dadush, Garg, and Lovett can be achieved by an Ising model. Given vectors $v_1, \ldots, v_n$ of norm less than 1, we give a closed form for a centrally symmetric distribution on a vector $σ\in \{\pm 1 \}^n$ so that the signed sum $\sum_j σ(j) v_j$ is $1$-subgaussian. We show that the Glauber dynamics for this model mix rapidly provided that the norms of the input vectors are bounded below 1 by an inverse-polynomial. The proofs employ the theory of Lorentzian polynomials, and we use these techniques to show fast mixing bounds for other spin systems.

cs.DS · math.PR

新论文 · v1arXiv:2611.07160

A Survey of Nonlinear Filtering Methods for Data Assimilation and Recent Advances in Generative AI-Enabled Score Filters

Cath Pham, Kadesha Reynolds

原文摘要

Many real-world applications, such as numerical weather prediction or wildfire tracking, involve modeling highly nonlinear dynamical systems that are chaotic and influenced by various sources of uncertainty. To improve model prediction accuracy and reduce such uncertainties, data assimilation (DA) combines the dynamical model with partial, noisy observations to estimate the evolution of the system's state. Doing so depends on solving the optimal filtering problem: computing the conditional distribution of a hidden state given a sequence of observations. Classical approaches fail along three distinct axes: Kalman-based methods assume Gaussian posteriors and produce biased estimates under nonlinear observation operators; particle-based methods represent distributions with weighted samples and collapse in high dimensions due to the curse of dimensionality; and kernel-based methods move beyond discrete particle representations but cannot maintain their density approximation affordably as dimension grows. The Ensemble Score Filter (EnSF) avoids all three constraints by encoding the filtering density in a score function and approximating that score with a training-free Monte Carlo estimator, enabling stable filtering in high-dimensional, chaotic systems. This survey traces EnSF's mathematical foundations, establishes it as the state of the art for non-Gaussian, high-dimensional filtering, and examines fourteen extensions that expand its operational reach. Twelve of the fourteen extensions preserve this training-free Monte Carlo estimator at the core of the update, with only two departing from it to achieve planetary-scale deployment.

cs.LG · math.PR

版本更新 · v2arXiv:2607.14940

Causal Inference for Sequential Settings under Interference and Latent Confounding

Phevos Paschalidis, Constantinos Daskalakis, Devavrat Shah

原文摘要

We study causal inference under outcome interference for sequential, observational settings. Specifically, we consider settings where the binary outcomes over N units are Markovian across T time steps. At each time step, the outcomes of N units have dependencies captured through an Ising model; each outcome is also impacted through an external field capturing the effects of its treatment as well as latent confounders. Similar to panel data literature, these latent confounders are modeled to have a low-rank factor structure. Our data is a single sample from this high-dimensional distribution. To estimate causal quantities of interest, we provide a computationally efficient method based on Maximum Pseudo-Likelihood Estimation (MPLE) for learning the model parameters. Under mild assumptions, we establish non-asymptotic consistency for parameter estimation and show this translates to faithful estimation of causal quantities of interest after sampling from the learned model. We demonstrate the efficacy of the method through synthetic experiments as well as a real-world case-study investigating causal effects of vaccine rates on COVID-19 death rates within US counties nationwide.

cs.LG · math.PR

新论文 · v1arXiv:2611.06151

CARM: Conformal Adaptive Risk Masking for Reliable Scientific Super-Resolution

Guangtao Zhang, Haonan Wu, Junxuan Gao, Zhengyang Liu, Zhaoxi Zeng, Zhihao Li, Jianguo Huang, Zhiqiang Liu

原文摘要

Deep learning-based super-resolution (SR) can reconstruct fine-scale Earth-observation fields from coarse observations, but reconstruction accuracy alone does not provide a calibrated rule for identifying reliable spatial regions. Conformal Mask Calibration (CMC), built on conformal risk control, converts a spatial uncertainty score into a trust mask and controls the expected worst-case local distortion under exchangeability. However, its fixed threshold can become miscalibrated in Earth-observation streams affected by seasonality and episodic events. We propose $\textit{CARM}$ (Conformal Adaptive Risk Masking), a statistical framework for adaptive spatial risk control under temporal distribution shift. CARM maintains experts with heterogeneous update rates and aggregates their threshold proposals online using an asymmetric surrogate loss, balancing rapid adaptation to distribution changes against stability during relatively stationary periods. All updates are causal and use only mature feedback available after a fixed delay, allowing CARM to operate with any SR model that provides a spatial uncertainty score. We prove that the time-averaged mask-conditioned risk converges to at most $α$ at an $O(1/T)$ rate, without distributional assumptions and for any choice of aggregation weights across experts. On a daily South China Sea chlorophyll-$\textit{a}$ SR stream, CARM reduces the empirical violation rate from $43.49\%$ to $9.38\%$ and the moving-average exceedance frequency from $47.29\%$ to $1.22\%$ at $α=0.10$, while retaining a non-trivial trusted region. Experiments on ERA5 wind and OSTIA sea-surface temperature further show consistent relative improvements across multiple SR backbones.

