Estimation in spin glasses: A first step

被引:31
作者
Chatterjee, Sourav [1 ]
机构
[1] Univ Calif Berkeley, Dept Stat, Berkeley, CA 94720 USA
关键词
spin glass; neural networks; estimation; consistency; exponential families;
D O I
10.1214/009053607000000109
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The Shenington-Kirkpatrick model of spin glasses, the Hopfield model of neural networks and the Ising spin glass are all models of binary data belonging to the one-parameter exponential family with quadratic sufficient statistic. Under bare minimal conditions, we establish the root N-consistency of the maximum pseudolikelihood estimate of the natural parameter in this family, even at critical temperatures. Since very little is known about the low and critical temperature regimes of these extremely difficult models, the proof requires several new ideas. The author's version of Stein's method is a particularly useful tool. We aim to introduce these techniques into the realm of mathematical statistics through an example and present some open questions.
引用
收藏
页码:1931 / 1946
页数:16
相关论文
共 26 条
[1]   SOME RIGOROUS RESULTS ON THE SHERRINGTON-KIRKPATRICK SPIN-GLASS MODEL [J].
AIZENMAN, M ;
LEBOWITZ, JL ;
RUELLE, D .
COMMUNICATIONS IN MATHEMATICAL PHYSICS, 1987, 112 (01) :3-20
[2]   Extended variational principle for the Sherrington-Kirkpatrick spin-glass model [J].
Aizenman, M ;
Sims, R ;
Starr, SL .
PHYSICAL REVIEW B, 2003, 68 (21)
[3]  
[Anonymous], 2005, THESIS STANFORD U
[4]  
Bai ZD, 1999, STAT SINICA, V9, P611
[5]   STATISTICAL-ANALYSIS OF NON-LATTICE DATA [J].
BESAG, J .
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES D-THE STATISTICIAN, 1975, 24 (03) :179-195
[6]  
BESAG J, 1974, J ROY STAT SOC B MET, V36, P192
[7]  
BOVIER A, 1998, Patent No. 1601727
[8]   Stein's method for concentration inequalities [J].
Chatterjee, Sourav .
PROBABILITY THEORY AND RELATED FIELDS, 2007, 138 (1-2) :305-321
[9]   Concentration of Haar measures, with an application to random matrices [J].
Chatterjee, Sourav .
JOURNAL OF FUNCTIONAL ANALYSIS, 2007, 245 (02) :379-389
[10]   ON CONSISTENCY OF A CLASS OF ESTIMATORS FOR EXPONENTIAL-FAMILIES OF MARKOV RANDOM-FIELDS ON THE LATTICE [J].
COMETS, F .
ANNALS OF STATISTICS, 1992, 20 (01) :455-468