The adaptive interpolation method for proving replica formulas. Applications to the Curie–Weiss and Wigner spike models

J Barbier, N Macris - Journal of Physics A: Mathematical and …, 2019 - iopscience.iop.org
In this contribution we give a pedagogic introduction to the newly introduced adaptive
interpolation method to prove in a simple and unified way replica formulas for Bayesian …

Nonconvex interactions in mean-field spin glasses

JC Mourrat - Probability and Mathematical Physics, 2021 - msp.org
We propose a conjecture for the limit free energy of mean-field spin glasses with a bipartite
structure, and show that the conjectured limit is an upper bound. The conjectured limit is …

On the free energy of vector spin glasses with non-convex interactions

HB Chen, JC Mourrat - arXiv preprint arXiv:2311.08980, 2023 - arxiv.org
The limit free energy of spin-glass models with convex interactions can be represented as a
variational problem involving an explicit functional. Models with non-convex interactions are …

Free energy upper bound for mean-field vector spin glasses

JC Mourrat - Annales de l'Institut Henri Poincare (B) Probabilites et …, 2023 - projecteuclid.org
We consider vector spin glasses whose energy function is a Gaussian random field with
covariance given in terms of the matrix of scalar products. For essentially any model in this …

Hamilton–Jacobi equations for mean-field disordered systems

JC Mourrat - Annales Henri Lebesgue, 2021 - numdam.org
We argue that Hamilton–Jacobi equations provide a convenient and intuitive approach for
studying the large-scale behavior of mean-field disordered systems. This point of view is …

Statistical mechanics of mean-field disordered systems: a Hamilton-Jacobi approach

T Dominguez, JC Mourrat - arXiv preprint arXiv:2311.08976, 2023 - arxiv.org
The goal of this book is to present new mathematical techniques for studying the behaviour
of mean-field systems with disordered interactions. We mostly focus on certain problems of …

Statistical inference of finite-rank tensors

H Chen, JC Mourrat, J Xia - Annales Henri Lebesgue, 2022 - numdam.org
Statistical inference of finite-rank tensors Page 1 Annales Henri Lebesgue 5 (2022) 1161-1189
HONGBIN CHEN JEAN-CHRISTOPHE MOURRAT JIAMING XIA STATISTICAL INFERENCE …

The Parisi formula is a Hamilton–Jacobi equation in Wasserstein space

JC Mourrat - Canadian Journal of Mathematics, 2022 - cambridge.org
The Parisi formula is a self-contained description of the infinite-volume limit of the free
energy of mean-field spin glass models. We showthat this quantity can be recast as the …

Hamilton-Jacobi equations from mean-field spin glasses

HB Chen, J Xia - arXiv preprint arXiv:2201.12732, 2022 - arxiv.org
We give an intrinsic meaning to the Hamilton-Jacobi equation arising from mean-field spin
glass models in the viscosity sense, and establish the corresponding well-posedness …

Self-overlap correction simplifies the Parisi formula for vector spins

HB Chen - Electronic Journal of Probability, 2023 - projecteuclid.org
We propose a simpler approach to identifying the limit of free energy in a vector spin glass
model by adding a self-overlap correction to the Hamiltonian. This avoids constraining the …