cs.AI · cs.LG · math.PR

新论文 · v1arXiv:2611.05831

Functional inequalities from the fundamental limits of Bayesian estimation

Shuchen Li, Ilias Zadik

原文摘要

We develop a Bayesian information-theoretic framework for proving functional inequalities for log-concave measures. Motivated by Klartag and Ordentlich, we establish a unified equivalence between $Φ$-Sobolev inequalities and Bayesian estimation lower bounds: for a large class of smooth convex $Φ$, a log-concave measure $μ$ satisfies a $Φ$-Sobolev inequality with constant $C>0$ if and only if for $X\simμ$, any $t>0$, and any real-valued measurable $f$, the Bayes risk of estimating $f(X)$ under the $Φ$-Bregman loss from the Gaussian additive observation $Y_t=\sqrt tX+G, G\sim N(0,I_n)$ is at least a $1/(1+Ct)$-fraction of that of the trivial estimator. Combining it with direct information-theoretic arguments, such as testing-to-estimation reductions, we obtain old and new functional inequalities: - For the Poincaré inequality, corresponding to $Φ(x)=(x-1)^2$, we give a simple static information-theoretic proof that the Poincaré constant of an isotropic log-concave measure on $\mathbb{R}^n$ is $O(n^{1/2})$, first proven via stochastic localization in the seminal work of Lee and Vempala. - For the log-Sobolev inequality, corresponding to $Φ(x)=x\log x$, we prove that all smooth $K$-subgaussian log-concave measures $μ$ satisfy $C_{\mathrm{LS}}(μ)\lesssim K^2n^{1/4}$, surpassing the recent state-of-the-art bound of $O(K^2n^{1/2})$ by Bizeul. In parallel and independent work, OpenAI claimed the optimal bound $O(K^2)$ in their October 6, 2026 release of 722 papers. - Finally, we give a Bayesian reformulation of the common structure of the three recent proofs of the Kannan--Lovász--Simonovits conjecture, a dimension-free Poincaré bound for isotropic log-concave measures [BK26; BKL26; SZ26]. Tools from the study of the "low-degree MMSE" in computational complexity of statistical inference motivate and recast key steps and quantities of these proofs.

cs.IT · math.PR · math.ST

新论文 · v1arXiv:2611.05794

Near linear mixing of random-cluster Glauber dynamics on random regular graphs

Zhangsong Li

原文摘要

We study the random-cluster model on locally treelike graphs at low temperatures. This is a model of dependent percolation parametrized by an edge probability $p \in (0,1)$ and a clustering weight $q \in [1,\infty)$, generalizing independent Bernoulli percolation ($q=1$) and closely related to the classical ferromagnetic Ising and Potts spin systems at integer $q$. For $q>2$, at parameter $p$ below the tree uniqueness threshold $p_{\mathsf u}(q,d)$, it is expected that sampling is easy and local Markov chains mix rapidly on all graphs with degree bounded by $d$. On typical graphs, the same is predicted at $p>p_{\mathsf s}(q,d)$, where $p_{\mathsf s}(q,d)$ is a second uniqueness transition point on the $d$-regular wired tree. Our result confirms this prediction for random regular graphs, showing that the random-cluster Glauber dynamics mix in time $O(n^{1+o(1)})$ on a random $d$-regular graph for all fixed $q>2$ and $p>p_{\mathsf s}$. For comparison, the best prior sampling results for these models that held for all $p>p_{\mathsf s}$ required $q\gtrsim \log d$ \cite{BGPZ26}. The key difficulty is that simply utilizing the contraction of cavity messages on $d$-regular trees does not suffice to cover the entire regime $q>2$. To address this issue, motivated by \cite{LS26}, we develop a careful bootstrap argument to show the shrinkage of disagreement under grand coupling. The core ideas of the proof were generated using GPT-6 and the Pharos system; the proof was then refined and simplified by the author.

math.PR · cs.DS · math-ph

版本更新 · v2arXiv:2610.34651

Approximating the Euclidean Ball by Polytopes: Surprising Rates in High Dimensions

