Research Seminars @ Illinois

View Full Calendar

Tailored for undergraduate researchers, this calendar is a curated list of research seminars at the University of Illinois. Explore the diverse world of research and expand your knowledge through engaging sessions designed to inspire and enlighten.

To have your events added or removed from this calendar, please contact OUR at ugresearch@illinois.edu

Special Probability Seminar

Event Type
Seminar/Symposium
Sponsor
Department of Mathematics
Location
TBA
Date
Jul 30, 2024   2:00 - 2:50 pm  
Speaker
Qiang Wu (Univ of Minnesota)
Contact
Partha Dey
E-Mail
psdey@illinois.edu
Views
38
Originating Calendar
Probability Research Area Calendar

Title: Joint parameter estimations for spin glasses.

Abstract:  Spin glasses are disordered statistical physics system with both ferromagnetic and anti-ferromagnetic spin interactions. The Gibbs measure belongs to the exponential family with parameters such as inverse temperature $\beta>0$ and external field $h\in R$. Given a sample from the Gibbs measure of a spin glass model, we study the problem of estimating system parameters. In 2007, Chatterjee first proved that under reasonable conditions, for spin glass models with $h=0$, the maximum pseudo-likelihood estimator for $\beta$ is $\sqrt{N}$-consistent. However, the approach has been restricted to the single parameter estimation setting. Despite years of efforts, the joint estimation of $(\beta,h)$ for spin glasses has remained open. In this paper, under some easily verifiable conditions, we proved that the bi-variate maximum pseudo-likelihood estimator is indeed jointly $\sqrt{N}$-consistent for a large collection of spin glasses, including the Sherrington-Kirkpatrick model and its diluted variants.  

Based on a joint work with Wei-Kuo Chen and Arnab Sen.

link for robots only