Joint parameter estimations for spin glasses
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arXiv
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| Autores principales: | , , |
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| Formato: | Preprint |
| Publicado: |
2024
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| _version_ | 1866911149399736320 |
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| author | Chen, Wei-Kuo Sen, Arnab Wu, Qiang |
| author_facet | Chen, Wei-Kuo Sen, Arnab Wu, Qiang |
| contents | Spin glass models with quadratic-type Hamiltonians are disordered statistical physics systems with competing ferromagnetic and anti-ferromagnetic spin interactions. The corresponding Gibbs measures belong to the exponential family parametrized by (inverse) temperature $β>0$ and external field $h\in\mathbb{R}$. Given a sample from these Gibbs measures, a statistically fundamental question is to infer the temperature and external field parameters. In 2007, Chatterjee (Ann. Statist. 35 (2007), no.5, 1931-1946) first proved that in the absence of external field $h=0$, the maximum pseudolikelihood estimator for $β$ is $\sqrt{N}$-consistent under some mild assumptions on the disorder matrices. It was left open whether the same method can be used to estimate the temperature and external field simultaneously. In this paper, under some easily verifiable conditions, we prove that the bivariate maximum pseudolikelihood estimator is indeed jointly $\sqrt{N}$-consistent for the temperature and external field parameters. The examples cover the classical Sherrington-Kirkpatrick model and its diluted variants. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2406_10760 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Joint parameter estimations for spin glasses Chen, Wei-Kuo Sen, Arnab Wu, Qiang Probability Disordered Systems and Neural Networks Mathematical Physics Statistics Theory 62F12, 62F10, 82B44 Spin glass models with quadratic-type Hamiltonians are disordered statistical physics systems with competing ferromagnetic and anti-ferromagnetic spin interactions. The corresponding Gibbs measures belong to the exponential family parametrized by (inverse) temperature $β>0$ and external field $h\in\mathbb{R}$. Given a sample from these Gibbs measures, a statistically fundamental question is to infer the temperature and external field parameters. In 2007, Chatterjee (Ann. Statist. 35 (2007), no.5, 1931-1946) first proved that in the absence of external field $h=0$, the maximum pseudolikelihood estimator for $β$ is $\sqrt{N}$-consistent under some mild assumptions on the disorder matrices. It was left open whether the same method can be used to estimate the temperature and external field simultaneously. In this paper, under some easily verifiable conditions, we prove that the bivariate maximum pseudolikelihood estimator is indeed jointly $\sqrt{N}$-consistent for the temperature and external field parameters. The examples cover the classical Sherrington-Kirkpatrick model and its diluted variants. |
| title | Joint parameter estimations for spin glasses |
| topic | Probability Disordered Systems and Neural Networks Mathematical Physics Statistics Theory 62F12, 62F10, 82B44 |
| url | https://arxiv.org/abs/2406.10760 |