We analyze the coupled non-linear integro-differential equations whose solutions is the thermodynamical limit of the empirical correlation and response functions in the Langevin dynamics for spherical p-spin disordered mean-field models. We provide a mathematically rigorous derivation of their FDT solution (for the high temperature regime) and of certain key properties of this solution, which are in agreement with earlier derivations based on physical grounds.
This paper investigates p-spin distributions for a generic spherical p-spin model; we give a representation of spin distributions in terms of a stochastic process. In order to do this, we find a novel double limit scheme that allows us to treat the sphere as a product space and perform cavity computations. The decomposition into a product space involves the creation of a renormalized sphere, whose scale $R$ will be taken to infinity.
In a companion paper we developed the generalized TAP approach for general multi-species spherical mixed $p$-spin models. In this paper, we use it to compute the limit of the free energy at any temperature for all pure multi-species spherical $p$-spin models, assuming that certain free energies converge. Importantly, the pure multi-species models do not satisfy the convexity assumption on the mixture which was crucial in the recent proofs of the Parisi formula for the multi-species Sherrington-Kirkpatrick model by Barra et al. (2015) and Panchenko (2015) and for the multi-species spherical mix…
We develop a generalized TAP approach for the multi-species version of the spherical mixed $p$-spin models. In particular, we prove a generalized TAP representation for the free energy at any overlap vector which is multi-samplable in an appropriate sense. Moreover, we show that if a multi-samplable overlap is maximal, then the TAP correction is equal to an analogue of the well-known Onsager reaction term. Finally, in a companion paper we use the results from the current paper to compute the free energy at any temperature for all multi-species pure $p$-spin models, assuming the free energy con…
We investigate the energy landscape of the spherical mixed even p-spin model near its maximum energy. We relate the distance between pairs of near maxima to the support of the Parisi measure at zero temperature. We then provide an algebraic relation that characterizes one-step replica symmetric breaking Parisi measures. For these measures, we show that any two nonparallel spin configurations around the maximum energy are asymptotically orthogonal to each other. In sharp contrast, we study models with full replica symmetry breaking and show that all possible values of the asymptotic distance ar…
We focus on spherical spin glasses whose Parisi distribution has support of the form $[0,q]$. For such models we construct paths from the origin to the sphere which consistently remain close to the ground-state energy on the sphere of corresponding radius. The construction uses a greedy strategy, which always follows a direction corresponding to the most negative eigenvalues of the Hessian of the Hamiltonian. For finite mixtures $ν(x)$ it provides an algorithm of time complexity $O(N^{{\rm deg}(ν)})$ to find w.h.p. points with the ground-state energy, up to a small error. For the pure spherica…
We prove that the free energy of any spherical mixed $p$-spin model converges as the dimension $N$ tends to infinity. While the convergence is a consequence of the Parisi formula, the proof we give is independent of the formula and uses the well-known Guerra-Toninelli interpolation method. The latter was invented for models with Ising spins to prove that the free energy is super-additive and therefore (normalized by $N$) converges. In the spherical case, however, the configuration space is not a product space and the interpolation cannot be applied directly. We first relate the free energy on …
This paper characterizes the annealed complexity of bipartite spherical spin glasses, both pure and mixed. This means we give exact variational formulas for the asymptotics of the expected numbers of critical points and of local minima. This problem was initially considered by [Auffinger, Chen 2014], who gave upper and lower bounds on this complexity. We find two surprising connections between pure bipartite and pure single-species spin glasses, which were studied by [Auffinger, Ben Arous, Černý 2013]. First, the local minima of any pure bipartite model lie primarily in a low-energy band, simi…
In this paper, we study the Crisanti-Sommers variational problem, which is a variational formula for the free energy of spherical mixed $p$-spin glasses. We begin by computing the dual of this problem using a min-max argument. We find that the dual is a 1-D problem of obstacle type, where the obstacle is related to the covariance structure of the underlying process. This approach yields an alternative way to understand Replica Symmetry Breaking at the level of the variational problem through topological properties of the coincidence set of the optimal dual variable. Using this duality, we give…
Excluding some special cases, computing the critical inverse-temperature $β_c$ of a mixed $p$-spin spin glass model is a difficult task. The only known method to calculate its value for a general model requires the full power of the Parisi formula. On the other hand, an easy application of the second moment method to the partition function yields an explicit lower bound $β_m\leq β_c$ to the critical inverse-temperature. Interestingly, in the important case of the Sherrington-Kirkpatrick model $β_m=β_c$. In this work we consider the multi-species spherical mixed $p$-spin models without external…
We obtain the analogue of the Crisanti-Sommers variational formula for spherical spin glasses with vector spins. This formula is derived from the discrete Parisi variational formula for the limit of the free energy of constrained copies of spherical spin glasses. In vector spin models, the variations of the functional order parameters must preserve the monotonicity of matrix paths which introduces a new challenge in contrast to the derivation of the classical Crisanti-Sommers formula.
