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Full Description
In the last decade, there have been an increasing convergence of interest and methods between theoretical physics and fields as diverse as probability, machine learning, optimization and compressed sensing. In particular, many theoretical and applied works in statistical physics and computer science have relied on the use of message passing algorithms and their connection to statistical physics of spin glasses. The aim of this book, especially adapted to PhD students, post-docs, and young researchers, is to present the background necessary for entering this fast developing field.
Contents
1. Statistical inference with probablistic graphical moddels ; 2. Computational Complexity, Phase Transitions, and Message-Passing for Community Detection ; 3. Replica Theory and Spin Glasses ; 4. Cavity method: message passing from a physics perspective ; 5. Statistical Estimation: From Dnoising to Sparse Regression and Hidden Cliques ; 6. Error correcting codes and spatial coupling ; 7. Contraint satisfaction - Random regular k-SAT ; 8. Local Algorithms for Graphs ; 9. Expectation Propagation ; 10. A cavity approach to optimisation and inverse dynamical problems