We investigate the problem of estimating the structure of a weighted network from repeated measurements of a Gaussian graphical model (GGM) on the network. In this vein, we consider GGMs whose covariance structures align with the geometry of the weighted network on which they are based. Such GGMs have been of longstanding interest in statistical physics, and are referred to as the Gaussian free field (GFF). In recent years, they have attracted considerable interest in the machine learning and theoretical computer science. In this work, we propose a novel estimator for the weighted network (equivalently, its Laplacian) from repeated measurements of a GFF on the network, based on the Fourier analytic properties of the Gaussian distribution. In this pursuit, our approach exploits complex-valued statistics constructed from observed data, that are of interest in their own right. We demonstrate the effectiveness of our estimator with concrete recovery guarantees and bounds on the required sample complexity. In particular, we show that the proposed statistic achieves the parametric rate of estimation for fixed network size. In the setting of networks growing with sample size, our results show that for Erdos–Renyi random graphs G(d, p) above the connectivity threshold, network recovery takes place with high probability as soon as the sample size n satisfies (n gg d^4 log d cdot p^{-2}).
我们研究的问题是如何通过对加权网络的高斯图形模型(GGM)的重复测量来估计该网络的结构。为此,我们考虑了协方差结构与加权网络几何结构一致的 GGM。这种 GGM 长期以来一直受到统计物理学的关注,被称为高斯自由场(GFF)。近年来,它们引起了机器学习和理论计算机科学的极大兴趣。在这项工作中,我们根据高斯分布的傅立叶分析特性,提出了一种新的估计方法,即通过对网络上的高斯自由场的重复测量,对加权网络(等同于其拉普拉卡)进行估计。在这一过程中,我们的方法利用了从观测数据中构建的复值统计量,这些数据本身就很有意义。我们用具体的恢复保证和所需样本复杂度的界限证明了我们的估计器的有效性。特别是,我们证明了在网络规模固定的情况下,所提出的统计量达到了参数估计率。在网络随样本量增长的情况下,我们的结果表明,对于连通性阈值以上的鄂尔多斯-雷尼随机图 G(d,p),只要样本量 n 满足 (n gg d^4 log d cdot p^{-2}/),网络恢复就会以很高的概率发生。
{"title":"Learning Networks from Gaussian Graphical Models and Gaussian Free Fields","authors":"Subhro Ghosh, Soumendu Sundar Mukherjee, Hoang-Son Tran, Ujan Gangopadhyay","doi":"10.1007/s10955-024-03257-0","DOIUrl":"https://doi.org/10.1007/s10955-024-03257-0","url":null,"abstract":"<p>We investigate the problem of estimating the structure of a weighted network from repeated measurements of a Gaussian graphical model (GGM) on the network. In this vein, we consider GGMs whose covariance structures align with the geometry of the weighted network on which they are based. Such GGMs have been of longstanding interest in statistical physics, and are referred to as the Gaussian free field (GFF). In recent years, they have attracted considerable interest in the machine learning and theoretical computer science. In this work, we propose a novel estimator for the weighted network (equivalently, its Laplacian) from repeated measurements of a GFF on the network, based on the Fourier analytic properties of the Gaussian distribution. In this pursuit, our approach exploits complex-valued statistics constructed from observed data, that are of interest in their own right. We demonstrate the effectiveness of our estimator with concrete recovery guarantees and bounds on the required sample complexity. In particular, we show that the proposed statistic achieves the parametric rate of estimation for fixed network size. In the setting of networks growing with sample size, our results show that for Erdos–Renyi random graphs <i>G</i>(<i>d</i>, <i>p</i>) above the connectivity threshold, network recovery takes place with high probability as soon as the sample size <i>n</i> satisfies <span>(n gg d^4 log d cdot p^{-2})</span>.</p>","PeriodicalId":667,"journal":{"name":"Journal of Statistical Physics","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2024-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140582009","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-03-29DOI: 10.1007/s10955-024-03256-1
Tillmann Bosch, Steffen Winter
For a class of aggregation models on the integer lattice ({{mathbb {Z}}}^d), (dge 2), in which clusters are formed by particles arriving one after the other and sticking irreversibly where they first hit the cluster, including the classical model of diffusion-limited aggregation (DLA), we study the growth of the clusters. We observe that a method of Kesten used to obtain an almost sure upper bound on the radial growth in the DLA model generalizes to a large class of such models. We use it in particular to prove such a bound for the so-called ballistic model, in which the arriving particles travel along straight lines. Our bound implies that the fractal dimension of ballistic aggregation clusters in ({{mathbb {Z}}}^2) is 2, which proves a long standing conjecture in the physics literature.
