Learning Ising Models under Hard Constraints using One Sample
- URL: http://arxiv.org/abs/2509.20993v1
- Date: Thu, 25 Sep 2025 10:42:19 GMT
- Title: Learning Ising Models under Hard Constraints using One Sample
- Authors: Rohan Chauhan, Ioannis Panageas,
- Abstract summary: We consider the problem of estimating inverse temperature parameter $beta$ of an $n$-dimensional truncated Ising model using a single sample.<n>Given a graph $G = (V,E)$ with $n$ vertices, a truncated Ising model is a probability distribution over the $n$-dimensional hypercube $-1,1n$ where each configuration $mathbfsigma$ is constrained to lie in a truncation set $S subseteq -1,1n$ and has probability $Pr(mathbfsigma
- Score: 17.761018390014602
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: We consider the problem of estimating inverse temperature parameter $\beta$ of an $n$-dimensional truncated Ising model using a single sample. Given a graph $G = (V,E)$ with $n$ vertices, a truncated Ising model is a probability distribution over the $n$-dimensional hypercube $\{-1,1\}^n$ where each configuration $\mathbf{\sigma}$ is constrained to lie in a truncation set $S \subseteq \{-1,1\}^n$ and has probability $\Pr(\mathbf{\sigma}) \propto \exp(\beta\mathbf{\sigma}^\top A\mathbf{\sigma})$ with $A$ being the adjacency matrix of $G$. We adopt the recent setting of [Galanis et al. SODA'24], where the truncation set $S$ can be expressed as the set of satisfying assignments of a $k$-SAT formula. Given a single sample $\mathbf{\sigma}$ from a truncated Ising model, with inverse parameter $\beta^*$, underlying graph $G$ of bounded degree $\Delta$ and $S$ being expressed as the set of satisfying assignments of a $k$-SAT formula, we design in nearly $O(n)$ time an estimator $\hat{\beta}$ that is $O(\Delta^3/\sqrt{n})$-consistent with the true parameter $\beta^*$ for $k \gtrsim \log(d^2k)\Delta^3.$ Our estimator is based on the maximization of the pseudolikelihood, a notion that has received extensive analysis for various probabilistic models without [Chatterjee, Annals of Statistics '07] or with truncation [Galanis et al. SODA '24]. Our approach generalizes recent techniques from [Daskalakis et al. STOC '19, Galanis et al. SODA '24], to confront the more challenging setting of the truncated Ising model.
Related papers
- High-accuracy sampling for diffusion models and log-concave distributions [70.90863485771405]
We present algorithms for diffusion model sampling which obtain $$-error in $mathrmpolylog (1/)$ steps.<n>Our approach also yields the first $mathrmpolylog (1/)$ complexity sampler for general log-concave distributions.
arXiv Detail & Related papers (2026-02-01T17:05:31Z) - A Mathematical Theory of Top-$k$ Sparse Attention via Total Variation Distance [7.014801584517052]
We develop a unified framework certified Top-$k$ attention truncation that quantifies error at both the distribution and output levels.<n>We show that the total-variation distance coincides with the discarded softmax tail mass and satisfies $mathrmTV(P,hat P)=1-e-mathrmTV(P,hat P)=1-e-mathrmTV(P,hat P)$.
arXiv Detail & Related papers (2025-12-08T15:36:41Z) - Information-Computation Tradeoffs for Noiseless Linear Regression with Oblivious Contamination [65.37519531362157]
We show that any efficient Statistical Query algorithm for this task requires VSTAT complexity at least $tildeOmega(d1/2/alpha2)$.
arXiv Detail & Related papers (2025-10-12T15:42:44Z) - Dimension-free Private Mean Estimation for Anisotropic Distributions [55.86374912608193]
Previous private estimators on distributions over $mathRd suffer from a curse of dimensionality.
We present an algorithm whose sample complexity has improved dependence on dimension.
arXiv Detail & Related papers (2024-11-01T17:59:53Z) - Optimal Sketching for Residual Error Estimation for Matrix and Vector Norms [50.15964512954274]
We study the problem of residual error estimation for matrix and vector norms using a linear sketch.
We demonstrate that this gives a substantial advantage empirically, for roughly the same sketch size and accuracy as in previous work.
We also show an $Omega(k2/pn1-2/p)$ lower bound for the sparse recovery problem, which is tight up to a $mathrmpoly(log n)$ factor.
arXiv Detail & Related papers (2024-08-16T02:33:07Z) - Provably learning a multi-head attention layer [55.2904547651831]
Multi-head attention layer is one of the key components of the transformer architecture that sets it apart from traditional feed-forward models.