Yegor Gorodzha, Steven Hoehner, Gil Kur

原文摘要

We provide sharp estimates on the number of vertices needed to approximate the Euclidean unit ball $B_d\subset\mathbb R^d$ with relative symmetric-difference volume error at most $\varepsilon\in(0,1)$. We show that the minimum vertex budget $N_\varepsilon(d)$ satisfies $$\log N_\varepsilon(d)\asymp d\log\left(1+\frac1{\varepsilon\sqrt d}\right).$$ In particular, $\exp(O(\sqrt d/\varepsilon))$ vertices suffice for every $\varepsilon\in(0,1)$ and all sufficiently large $d$. We also prove that achieving a fixed error $\varepsilon\in(0,1)$ requires at least $Ω\bigl((\tfrac{1+\varepsilon}{2\sqrt\varepsilon})^{d-1}\bigr)$ facets, an exponential number in $d$. We extend our vertex approximation result to Gaussian symmetric-difference error, and give a positive answer to the question of De, Nadimpalli, and Servedio about subexponential vertex complexity for approximating Euclidean balls. We also disprove a Macbeath-type extremality principle for unrestricted vertex approximation. Whereas the ball uniformly maximizes the inscribed approximation error among all convex bodies (Macbeath, 1951), we show that approximating the hypercube $[-1,1]^d$ to relative error $\varepsilon$, with $δ:=1-\varepsilon$, requires $N\ge\fracδ{2}\exp(Ω(δ^2d/\log^2(2/δ)))$ vertices whenever $d\ge16\log(2/δ)$. Thus, when $d$ is large, the cube is harder to approximate than the ball in this sense. Finally, we determine the sharp dimensional order of the classical Laguerre-Delone triangulation number, showing that $\mathrm{ldel}_{d-1}=Θ(d^{-1/2})$ as $d\to\infty$. This improves both the upper bound of Ludwig, Schütt, and Werner and the lower bound of Böröczky by a factor of order $\sqrt d$. By classical asymptotic approximation theorems (Ludwig, 1999), this improvement applies to every convex body in $\mathbb R^d$ with $C^2$ boundary and positive Gaussian curvature.

math.MG · cs.CG · cs.LG · math.PR

版本更新 · v2arXiv:2610.08701

大幅增长确实会发生:随机矩阵上带部分主元的高斯消元

Large Growth Happens: Gaussian Elimination with Partial Pivoting on Random Matrices

Daniel A. Spielman, Xifan Yu

AI 速读 基于摘要

作者证明对高斯随机矩阵做带部分主元的高斯消元时,出现大幅增长的概率至少是逆拟多项式级别,从而挑战了平滑分析与平均情形分析中的标准猜想。

math.NA · cs.DS · math.PR

查看原文摘要

We prove that the probability that Gaussian elimination with partial pivoting on $n \times n$ Gaussian random matrices has growth $ρ$ is at least inverse quasi-polynomial: $Ω\left(\exp\left(-c \log^2 \left(\fracρ{\sqrt{n}}\right)\log(n)\right)\right)$ for some constant $c > 0$. In particular, the probability of growth $ρ\ge n^{1/2 + ε}$ is at least $\exp(- O (ε^2 \log^3 (n) ))$. This lower bound breaks standard conjectures in the smoothed and average-case analysis of Gaussian elimination. To the best of our knowledge, it is the first non-trivial lower bound on the probability of large growth for Gaussian random matrices.

新论文 · v1arXiv:2611.05446

A Fully Polynomial Approximation Algorithm for the Sherrington-Kirkpatrick Model

Dylan Herman, Shouvanik Chakrabarti, Junhyung Lyle Kim, Guneykan Ozgul

原文摘要

Montanari's incremental approximate message passing (IAMP) algorithm [FOCS 2019; SIAM J. Comput., 2025] and the zero-temperature formulation of El Alaoui, Montanari and Sellke (AMS) [Ann. Probab., 2021] find a $(1-\varepsilon)$ approximation to the maximum Sherrington-Kirkpatrick (SK) energy in $C(\varepsilon)N^2$ operations for fixed accuracy, with probability tending to one as $N\to\infty$, under their respective full-support and access-model assumptions. However, it was unknown whether this approximation could be achieved with work polynomial in both $N$ and $1/\varepsilon$, together with quantitative guarantees at finite dimension. Under the same assumptions as AMS, we introduce grouped IAMP with exact Gaussian query outputs (GEG-IAMP), which is the first SK approximation algorithm with total work polynomial in $N$ and $1/\varepsilon$ and a finite-size guarantee above a dimension threshold polynomial in $1/\varepsilon$ and $\log(1/α)$. More precisely, for every $α\in(0,1/2)$, it returns a $(1-\varepsilon)$ approximation with probability at least $1-α$ whenever $N\ge \mathsf{K}\varepsilon^{-2}\log^2(e/\varepsilon)\log(\mathsf{K}/α)$, using $O(N^2/\varepsilon)$ work and $O(N^2)$ storage. GEG-IAMP replaces the Onsager correction by Reeves's coupling construction [arXiv:2508.10782] and groups Euler-Maruyama steps into $O(1/\varepsilon)$ matrix-vector products. We also prove a relative guarantee for AMS IAMP with $O(N^2\varepsilon^{-3}\log^2(e/\varepsilon))$ work but a sufficient dimension exponential in inverse accuracy. By returning a fixed configuration below its dimension threshold, GEG-IAMP also provides an asymptotic fully polynomial randomized approximation scheme (AFPRAS), with an additive error independent of dimension.