{"title":"On the Radial Growth of Ballistic Aggregation and Other Aggregation Models","authors":"Tillmann Bosch, Steffen Winter","doi":"10.1007/s10955-024-03256-1","DOIUrl":"https://doi.org/10.1007/s10955-024-03256-1","url":null,"abstract":"<p>For a class of aggregation models on the integer lattice <span>({{mathbb {Z}}}^d)</span>, <span>(dge 2)</span>, in which clusters are formed by particles arriving one after the other and sticking irreversibly where they first hit the cluster, including the classical model of diffusion-limited aggregation (DLA), we study the growth of the clusters. We observe that a method of Kesten used to obtain an almost sure upper bound on the radial growth in the DLA model generalizes to a large class of such models. We use it in particular to prove such a bound for the so-called ballistic model, in which the arriving particles travel along straight lines. Our bound implies that the fractal dimension of ballistic aggregation clusters in <span>({{mathbb {Z}}}^2)</span> is 2, which proves a long standing conjecture in the physics literature.</p>","PeriodicalId":667,"journal":{"name":"Journal of Statistical Physics","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2024-03-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140325804","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-03-25DOI: 10.1007/s10955-024-03247-2
Hiroki Takahasi
{"title":"Correction to: Level-2 Large Deviation Principle for Countable Markov Shifts Without Gibbs States","authors":"Hiroki Takahasi","doi":"10.1007/s10955-024-03247-2","DOIUrl":"https://doi.org/10.1007/s10955-024-03247-2","url":null,"abstract":"","PeriodicalId":667,"journal":{"name":"Journal of Statistical Physics","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2024-03-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140384424","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-03-15DOI: 10.1007/s10955-024-03252-5
Philipp Gohlke, Georgios Lamprinakis, Jörg Schmeling
We regard the classic Thue–Morse diffraction measure as an equilibrium measure for a potential function with a logarithmic singularity over the doubling map. Our focus is on unusually fast scaling of the Birkhoff sums (superlinear) and of the local measure decay (superpolynomial). For several scaling functions, we show that points with this behavior are abundant in the sense of full Hausdorff dimension. At the fastest possible scaling, the corresponding rates reveal several remarkable phenomena. There is a gap between level sets for dyadic rationals and non-dyadic points, and beyond dyadic rationals, non-zero accumulation points occur only within intervals of positive length. The dependence between the smallest and the largest accumulation point also manifests itself in a non-trivial joint dimension spectrum.
{"title":"Fast Dimension Spectrum for a Potential with a Logarithmic Singularity","authors":"Philipp Gohlke, Georgios Lamprinakis, Jörg Schmeling","doi":"10.1007/s10955-024-03252-5","DOIUrl":"https://doi.org/10.1007/s10955-024-03252-5","url":null,"abstract":"<p>We regard the classic Thue–Morse diffraction measure as an equilibrium measure for a potential function with a logarithmic singularity over the doubling map. Our focus is on unusually fast scaling of the Birkhoff sums (superlinear) and of the local measure decay (superpolynomial). For several scaling functions, we show that points with this behavior are abundant in the sense of full Hausdorff dimension. At the fastest possible scaling, the corresponding rates reveal several remarkable phenomena. There is a gap between level sets for dyadic rationals and non-dyadic points, and beyond dyadic rationals, non-zero accumulation points occur only within intervals of positive length. The dependence between the smallest and the largest accumulation point also manifests itself in a non-trivial joint dimension spectrum.</p>","PeriodicalId":667,"journal":{"name":"Journal of Statistical Physics","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2024-03-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140148090","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-03-13DOI: 10.1007/s10955-024-03244-5
Stefano Boccelli, Fabien Giroux, James G. McDonald
This work explores the different shapes that can be realized by the one-particle velocity distribution functions (VDFs) associated with the fourth-order maximum-entropy moment method. These distributions take the form of an exponential of a polynomial of the particle velocity, with terms up to the fourth-order. The 14- and 21-moment approximations are investigated. Various non-equilibrium gas states are probed throughout moment space. The resulting maximum-entropy distributions deviate strongly from the equilibrium VDF, and show a number of lobes and branches. The Maxwellian and the anisotropic Gaussian distributions are recovered as special cases. The eigenvalues associated with the maximum-entropy system of transport equations are also illustrated for some selected gas states. Anisotropic and/or asymmetric non-equilibrium states are seen to be associated with a non-uniform spacial propagation of perturbations.
