Skip to main content

Advertisement

Log in

A transportation approach to the mean-field approximation

  • Published:
Probability Theory and Related Fields Aims and scope Submit manuscript

Abstract

We develop transportation-entropy inequalities which are saturated by measures such that their log-density with respect to the background measure is an affine function, in the setting of the uniform measure on the discrete hypercube and the exponential measure. In this sense, this extends the well-known result of Talagrand in the Gaussian case. By duality, these transportation-entropy inequalities imply a strong integrability inequality for Bernoulli and exponential processes. As a result, we obtain on the discrete hypercube a dimension-free mean-field approximation of the free energy of a Gibbs measure and a nonlinear large deviation bound with only a logarithmic dependence on the dimension. Applied to the Ising model, we deduce that the mean-field approximation is within \(O(\sqrt{n} ||J||_2)\) of the free energy, where n is the number of spins and \(||J||_2\) is the Hilbert–Schmidt norm of the interaction matrix. Finally, we obtain a reverse log-Sobolev inequality on the discrete hypercube similar to the one proved recently in the Gaussian case by Eldan and Ledoux.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Augeri, F.: Nonlinear large deviation bounds with applications to Wigner matrices and sparse Erdős-Rényi graphs. Ann. Probab. 48(5), 2404–2448 (2020). https://doi.org/10.1214/20-AOP1427

    Article  MathSciNet  MATH  Google Scholar 

  2. Austin, T.: The structure of low-complexity Gibbs measures on product spaces. Ann. Probab. 47(6), 4002–4023 (2019). https://doi.org/10.1214/19-aop1352

    Article  MathSciNet  MATH  Google Scholar 

  3. Basak, A., Mukherjee, S.: Universality of the mean-field for the Potts model. Probab. Theory Related Fields 168(3–4), 557–600 (2017)

    Article  MathSciNet  Google Scholar 

  4. Bobkov, S., Gentil, I., Ledoux, M.: Hypercontractivity of Hamilton-Jacobi equations. J. Math. Pures Appl. (9) 80(7), 669–696 (2001)

    Article  MathSciNet  Google Scholar 

  5. Borgs, C., Chayes, J.T., Cohn, H., Zhao, Y.: An \(L^p\) theory of sparse graph convergence II: LD convergence, quotients and right convergence. Ann. Probab. 46(1), 337–396 (2018)

    Article  MathSciNet  Google Scholar 

  6. Borgs, C., Chayes, J.T., Lovász, L., Sós, V.T., Vesztergombi, K.: Convergent sequences of dense graphs II Multiway cuts and statistical physics. Ann. Math. (2) 176(1), 151–219 (2012)

    Article  MathSciNet  Google Scholar 

  7. Chatterjee, S., Dembo, A.: Nonlinear large deviations. Adv. Math. 299, 396–450 (2016)

    Article  MathSciNet  Google Scholar 

  8. Cook, N., Dembo, A.: Large deviations of subgraph counts for sparse Erdős-Rényi graphs. Adv. Math. (2020). https://doi.org/10.1016/j.aim.2020.107289

  9. Dembo, A.: Information inequalities and concentration of measure. Ann. Probab. 25(2), 927–939 (1997)

    Article  MathSciNet  Google Scholar 

  10. Dembo, A., Zeitouni, O.: Large deviations techniques and applications, Stochastic Modelling and Applied Probability, vol. 38. Springer, Berlin (2010). https://doi.org/10.1007/978-3-642-03311-7. Corrected reprint of the second (1998) edition

  11. Eldan, R.: Gaussian-width gradient complexity, reverse log-Sobolev inequalities and nonlinear large deviations. Geom. Funct. Anal. 28(6), 1548–1596 (2018). https://doi.org/10.1007/s00039-018-0461-z

    Article  MathSciNet  MATH  Google Scholar 

  12. Eldan, R.: Taming correlations through entropy-efficient measure decompositions with applications to mean-field approximation (2018, Preprint). https://arxiv.org/pdf/1811.11530.pdf