In this paper, we study the low temperature limit of the spherical Crisanti-Sommers variational problem. We identify the $Γ$-limit of the Crisanti-Sommers functionals, thereby establishing a rigorous variational problem for the ground state energy of spherical mixed $p$-spin glasses. As an application, we compute moderate deviations of the corresponding minimizers in the low temperature limit. In particular, for a large class of models this yields moderate deviations for the overlap distribution. We then analyze the ground state energy problem. We show that this variational problem is dual to …
We evaluate the high temperature limit of the free energy of spin glasses on the hypercube with Hamiltonian $H_N(σ) = σ^T J σ$, where the coupling matrix $J$ is drawn from certain symmetric orthogonally invariant ensembles. Our derivation relates the annealed free energy of these models to a spherical integral, and expresses the limit of the free energy in terms of the limiting spectral measure of the coupling matrix $J$. As an application, we derive the limiting free energy of the Random Orthogonal Model (ROM) at high temperatures, which confirms non-rigorous calculations of Marinari et al. (…
We derive the thermodynamic limit of the empirical correlation and response functions in the Langevin dynamics for spherical mixed $p$-spin disordered mean-field models, starting uniformly within one of the spherical bands on which the Gibbs measure concentrates at low temperature for the pure $p$-spin models and mixed perturbations of them. We further relate the large time asymptotics of the resulting coupled non-linear integro-differential equations, to the geometric structure of the Gibbs measures (at low temperature), and derive their FDT solution (at high temperature).
The free energy of multiple systems of spherical spin glasses with constrained overlaps was first studied in arXiv:math/0604082. The authors proved an upper bound of the constrained free energy using Guerra's interpolation. In this paper, we prove this upper bound is sharp. Our approach combines the ideas of the Aizenman-Sims-Starr scheme in arXiv:1204.5115 and the synchronization mechanism used in the vector spin models in arXiv:1512.04441 and arXiv:1512.00370 to prove the matching lower bound. We derive a vector version of the Aizenman-Sims-Starr scheme for spherical spin glass and use the s…
We prove a duality principle that connects the thermodynamic limits of the free energies of the Hamiltonians and their squared interactions. Under the main assumption that the limiting free energy is concave in the squared temperature parameter, we show that this relation is valid in a large class of disordered systems. In particular, when applied to mean field spin glasses, this duality provides an interpretation of the Parisi formula as an inverted variational principle, establishing a prediction of Guerra.
We study the Gibbs measure of mixed spherical $p$-spin glass models at low temperature, in (part of) the 1-RSB regime, including, in particular, models close to pure in an appropriate sense. We show that the Gibbs measure concentrates on spherical bands around deep critical points of the (extended) Hamiltonian restricted to the sphere of radius $\sqrt N q_\star$, where $q_\star^2$ is the rightmost point in the support of the overlap distribution. We also show that the relevant critical points are pairwise orthogonal for two different low temperatures. This allows us to explain why temperature …
The classical result of concentration of the Gaussian measure on the sphere in the limit of large dimension induces a natural duality between Gaussian and spherical models of spin glass. We analyse the Legendre variational structure linking the free energies of these two systems, in the spirit of the equivalence of ensembles of statistical mechanics. Our analysis, combined with the previous work [4], shows that such models are replica symmetric. Lastly, we briefly discuss an application of our result to the study of the Gaussian Hopfield model.
