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Sampling from the Sherrington-Kirkpatrick Gibbs measure via algorithmic stochastic localization

Ahmed El Alaoui, Andrea Montanari, Mark Sellke

2022Year
29Citations
29Top-tier citations

Abstract

We consider the Sherrington-Kirkpatrick model of spin glasses at high-temperature and no external field, and study the problem of sampling from the Gibbs distribution μ\mu in polynomial time. We prove that, for any inverse temperature β<1/2\beta\lt 1/2, there exists an algorithm with complexity O(n2)O(n^{2}) that samples from a distribution μals\mu^{\text{als}} which is close in normalized Wasserstein distance to μ\mu. Namely, there exists a coupling of μ\mu and μalg\mu^{\text{alg}} such that if (x,xals)∈{−1,+1}n×{−1,+1}n(x,x^{\text{als}})\in\{-1,+1\}^{n}\times\{-1,+1\}^{n} is a pair drawn from this coupling, then n−1E{∥x−xald∥22}=on(1)n^{-1}\mathbb{E}\{\|x-x^{\text{ald}}\|_{2}^{2}\}=o_{n}(1). The best previous results, by Bauerschmidt and Bodineau [BB19] and by Eldan, Koehler, Zeitouni [EKZ21], implied efficient algorithms to approximately sample (under a stronger metric) for β<1/4\beta\lt 1/4. We complement this result with a negative one, by introducing a suitable “stability” property for sampling algorithms, which is verified by many standard techniques. We prove that no stable algorithm can approximately sample for β\beta>1, even under the normalized Wasserstein metric. Our sampling method is based on an algorithmic implementation of stochastic localization, which progressively tilts the measure μ\mu towards a single configuration, together with an approximate message passing algorithm that is used to approximate the mean of the tilted measure.

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