cs.DS · cond-mat.stat-mech · math.OC · math.PR · quant-ph

新论文 · v1arXiv:2611.05228

超越 Bochner 方法:自旋系统(如 O(N) 模型)块动力学的最优谱隙

Beyond the Bochner Method: Optimal Spectral Gaps for Block Dynamics of Spin Systems like the $O(N)$ Model

Jonathan Leake, Anqi Li

AI 速读 基于摘要

作者提出扩展的 Bochner 方法,给出块 Glauber 动力学的局部到全局谱隙界,并应用于 O(N) 模型、交换游走、分片单纯复形与随机森林。

cs.DS · math-ph · math.CO · math.PR

查看原文摘要

Let $μ$ be a probability distribution on a spin system with $n$ sites and possibly infinite spin spaces. We prove local-to-global spectral-gap bounds for block Glauber dynamics. Given a symmetric, entrywise nonnegative matrix $A$ with zero diagonal and $λ_{\max}(A)<1$ encoding local spectral bounds for a spin system, we derive global spectral-gap bounds for block dynamics on its marginal distributions. These bounds are sharp: the Gaussian system with covariance $(I-A)^{-1}$ attains equality for every choice of disjoint blocks. Our proof extends the Bochner method through an abstract inequality for orthogonal projections on Hilbert spaces. As an application, we prove that Glauber dynamics for the $O(N)$ model, with $N\geq 2$, arbitrary external fields, and couplings of either sign, has spectral gap at least $(1-\|J_{\mathrm{abs}}\|_{\mathrm{op}}/N)/n$, where $J$ is the interaction matrix and $J_{\mathrm{abs}}=(|J_{ij}|)$. We also obtain spectral bounds for swap walks and local spectral expansion of partite simplicial complexes. For complexes formed from disjoint groups of ranks in random flags of subspaces over $\mathbb F_q$, we obtain a one-sided local spectral expansion bound of $2\sqrt q/(q+1)$. This bound is independent of the number and sizes of each group, and is nontrivial for every prime power $q$. Finally, for random forests $F$ of any finite graph with arbitrary positive edge weights, we prove that \[ \Pr(e,f\in F)\le \frac{4}{3} \Pr(e\in F)\Pr(f\in F) \] for distinct edges $e,f$, improving the factor 2 supplied by general log-concavity bounds for matroid independent sets. The argument combines our extended Bochner method with the analysis of an auxiliary real stable polynomial.

版本更新 · v2arXiv:2609.11836

自由概率状态演化与随机矩阵差异

Free-Probabilistic State Evolution and Random Matrix Discrepancy

August Y. Chen, Ahmed El Alaoui

AI 速读 基于摘要

作者为作用于独立高斯随机矩阵线性组合的近似消息传递迭代建立了自由概率意义下的状态演化,并将其用于构造算子范数更小的随机矩阵差异二元向量。

math.PR · cs.DS

查看原文摘要

Let $A_1,\ldots,A_n$ be independent $d \times d$ real symmetric Gaussian random matrices, and consider the linear operator $A(x) = n^{-1/2}\sum_{i=1}^n x_iA_i$, $x\in \mathbb R^n$. We construct an iterative algorithm in the Approximate Message Passing family which iterates over $A$ and its adjoint $A^*$, and establish a state evolution result which characterizes its behavior in the limit $d\to \infty, 2n/d^2 \to α$ in terms of a correlated Gaussian-semicircular process in a free probability space, in the sense of strong convergence of operators. We then apply this iteration to the random matrix discrepancy problem which asks for a binary vector $x \in \{-1,+1\}^n$ such that $A(x)$ has a small operator norm. Our algorithm achieves an operator norm $2σ(α)$, for a standard deviation $σ(α)<1$ for all $α>0$, and $σ(α) = O(1/\sqrt{α\log α})$ for large $α$. This resolves the algorithmic question of Kunisky-Zhang (2023) and Maillard (2025).

版本更新 · v2arXiv:2605.08505

Scaling Limits of Long-Context Transformers

Giuseppe Bruno, Shi Chen, Zhengjiang Lin, Yury Polyanskiy, Philippe Rigollet

原文摘要

We study the long-context limit of softmax self-attention with a fixed query and a random context of $n$ i.i.d. keys on the sphere with the intrinsic dimension of the key distribution held fixed, viewing the inverse temperature $β_n$ as the scaling parameter that decides whether attention degenerates into uniform averaging or collapses onto the single closest key. We show that the critical scale at which selectivity emerges is determined by the local exponent of the distance-to-query distribution near zero rather than by global features of the context, and scales like $β_n^\ast \asymp n^{2/(d-1)}$ for uniform keys on $\mathbb{S}^{d-1}$. Furthermore, we characterize the limiting laws of the ordered attention weights and of the attention output across all regimes of $β_n$: a subcritical regime in which the output reduces to a local average around $q$ with explicit deterministic bias and Gaussian fluctuations; a critical regime in which a finite collection of nearest keys retains macroscopic mass without single-key collapse; and a supercritical regime in which all mass concentrates on the closest key. Of notable interest is the subcritical case with identity value matrix where the attention map approximately implements a backward heat equation.

