论文标题

高维统计的Franz-Parisi标准和计算权衡

The Franz-Parisi Criterion and Computational Trade-offs in High Dimensional Statistics

论文作者

Bandeira, Afonso S., Alaoui, Ahmed El, Hopkins, Samuel B., Schramm, Tselil, Wein, Alexander S., Zadik, Ilias

论文摘要

据信许多高维统计推断问题具有固有的计算硬度。已经提出了各种框架为这种硬度提供了严格的证据,包括针对限制的计算模型(例如低级功能)的下限,以及基于基于自由能景观的统计物理学的方法。本文旨在在看似不同的低度和基于自由能的方法之间建立严格的联系。我们为硬度定义了基于自由能的标准,并将其正式连接到广泛的统计问题的低度硬度概念,即所有高斯添加剂模型和某些具有稀疏种植信号的模型。通过利用这些严格的连接,我们可以:为高斯添加剂模型确定低度硬度的“代数”概念意味着“几何”本地MCMC算法的失败,并为稀疏线性回归提供了新的低度下限,这似乎很难直接证明。这些结果既提供了概念上的见解,又可以介绍到不同硬度概念之间的联系,以及具体的技术工具,例如证明低度下限的新方法。

Many high-dimensional statistical inference problems are believed to possess inherent computational hardness. Various frameworks have been proposed to give rigorous evidence for such hardness, including lower bounds against restricted models of computation (such as low-degree functions), as well as methods rooted in statistical physics that are based on free energy landscapes. This paper aims to make a rigorous connection between the seemingly different low-degree and free-energy based approaches. We define a free-energy based criterion for hardness and formally connect it to the well-established notion of low-degree hardness for a broad class of statistical problems, namely all Gaussian additive models and certain models with a sparse planted signal. By leveraging these rigorous connections we are able to: establish that for Gaussian additive models the "algebraic" notion of low-degree hardness implies failure of "geometric" local MCMC algorithms, and provide new low-degree lower bounds for sparse linear regression which seem difficult to prove directly. These results provide both conceptual insights into the connections between different notions of hardness, as well as concrete technical tools such as new methods for proving low-degree lower bounds.

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