Timothy L.H. Wee

Motivated by applications to group synchronization and quadratic assignment on random data, we study a general problem of Bayesian inference of an unknown “signal” belonging to a high-dimensional compact group, given noisy pairwise observations of a featurization of this signal. We establish a quantitative comparison between the signal-observation mutual information in any such problem with that in a simpler model with linear observations, using interpolation methods. For group synchronization, our result proves a replica formula for the asymptotic mutual information and Bayes-optimal mean-squared-error. Via analyses of this replica formula, we show that the conjectural phase transition threshold for computationally-efficient weak recovery of the signal is determined by a classification of the real-irreducible components of the observed group representation(s), and we fully characterize the information-theoretic limits of estimation in the example of angular/phase synchronization over \mathbbSO(2)/\mathbbU(1). For quadratic assignment, we study observations given by a kernel matrix of pairwise similarities and a randomly permutated and noisy counterpart, and we show in a bounded signal-to-noise regime that the asymptotic mutual information coincides with that in a Bayesian spiked model with i.i.d. signal prior.

A random vector whose norm and overlap (inner product with an independent copy) concentrates is shown to have random low-dimensional projections that are approximately random Gaussians. Conversely, asymptotically random Gaussian projections imply these hypotheses. This extends and unites several existing results in geometric functional analysis and spin glasses. Applications include a large-system characterization of the joint law of cavity fields in the Sherrington-Kirkpatrick model.

We present a new approach to local independence in spin glasses, i.e. the phenomenon that any fixed subset of coordinates is asymptotically independent in the thermodynamic limit. The approach generalizes the rigorous cavity method from Talagrand by considering multiple cavity sites. Under replica-symmetric conditions of thin-shell and overlap concentration, the cavity fields are revealed to be asymptotically independent, conditionally on the disorder, which in turn leads to local independence. Conversely, it is shown that local independence implies those replica-symmetric properties. The framework is general enough to encompass the classical and soft spin ([-1,1]) Sherrington-Kirkpatrick models, as well as the Gardner spin glasses.