cs.LG · cs.AI · math.PR · math.ST

新论文 · v1arXiv:2611.05137

A Random Matrix Analysis of Symmetric Tensor Unfolding

Tom Szwagier, Xiaoyi Mai, José Henrique de Morais Goulart

原文摘要

We study a fundamental problem in machine learning: partial recovery of a planted signal $\boldsymbol{v} \in \mathbb{S}^{n-1}$ from a spiked tensor $\boldsymbol{\mathsf{X}} = λ\, \boldsymbol{v}^{\otimes p} + \boldsymbol{\mathsf{Z}}$, where $\boldsymbol{\mathsf{Z}}$ has symmetric Gaussian entries of variance $\asymp n^{-1}$. While previous works replace $\boldsymbol{\mathsf{Z}}$ by an i.i.d. standard Gaussian tensor to circumvent technical difficulties caused by dependencies, this paper directly analyzes the symmetric model via random matrix theory. We show that the square unfolding algorithm is subject to a sharp phase transition for partial recovery at $λ\asymp n^{(p-2) / 4}$, validating an open conjecture from Montanari and Richard (2014). We get precise expressions for the limiting spectral distribution, deterministic equivalent, phase transition threshold and overlap. The main message is that unfolded symmetric tensors spectrally behave like standard Wigner matrices, up to simple transformations accounting for high-order symmetries. We consider extensions to multiple orthogonal spikes, recursive unfolding and non-square unfolding via disproportionate random matrix theory, leading to an interesting conjectured statistical-computational tradeoff regarding the choice of unfolding: square versus long.

stat.ML · cs.LG · math.PR

版本更新 · v3arXiv:2506.02982

Bounded Discrete Bridges

Pierre Nicodeme

原文摘要

In 2010 Banderier and Nicodeme consider the height of bounded discrete bridges and conclude to a limiting Rayleigh distribution. This result is correct although their proof is partly erroneous. They make asymptotic simplifications based upon dominance properties of the roots of the kernel of the walk within a disk centered at the origin, but these dominance properties apply only upon a positive real segment. However the very good agreement of simulations with their asymptotic expansion of the probability distribution in case of Łukasiewicz bridges let us think that their proof could be corrected. This is the scope of the present article which provides a proof using the dominance property only in its domain of validity. We also consider the case of periodic walks, a topic not considered in Banderier-Nicodeme2010..

math.PR · cs.DM

新论文 · v1arXiv:2611.04955

Deep Neural Operator Learning for stochastic heat equations and applications

Hengrong Du, Qi Feng, Weinan Wang

原文摘要

In this paper, we establish a universal approximation theorem for solution operators of semilinear stochastic heat equations in spatial dimension \(d\ge2\), extending deep neural operator approximation results to SPDEs with distribution-valued Gaussian forcing. A smooth Fourier cutoff reduces the forcing to finitely many measurements, while Besov and Schauder estimates control the resulting solution error. The finite-dimensional solution map is then approximated by ReLU branch networks together with grid-based trunk functions, yielding explicit bounds on the numbers of forcing measurements and trunk functions and approximation in every finite stochastic moment. For linear equations, the reduction coincides with truncation of the first Wiener chaos. Lastly, as an application, we prove a high-probability local-in-time approximation theorem for stochastic Navier--Stokes equations, with finite measurements of both the initial condition and forcing and an explicit sensing rate.

cs.LG · math.AP · math.PR

版本更新 · v2arXiv:2610.40562

Nearly-Optimal Time-Sample Trade-off in Consensus Dynamics

Francesco d'Amore, Joel Rybicki, Nobutaka Shimizu, Takeharu Shiraga, Robin Vacus

原文摘要

How does the number of sampled opinions affect the time required to reach consensus in distributed consensus dynamics? We study the synchronous $h$-Majority, in which every node independently samples $h$ nodes uniformly at random with replacement in each round and adopts a most frequent sampled opinion, breaking ties uniformly at random. We show that $h$-Majority achieves the nearly-optimal trade-off between the sample size and the consensus time, among a broad class of consensus dynamics. In particular, we prove the following results. For every sample size $h \ge 3$ and for every initial configuration, we prove that the process reaches consensus with high probability within $$\widetilde{O}\left(1+\min\left\{\frac{1}{\min\{h^2p_{\max},1\}},\frac{\sqrt{n}}{h}\right\}\right)$$ rounds, where $n$ is the number of nodes and $p_{\max}$ is the largest initial fraction of nodes supporting any single opinion. This is the first bound on the consensus time for $h$-Majority that holds for every $h\ge3$ and every initial configuration. When the initially most popular opinion has a sufficiently large lead over every other opinion, we show that all nodes adopt this opinion with high probability within $O(\log n/\min\{h^2p_{\max},1\})$ rounds. We establish a matching lower bound up to polylogarithmic factors for any fixed update rule that treats all opinions symmetrically and that selects either a sampled opinion or the node's current opinion.