Free energy of non-convex multi-species spherical spin glasses
NYU-ECNU Institute of Mathematical Sciences, NYU Shanghai, China（纽约大学-华东师范大学数学科学研究所，上海纽约大学）；Department of Mathematics, ENS Lyon and CNRS, Lyon, France（里昂高等师范学院数学系与法国国家科学研究中心）
Our goal in this work is to better understand the relationship between replica symmetry breaking, shattering, and metastability. To this end, we study the static and dynamic behaviour of spherical pure $p$-spin glasses above the replica symmetry breaking temperature $T_{s}$. In this regime, we find that there are at least two distinct temperatures related to non-trivial behaviour. First we prove that there is a regime of temperatures in which the spherical $p$-spin model exhibits a shattering phase. Our results holds in a regime above but near $T_s$. We then find that metastable states exist u…
We analyze the statics for pure $p$-spin spherical spin glass models with $p\geq3$, at low enough temperature. With $F_{N,β}$ denoting the free energy, we compute the second order (logarithmic) term of $NF_{N,β}$ and prove that, for an appropriate centering $c_{N,β}$, $NF_{N,β}-c_{N,β}$ is a tight sequence. We establish the absence of temperature chaos and analyze the transition rate to disorder chaos of the Gibbs measure and ground state. Those results follow from the following geometric picture we prove for the Gibbs measure, of interest by itself: asymptotically, the measure splits into inf…
We study the Langevin dynamics for the family of spherical $p$-spin disordered mean-field models and prove that in the limit of system size $N$ approaching infinity, the empirical state correlation and integrated response functions converge almost surely and uniformly in time, to the non-random unique strong solution of a pair of explicit non-linear integro-differential equations introduced by Cugliandolo and Kurchan.
Recently, Keating, Linden, and Wells \cite{KLW} showed that the density of states measure of a nearest-neighbor quantum spin glass model is approximately Gaussian when the number of particles is large. The density of states measure is the ensemble average of the empirical spectral measure of a random matrix; in this paper, we use concentration of measure and entropy techniques together with the result of \cite{KLW} to show that in fact, the empirical spectral measure of such a random matrix is almost surely approximately Gaussian itself, with no ensemble averaging. We also extend this result t…
We give an asymptotic evaluation of the complexity of spherical p-spin spin-glass models via random matrix theory. This study enables us to obtain detailed information about the bottom of the energy landscape, including the absolute minimum (the ground state), the other local minima, and describe an interesting layered structure of the low critical values for the Hamiltonians of these models. We also show that our approach allows us to compute the related TAP-complexity and extend the results known in the physics literature. As an independent tool, we prove a LDP for the k-th largest eigenvalu…
This work proves an upper bound for the free energy of the Sherrington-Kirkpatrick model and its generalizations in terms of the Thouless-Anderson-Palmer (TAP) energy. The result applies to models with spherical or Ising spins and any mixed $p$-spin Hamiltonian with external field or with a non-linear spike term. The bound is expected to be tight to leading order at high temperature, and is non-trivial in the presence of an external field. For the proof a geometric microcanonical method is employed, in which one covers the spin space with sets, each of which is centered at a magnetization vect…
We show that mixing for local, reversible dynamics of mean field spin glasses is exponentially slow in the low temperature regime. We introduce a notion of free energy barriers for the overlap, and prove that their existence imply that the spectral gap is exponentially small, and thus that mixing is exponentially slow. We then exhibit sufficient conditions on the equilibrium Gibbs measure which guarantee the existence of these barriers, using the notion of replicon eigenvalue and 2D Guerra Talagrand bounds. We show how these sufficient conditions cover large classes of Ising spin models for re…