{"title":"A Gallery of Maximum-Entropy Distributions: 14 and 21 Moments","authors":"Stefano Boccelli, Fabien Giroux, James G. McDonald","doi":"10.1007/s10955-024-03244-5","DOIUrl":"https://doi.org/10.1007/s10955-024-03244-5","url":null,"abstract":"<p>This work explores the different shapes that can be realized by the one-particle velocity distribution functions (VDFs) associated with the fourth-order maximum-entropy moment method. These distributions take the form of an exponential of a polynomial of the particle velocity, with terms up to the fourth-order. The 14- and 21-moment approximations are investigated. Various non-equilibrium gas states are probed throughout moment space. The resulting maximum-entropy distributions deviate strongly from the equilibrium VDF, and show a number of lobes and branches. The Maxwellian and the anisotropic Gaussian distributions are recovered as special cases. The eigenvalues associated with the maximum-entropy system of transport equations are also illustrated for some selected gas states. Anisotropic and/or asymmetric non-equilibrium states are seen to be associated with a non-uniform spacial propagation of perturbations.</p>","PeriodicalId":667,"journal":{"name":"Journal of Statistical Physics","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2024-03-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140147749","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-03-07DOI: 10.1007/s10955-024-03254-3
Ercan Sönmez, Clara Stegehuis
We study the distances of vertices within cliques in a soft random geometric graph on a torus, where the vertices are points of a homogeneous Poisson point process, and far-away points are less likely to be connected than nearby points. We obtain the scaling of the maximal distance between any two points within a clique of size k. Moreover, we show that asymptotically in all cliques with large distances, there is only one remote point and all other points are nearby. Furthermore, we prove that a re-scaled version of the maximal k-clique distance converges in distribution to a Fréchet distribution. Thereby, we describe the order of magnitude according to which the largest distance between two points in a clique decreases with the clique size.
我们研究了环上软随机几何图中小集团内顶点的距离,其中顶点是同质泊松点过程中的点,远处的点比近处的点更不可能相连。我们得到了大小为 k 的小群内任意两点间最大距离的缩放。此外,我们还证明了在所有大距离的小群中,渐近地只有一个远处的点,其他所有点都在附近。此外,我们还证明了最大 k 小块距离的重新缩放版本在分布上收敛于弗雷谢特分布。因此,我们描述了小集团中两点间最大距离随小集团大小而减小的数量级。
{"title":"On the Distances Within Cliques in a Soft Random Geometric Graph","authors":"Ercan Sönmez, Clara Stegehuis","doi":"10.1007/s10955-024-03254-3","DOIUrl":"https://doi.org/10.1007/s10955-024-03254-3","url":null,"abstract":"<p>We study the distances of vertices within cliques in a soft random geometric graph on a torus, where the vertices are points of a homogeneous Poisson point process, and far-away points are less likely to be connected than nearby points. We obtain the scaling of the maximal distance between any two points within a clique of size <i>k</i>. Moreover, we show that asymptotically in all cliques with large distances, there is only one remote point and all other points are nearby. Furthermore, we prove that a re-scaled version of the maximal <i>k</i>-clique distance converges in distribution to a Fréchet distribution. Thereby, we describe the order of magnitude according to which the largest distance between two points in a clique decreases with the clique size.</p>","PeriodicalId":667,"journal":{"name":"Journal of Statistical Physics","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2024-03-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140074080","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-03-06DOI: 10.1007/s10955-024-03250-7
Tadahiro Miyao
With mathematical rigor, we demonstrate that electron–phonon interactions enhance the stability of charge density waves in low-temperature phases of many-electron systems. Our proof method involves an appropriate application of the Pirogov–Sinai theory to electron–phonon systems. Combining our findings with existing results, we obtain rigorous information regarding the low-temperature phase diagram for half-filled electron–phonon systems.