cs.DC · cs.DS · math.PR

版本更新 · v2arXiv:2610.40510

Zero-freeness for Random Regular Graphs up to the Replica Symmetry Breaking Threshold

Zejia Chen, Chunyang Wang, Xinyuan Zhang

原文摘要

We study antiferromagnetic spin systems on random regular graphs through the lens of the phase transitions characterized by the complex zeros of the partition function. Our motivating examples include the hardcore model and the antiferromagnetic Potts model (including proper $q$-colorings at $β=0$). For both models on random $d$-regular graphs, we establish, with high probability over the graph, zero-free regions throughout the interior of the replica-symmetric regime. Asymptotically, this regime extends up to tree occupation density $$α< α_{\mathrm{RSB}}(d) = (2\log d - 2\log\log d + 2 - 2\log 2 + o_d(1))/d$$ for the hardcore model and up to degree $$d < d_{\mathrm{RSB}}(q) = (2q-1)\log q - 2\log 2 + o_q(1)$$ for proper $q$-colorings. Leveraging the standard algorithmic implications of zero-freeness, we obtain deterministic polynomial-time algorithms that multiplicatively approximate the corresponding partition functions at fixed rational parameters throughout this regime, with high probability over the graph. Our algorithmic guarantees significantly improve upon prior work and extend beyond the parameter ranges reached by previously known search algorithms. As a key intermediate step, we establish the pointwise equivalence, away from the threshold, of three notions of replica symmetry: geometric (averaged pairwise correlation decay), thermodynamic (convergence to the Bethe free-energy prediction), and variational (nonpositivity of the Bethe functional). To establish zero-freeness, we develop reinforced small subgraph conditioning, lifting classical small subgraph conditioning to random holomorphic functions to control short-cycle fluctuations. We also use variational replica symmetry to obtain exponential planted overlap concentration. This enables a typical-graph truncation that controls complex second moments up to the replica symmetry breaking threshold.

cs.DS · math-ph · math.PR

新论文 · v1arXiv:2611.04699

Glauber Dynamics for Sampling Colorings: Rapid Mixing above $(1+1/\mathrm{e})Δ$ via Hidden Hard-Core Models

Xiongxin Yang

原文摘要

We show that for every $γ>0$ and every sufficiently large $Δ$, the Glauber dynamics for proper $q$-colorings of any $n$-vertex graph of maximum degree $Δ$ has spectral gap $Ω_γ(1/n)$, and hence mixing time $O_γ(n^2\log q)$, whenever $q\ge(1+1/\mathrm{e}+γ)Δ$. Our proof establishes a Bochner-type inequality by exploiting the spectral gaps of hard-core models hidden in the color classes. The constant $1+1/\mathrm{e}\approx1.368$ comes from the uniqueness threshold $\approx\mathrm{e}/Δ$ of the hard-core model on the infinite $Δ$-regular tree.

cs.DS · cs.DM · math.CO · math.PR

版本更新 · v3arXiv:2609.38044

A Tale of Two Walks: From Kac to KMP and Back

Qian Chen, Jingcheng Liu, Minglong Qin, Leonard J. Schulman, Fang Song, Penghui Yao, Mingnan Zhao

原文摘要

We reveal an unexpected connection between two interacting particle systems: Kac's walk and the Kipnis-Marchioro-Presutti (KMP) process. We first establish a mixing-time analogue of Aldous's conjecture for the KMP process on general graphs: the mixing time of the $t$-particle process on any connected $d$-vertex graph is at most $O(\log d)$ times the corresponding single-particle mixing time, uniformly in $t$. As an application, we improve the mixing-time bound for coordinate hit-and-run on the $n$-dimensional standard simplex from $\widetilde{O}(n^3)$ [KV26] to $O(n\log n)$, while removing the dependence on the initial distribution. We then show that the twirling channel induced by the parallel Kac's walk on the symmetric subspace can be exactly encoded by a Markov chain on partitions, which naturally lifts to a parallel KMP chain on the complete graph. We prove that $O(\log d+\log(1/\varepsilon))$ repetitions of the parallel Kac's walk suffice to approximate Haar twirling on the symmetric subspace of $(\mathbb{C}^d)^{\otimes t}$ to error $\varepsilon$, uniformly in all $t$. Our main technical contribution is a new structural property of KMP-type dynamics: conditional product structure, which holds for both the standard KMP processes on general graphs and the parallel KMP processes on complete graphs. Conditioned on suitable auxiliary randomness, the evolution of the labeled KMP process factorizes into independent single-particle updates. Combining this structure with an exact coupling, we remove the dependence on the number of particles from the mixing bounds for both unlabeled KMP models. This bypasses the $\log(π_{\min}^{-1})$ dependency from spectral-gap arguments, which is often prohibitively large for many-particle systems. Using this framework, we prove mixing bounds that are sharp up to logarithmic factors for both unlabeled KMP models.