In this note, we point out that infinite-volume Gibbs measures of spin glass models on the hypercube can be identified as random probability measures on the unit ball of a Hilbert space. This simple observation follows from a result of Dovbysh and Sudakov on weakly exchangeable random matrices. Limiting Gibbs measures can then be studied as single well-defined objects. This approach naturally extends the space of Random Overlap Structures as defined by Aizenman, Sims and Starr. We discuss the Ruelle Probability Cascades and the stochastic stability within this framework. As an application, we …
We show that the limiting ground state energy of the spherical mixed p-spin model can be identified as the infimum of certain variational problem. This complements the well-known Parisi formula for the limiting free energy in the spherical model. As an application, we obtain explicit formulas for the limiting ground state energy in the replica symmetry, one level of replica symmetry breaking and full replica symmetry breaking phases at zero temperature. In addition, our approach leads to new results on disorder chaos in spherical mixed even p-spin models. In particular, we prove that when ther…
We describe the fluctuations of the overlap between two replicas in the 2-spin spherical SK model about its limiting value in the low temperature phase. We show that the fluctuations are of order $N^{-1/3}$ and are given by a simple, explicit function of the eigenvalues of a matrix from the Gaussian Orthogonal Ensemble. We show that this quantity converges and describe its limiting distribution in terms of the Airy1random point field (i.e., the joint limit of the extremal eigenvalues of the GOE) from random matrix theory.
We show that for a suitable class of functions of finitely-many variables, the limit of integrals along slices of a high dimensional sphere is a Gaussian integral on a corresponding finite-codimension affine subspace in infinite dimensions.
In this paper, we investigate some geometric functionals for band limited Gaussian and isotropic spherical random fields in dimension 2. In particular, we focus on the area of excursion sets, providing its behavior in the high energy limit. Our result is based on Wiener chaos expansion for non linear transform of Gaussian fields and on an explicit derivation on the high-frequency limit of the covariance function of the field. As a simple corollary we establish also the Central Limit Theorem for the excursion area.
Random Overlap Structures (ROSt's) are random elements on the space of probability measures on the unit ball of a Hilbert space, where two measures are identified if they differ by an isometry. In spin glasses, they arise as natural limits of Gibbs measures under the appropriate algebra of functions. We prove that the so called `cavity mapping' on the space of ROSt's is continuous, leading to a proof of the stochastic stability conjecture for the limiting Gibbs measures of a large class of spin glass models. Similar arguments yield the proofs of a number of other properties of ROSt's that may …
We investigate both free energy and complexity of the spherical bipartite spin glass model. We first prove a variational formula in high temperature for the limiting free energy based on the well-known Crisanti-Sommers representation of the mixed p-spin spherical model. Next, we show that the mean number of local minima at low levels of energy is exponentially large in the size of the system and we derive a bound on the location of the ground state energy.
We study the problem of algorithmically optimizing the Hamiltonian $H_N$ of a spherical or Ising mixed $p$-spin glass. The maximum asymptotic value $\mathsf{OPT}$ of $H_N/N$ is characterized by a variational principle known as the Parisi formula, proved first by Talagrand and in more generality by Panchenko. Recently developed approximate message passing algorithms efficiently optimize $H_N/N$ up to a value $\mathsf{ALG}$ given by an extended Parisi formula, which minimizes over a larger space of functional order parameters. These two objectives are equal for spin glasses exhibiting a no overl…
We consider the free energy of the bipartite spherical Sherrington--Kirkpatrick model. We find the critical temperature and prove the limiting free energy for all non-critical temperature. We also show that the law of the fluctuation of the free energy converges to the Gaussian distribution when the temperature is above the critical temperature, and to the GOE Tracy--Widom distribution when the temperature is below the critical temperature. The result is universal, and the analysis is applicable to a more general setting including the case where the disorders are non-identically distributed.