{"title":"Stability of Charge Density Waves in Electron–Phonon Systems","authors":"Tadahiro Miyao","doi":"10.1007/s10955-024-03250-7","DOIUrl":"https://doi.org/10.1007/s10955-024-03250-7","url":null,"abstract":"<p>With mathematical rigor, we demonstrate that electron–phonon interactions enhance the stability of charge density waves in low-temperature phases of many-electron systems. Our proof method involves an appropriate application of the Pirogov–Sinai theory to electron–phonon systems. Combining our findings with existing results, we obtain rigorous information regarding the low-temperature phase diagram for half-filled electron–phonon systems.</p>","PeriodicalId":667,"journal":{"name":"Journal of Statistical Physics","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2024-03-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140047773","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-03-06DOI: 10.1007/s10955-024-03251-6
Frank Aurzada, Pascal Mittenbühler
We consider the persistence probability of a certain fractional Gaussian process (M^H) that appears in the Mandelbrot-van Ness representation of fractional Brownian motion. This process is self-similar and smooth. We show that the persistence exponent of (M^H) exists, is positive and continuous in the Hurst parameter H. Further, the asymptotic behaviour of the persistence exponent for (Hdownarrow 0) and (Huparrow 1), respectively, is studied. Finally, for (Hrightarrow 1/2), the suitably renormalized process converges to a non-trivial limit with non-vanishing persistence exponent, contrary to the fact that (M^{1/2}) vanishes.
{"title":"Persistence Probabilities of a Smooth Self-Similar Anomalous Diffusion Process","authors":"Frank Aurzada, Pascal Mittenbühler","doi":"10.1007/s10955-024-03251-6","DOIUrl":"https://doi.org/10.1007/s10955-024-03251-6","url":null,"abstract":"<p>We consider the persistence probability of a certain fractional Gaussian process <span>(M^H)</span> that appears in the Mandelbrot-van Ness representation of fractional Brownian motion. This process is self-similar and smooth. We show that the persistence exponent of <span>(M^H)</span> exists, is positive and continuous in the Hurst parameter <i>H</i>. Further, the asymptotic behaviour of the persistence exponent for <span>(Hdownarrow 0)</span> and <span>(Huparrow 1)</span>, respectively, is studied. Finally, for <span>(Hrightarrow 1/2)</span>, the suitably renormalized process converges to a non-trivial limit with non-vanishing persistence exponent, contrary to the fact that <span>(M^{1/2})</span> vanishes.</p>","PeriodicalId":667,"journal":{"name":"Journal of Statistical Physics","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2024-03-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140055006","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-03-05DOI: 10.1007/s10955-024-03236-5
Matteo Polettini, Izaak Neri
For continuous-time Markov chains we prove that, depending on the notion of effective affinity F, the probability of an edge current to ever become negative is either 1 if (F< 0) else (sim exp - F). The result generalizes a “noria” formula to multicyclic networks. We give operational insights on the effective affinity and compare several estimators, arguing that stopping problems may be more accurate in assessing the nonequilibrium nature of a system according to a local observer. Finally we elaborate on the similarity with the Boltzmann formula. The results are based on a constructive first-transition approach.
对于连续时间马尔可夫链,我们证明,根据有效亲和力 F 的概念,边电流变为负值的概率为 1 if (F< 0) else (sim exp - F).这一结果将 "诺里亚 "公式推广到了多环网络。我们给出了关于有效亲和力的操作见解,并比较了几种估计方法,认为停止问题在根据局部观察者评估系统的非平衡性质时可能更准确。最后,我们阐述了与玻尔兹曼公式的相似性。这些结果都是基于建设性的第一过渡方法得出的。
{"title":"Multicyclic Norias: A First-Transition Approach to Extreme Values of the Currents","authors":"Matteo Polettini, Izaak Neri","doi":"10.1007/s10955-024-03236-5","DOIUrl":"https://doi.org/10.1007/s10955-024-03236-5","url":null,"abstract":"<p>For continuous-time Markov chains we prove that, depending on the notion of effective affinity <i>F</i>, the probability of an edge current to ever become negative is either 1 if <span>(F< 0)</span> else <span>(sim exp - F)</span>. The result generalizes a “noria” formula to multicyclic networks. We give operational insights on the effective affinity and compare several estimators, arguing that stopping problems may be more accurate in assessing the nonequilibrium nature of a system according to a local observer. Finally we elaborate on the similarity with the Boltzmann formula. The results are based on a constructive first-transition approach.</p>","PeriodicalId":667,"journal":{"name":"Journal of Statistical Physics","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2024-03-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140044593","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}