Joint parameter estimations for spin glasses

التفاصيل البيبلوغرافية
العنوان: Joint parameter estimations for spin glasses
المؤلفون: Chen, Wei-Kuo, Sen, Arnab, Wu, Qiang
سنة النشر: 2024
المجموعة: Mathematics
Condensed Matter
Mathematical Physics
Statistics
مصطلحات موضوعية: Mathematics - Probability, Condensed Matter - Disordered Systems and Neural Networks, Mathematical Physics, Mathematics - Statistics Theory, 62F12, 62F10, 82B44
الوصف: 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 $\beta>0$ 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 $\beta$ 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.
Comment: 29 pages, 1 figure
نوع الوثيقة: Working Paper
الوصول الحر: http://arxiv.org/abs/2406.10760Test
رقم الانضمام: edsarx.2406.10760
قاعدة البيانات: arXiv