quant-ph · cs.DS · math.PR

版本更新 · v3arXiv:2510.25740

A mathematical study of the excess growth rate

Steven Campbell, Ting-Kam Leonard Wong

原文摘要

The excess growth rate, defined as the gap in Jensen's inequality for the logarithm, is a fundamental functional in portfolio theory. In this paper, we present a mathematical study motivated by information theory. We begin by establishing its properties and showing that it has rich connections with information-theoretic concepts such as the Helmholtz free energy, L. Campbell's measure of average code length and large deviations. Our main results consist of three axiomatic characterization theorems of the excess growth rate, in terms of (i) the relative entropy, (ii) the gap in Jensen's inequality, and (iii) the logarithmic divergence that generalizes the Bregman divergence. Furthermore, we study maximization of the excess growth rate and compare it with Kelly's growth optimal portfolio. Our results not only provide theoretical justifications of the significance of the excess growth rate, but also establish new connections between information theory and quantitative finance.

cs.IT · math.PR · q-fin.MF · q-fin.PM

新论文 · v1arXiv:2611.04450

A Bayesian-Geometric Reading of Classical Model-Based Optimal Design

Mohamed Tarek

原文摘要

The classical model-based optimal design criteria (D-, T-, L-, C-, and A-optimality) are usually motivated via the Cramér--Rao bound as optimizing scalar functions of the Fisher information matrix (FIM). This paper offers a complementary reading in which each criterion appears asymptotically as $N \to \infty$ as the leading-order term of an expected dissimilarity between prior and posterior, with the FIM entering through the Bernstein--von Mises limit. The Kullback--Leibler (KL) divergence of the posterior relative to the prior recovers D-optimality (classically known); a reverse KL of the prior relative to the posterior recovers T-optimality (here defined as maximization of the trace of the FIM, following one common convention) and its weighted-trace generalization; and a first-order approximation of the squared 2-Wasserstein distance recovers L-, C- and A-optimality. The five criteria emerge as instances of a common Bayesian-geometric template, indexed by three choices: the dissimilarity, the prior parametrization, and the approximation scheme used to evaluate it (e.g.\ Taylor expansions of the matrix square root). For the weighted criteria, the Gaussian prior covariance encodes the criterion's weight matrix, so any choice of weights corresponds to a specific prior in the family. The T-, L-, C-, and A-optimality derivations appear novel to the best of my knowledge. A sixth criterion, E-optimality, is recovered not as an independent expected-dissimilarity limit but as a min-max robustification of C-optimality against uncertainty in the modeler's prior direction. The framework is extended to distinguish between a designer's prior over unknown parameters at design time and a modeler's prior used for posterior inference, recovering the classical expected information gain objective as a special case.

math.ST · cs.IT · math.OC · math.PR · stat.ML

版本更新 · v2arXiv:2610.06724

An FPRAS for Counting Common Bases of Two Matroids

Xiaoyu Chen, Kuikui Liu

原文摘要

We design the first fully polynomial-time randomized approximation scheme ($\mathsf{FPRAS}$) for approximately counting and uniformly sampling common bases of two matroids given by their independence oracles. Moreover, our algorithms generalize far beyond this to Hadamard products of two probability measures on the Boolean cube satisfying a simple nonnegative curvature condition. These algorithmic primitives have myriad applications in statistical physics, polyhedral combinatorics, the theory of quantum many-body systems, and beyond. The central difficulty is that the hard constraints imposed by the two input matroids (or the two input measures, more generally) obstruct traditional approaches based on local Markov chains. Relaxing these constraints can restore rapid mixing, but configurations that satisfy the original hard constraints may become exponentially rare if this is done naïvely. Our main contribution is a novel approach for approximate counting that marries Markov chain Monte Carlo (MCMC) with convex programming to overcome these obstacles: - We relax the intersection by imposing an overlap penalty on the product measure formed by the two input measures. We prove, via an integrated Bochner-type method, that this "soft intersection" satisfies a Poincaré Inequality uniformly over all external fields. - We use samples from the relaxed distribution to solve a dual maximum entropy convex program inspired by the Gurvits capacity. This program reweights the soft intersection measure using external fields to boost the aggregate probability of configurations satisfying the hard intersection constraint, without changing their relative weights. We bound the success probability directly using the uniform Poincaré Inequality and smallness of the gradient norm. AI Disclosure: GPT-5.6 Sol Ultra and GPT-6 Astra Ultra were heavily used to develop the ideas in this paper.

