ICTP Joint MATH-QLS- SEMINAR - Tuesday 27 February, at 14:00 - VENUE: Central Area, 2nd floor, old SISSA building, via Beirut

[ICTP Math Section]

Joint  MATH-QLS  SEMINARS 2018


Tuesday, 27 February, at 14:00 hrs.


Speaker: Jean Barbier (EPFL, Lausanne)


Title: A simple tool for complex problems: The adaptive interpolation 
method for the Wigner spiked model


Abstract:  There has been much progress recently in proving 
single-letter formulas for the mutual information (or " free energy ") 
in high-dimensional estimation and learning problems. Computing the 
mutual information is important in order to locate the various " phase 
transitions " occurring in such problems when the noise increases or the 
data becomes too scarce. It is also key in computing various optimal 
achievable errors. Unfortunately all existing methods are highly 
involved, difficult to generalize and restricted in their applicability.

In this talk I'll present a new method, called " adaptive interpolation 
method ", that eliminates these barriers all at once: It is much 
simpler, very generic and able to tackle problems that were resisting 
until now. I will illustrate the method on a paradigmatic model of 
high-dimensional estimation, namely the " Wigner spiked model " (or " 
low-rank matrix factorization ").

I will also briefly review some models that are now under full rigorous 
control thanks to this approach, as well as very recent extensions to 
physics models such as the " ferromagnetic p-spin model on sparse random 
graphs ", an open problem for decades for reasons that I'll mention.

VENUE:  Central Area, 2nd floor, old SISSA building, via Beirut