  13. Eldan, R., Gross, R.: Decomposition of mean-field gibbs distributions into product measures. Electron. J. Probab. 23, 24 pp. (2018)

  14. Eldan, R., Ledoux, M.: A dimension-free reverse logarithmic Sobolev inequality for low-complexity functions in Gaussian space (2018, Preprint). arXiv:1903.07093

  15. Gozlan, N., Léonard, C.: Transport inequalities—a survey. Markov Process. Related Fields 16, 635–736 (2010)

    MathSciNet  MATH  Google Scholar 

  16. Jain, V., Koehler, F., Mossel, E.: The mean-field approximation: Information inequalities, algorithms, and complexity. In: Conference On Learning Theory, COLT 2018, Stockholm, Sweden, 6-9 July 2018., pp. 1326–1347 (2018). http://proceedings.mlr.press/v75/jain18b.html

  17. Jain, V., Koehler, F., Ristesk, A.: Mean-field approximation, convex hierarchies, and the optimality of correlation rounding: a unified perspective (2018, Preprint). arXiv:1808.07226

  18. Ledoux, M.: The Concentration of Measure Phenomenon, Mathematical Surveys and Monographs, vol. 89. American Mathematical Society, Providence (2001)

    Google Scholar 

  19. Lieb, E.H., Loss, M.: Analysis, Graduate Studies in Mathematics, vol. 14. American Mathematical Society, Providence (1997). https://doi.org/10.2307/3621022

  20. Marton, K.: Bounding \({\overline{d}}\)-distance by informational divergence: a method to prove measure concentration. Ann. Probab. 24(2), 857–866 (1996)

    Article  MathSciNet  Google Scholar 

  21. Massart, P., Lugosi, G., Boucheron, S.: Concentration Inequalities?: A Nonasymptotic Theory of Independence. Oxford University Press, Oxford (2013)

    MATH  Google Scholar 

  22. Otto, F., Villani, C.: Generalization of an inequality by Talagrand and links with the logarithmic Sobolev inequality. J. Funct. Anal. 173(2), 361–400 (2000)

    Article  MathSciNet  Google Scholar 

  23. Talagrand, M.: Transportation cost for Gaussian and other product measures. Geom. Funct. Anal. 6(3), 587–600 (1996)

    Article  MathSciNet  Google Scholar 

  24. Tsirel’son, B.: A geometric approach to maximum likelihood estimation for an infinite-dimensional gaussian location. i. Teor. Veroyatnost. i Primenen. 27, 388–395 (1982)

  25. Villani, C.: Optimal transport, Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], vol. 338. Springer-Verlag, Berlin (2009). Old and new

  26. Vitale, R.: The Wills functional and Gaussian processes. Ann. Probab. 24(4), 2172–2178 (1996)

    Article  MathSciNet  Google Scholar 

  27. Yan, J.: Nonlinear large deviations: beyond the hypercube. Ann. Appl. Probab. 30(2), 812–846 (2020). https://doi.org/10.1214/19-AAP1516

    Article  MathSciNet  MATH  Google Scholar 

Download references

Acknowledgements

I thank Ofer Zeitouni for many fruitful discussions which helped me build the present paper, as well as his valuable comments on an earlier version of the manuscript. I am grateful to Ronen Eldan for several influential and helpful discussions. Finally, I thank Michel Ledoux for his precious remarks which helped me improving this article. Data sharing not applicable to this article as no datasets were generated or analysed during the current study.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Fanny Augeri.

Additional information

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

This work was supported by the ERC advanced Grant LogCorFields.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Augeri, F. A transportation approach to the mean-field approximation. Probab. Theory Relat. Fields 180, 1–32 (2021). https://doi.org/10.1007/s00440-021-01056-2

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00440-021-01056-2

Keywords

Mathematics Subject Classification

Navigation