In this work, we initiate the study of provably learning a multi-head attention layer from random examples.
We prove computational lower bounds showing that in the worst case, exponential dependence on $m$ is unavoidable.
arXiv Detail & Related papers (2024-02-06T15:39:09Z) - Distribution-Independent Regression for Generalized Linear Models with
Oblivious Corruptions [49.69852011882769]
We show the first algorithms for the problem of regression for generalized linear models (GLMs) in the presence of additive oblivious noise.
We present an algorithm that tackles newthis problem in its most general distribution-independent setting.
This is the first newalgorithmic result for GLM regression newwith oblivious noise which can handle more than half the samples being arbitrarily corrupted.
arXiv Detail & Related papers (2023-09-20T21:41:59Z) - Mean Estimation in High-Dimensional Binary Markov Gaussian Mixture
Models [12.746888269949407]
We consider a high-dimensional mean estimation problem over a binary hidden Markov model.
We establish a nearly minimax optimal (up to logarithmic factors) estimation error rate, as a function of $|theta_*|,delta,d,n$.
arXiv Detail & Related papers (2022-06-06T09:34:04Z) - Statistical Inference of Constrained Stochastic Optimization via Sketched Sequential Quadratic Programming [53.63469275932989]
We consider online statistical inference of constrained nonlinear optimization problems.<n>We apply the Sequential Quadratic Programming (StoSQP) method to solve these problems.
arXiv Detail & Related papers (2022-05-27T00:34:03Z) - Random Graph Matching in Geometric Models: the Case of Complete Graphs [21.689343447798677]
This paper studies the problem of matching two complete graphs with edge weights correlated through latent geometries.
We derive an approximate maximum likelihood estimator, which provably achieves, with high probability, perfect recovery of $pi*$.
As a side discovery, we show that the celebrated spectral algorithm of [Ume88] emerges as a further approximation to the maximum likelihood in the geometric model.
arXiv Detail & Related papers (2022-02-22T04:14:45Z) - Chi-square and normal inference in high-dimensional multi-task
regression [7.310043452300736]
The paper proposes chi-square and normal methodologies for the unknown coefficient matrix $B*$ of size $ptimes T$ in a Multi-Task (MT) linear model.
arXiv Detail & Related papers (2021-07-16T11:19:49Z) - Learning a Latent Simplex in Input-Sparsity Time [58.30321592603066]
We consider the problem of learning a latent $k$-vertex simplex $KsubsetmathbbRdtimes n$, given access to $AinmathbbRdtimes n$.
We show that the dependence on $k$ in the running time is unnecessary given a natural assumption about the mass of the top $k$ singular values of $A$.
arXiv Detail & Related papers (2021-05-17T16:40:48Z) - The planted matching problem: Sharp threshold and infinite-order phase
transition [25.41713098167692]
We study the problem of reconstructing a perfect matching $M*$ hidden in a randomly weighted $ntimes n$ bipartite graph.
We show that if $sqrtd B(mathcalP,mathcalQ) ge 1+epsilon$ for an arbitrarily small constant $epsilon>0$, the reconstruction error for any estimator is shown to be bounded away from $0$.
arXiv Detail & Related papers (2021-03-17T00:59:33Z) - Sparse sketches with small inversion bias [79.77110958547695]
Inversion bias arises when averaging estimates of quantities that depend on the inverse covariance.
We develop a framework for analyzing inversion bias, based on our proposed concept of an $(epsilon,delta)$-unbiased estimator for random matrices.
We show that when the sketching matrix $S$ is dense and has i.i.d. sub-gaussian entries, the estimator $(epsilon,delta)$-unbiased for $(Atop A)-1$ with a sketch of size $m=O(d+sqrt d/
arXiv Detail & Related papers (2020-11-21T01:33:15Z) - Efficient Statistics for Sparse Graphical Models from Truncated Samples [19.205541380535397]
We focus on two fundamental and classical problems: (i) inference of sparse Gaussian graphical models and (ii) support recovery of sparse linear models.
For sparse linear regression, suppose samples $(bf x,y)$ are generated where $y = bf xtopOmega* + mathcalN(0,1)$ and $(bf x, y)$ is seen only if $y$ belongs to a truncation set $S subseteq mathbbRd$.
arXiv Detail & Related papers (2020-06-17T09:21:00Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.