cs.DS · cs.CC · cs.DM · math.PR

版本更新 · v2arXiv:2608.25491

A Spectral Local-to-Global Principle for Spin Systems on Graphs with Girth At Least Five

Xiaoyu Chen, Kuikui Liu

原文摘要

It is proved that, for every $δ\in (0,1)$, the Glauber dynamics for the uniform distribution on proper $q$-colorings is rapidly mixing when $q \geq (1+δ)Δ$ and the underlying graph has girth at least $5$ and maximum degree $Δ= Ω_δ(1)$. This result also extends to general multi-spin systems satisfying a $\textit{local spectral contraction}$ condition, including the anti-ferromagnetic Potts model with $q\geq (1+δ)(1-β)Δ$. These results are achieved by a new spectral local-to-global principle on graphs with girth at least five for general multi-spin systems, and a novel Fourier analysis for Glauber dynamics on a star. The main ideas behind all the proofs were developed through several rounds of interaction with GPT-5.6 Sol Ultra.

cs.DS · cs.DM · math.PR

版本更新 · v2arXiv:2511.13025

Recovering Geodesic Distances from Noisy Observations

Charles Fefferman, Jonathan Marty, Kevin Ren

原文摘要

Let $(M,d,μ)$ be a nice geodesic probability space (such as a manifold) and $X=\{x_i\}_{i\in [N]} \subset M$ a finite $μ$-i.i.d. sample. Suppose we observe noisy distance random variables $d'(x_i,x_j)$. When can the true distances be recovered to small additive error? This question has attracted interest in two disparate fields: latent-space graph models and boundary-value inverse problems. We first show that, taking $N \asymp ε^{-2d-2}|\logε|$ and using runtime $O(N^{2.5+o_d (1)})$, we can recover all distances in $X$ to additive error $O(ε|\logε|)$ with high probability, assuming $\mathbb{E} d'(x_i, x_j) = F(d(x_i,x_j))$ for an unknown, increasing bilipschitz $F$ and with the $d'(x_i,x_j)$ allowed to be arbitrarily heterogeneous in their distribution as long as they are bounded in subgaussian norm. This generalizes existing work, which required $F$ to be known and made strict assumptions on the distribution of $d'(x_i, x_j)$. Achieving this generalization required a novel ``ruler-building'' procedure to learn $F$. We extend our results to a missing data case where we randomly lose access to noisy distances. Our second result uses ideas from the first to tackle a partial observability case: $X = Y \cup Z$ with $Z$ sampled from $M$ and $Y$ sampled from an observer subset satisfying visibility conditions that model the assumptions made on the boundary in boundary-value inverse problems. In this setting, we recover all pairwise distances in $Z$ to additive error $O(ε)$ with $|Z| \asymp ε^{-2d-2}|\logε|$, $|Y| \asymp ε^{-\max\{d_ν,4\}}$ with $d_ν$ determined by the volume-growth properties of the probability measure on the observer set, and runtime $O(|Z|^3)$. This is, to our knowledge, the first quantitative guarantee for this observer/observed split under noise, which complements existing stability results for boundary data.

stat.ML · cs.LG · math.DG · math.PR

新论文 · v1arXiv:2611.04294

State Evolution and Universality of Iterated Linear Programs for the Binary Perceptron

Jianan Zhang, Shuangping Li

原文摘要

The binary perceptron is a random constraint satisfaction problem that asks for a sign vector satisfying a system of random linear inequalities. Its solution space has a strikingly extreme geometry: at every positive constraint density, all but a vanishing fraction of the solutions are isolated. Yet polynomial-time algorithms find solutions at small enough constraint density, which raises the question of how efficient algorithms navigate such a landscape. Linear programming is a natural algorithm to study here, but its analysis has so far been limited to a single round. Li, Schramm, and Zhou (STOC 2025) analyzed one linear program followed by iterative rounding. In this work, we overcome this limitation and give a precise analysis of iterated linear programming for the binary perceptron. (1) For Gaussian matrices and any fixed number of rounds, we characterize the iterated linear programs exactly through a deterministic state-evolution recursion. (2) Adding a final rounding step, we obtain a randomized polynomial-time algorithm for the binary perceptron. Numerical evaluations of the recursion provide evidence that it succeeds at constraint density $α=0.60$ with zero margin, well beyond the range $α\le0.1$ guaranteed by the single-LP analysis and $α\approx0.327$ (Jo and Lee, 2026), the best guarantee so far. (3) We establish universality, showing that the same characterization holds for matrices with i.i.d. entries drawn from any centered, unit-variance subgaussian law. The key idea of our proof is that, although conditioning on earlier rounds makes the matrix non-Gaussian, its conditional law can be computed explicitly and remains close to a Gaussian law, so the convex Gaussian min-max theorem applies in every round. For universality, we compare Gaussian and subgaussian matrices through the Lindeberg principle, using a regularized version of each linear program.

cs.DS · cs.CC · math.PR