Taming correlations through entropy-efficient measure decompositions with applications to mean-field approximation
The analysis of various models in statistical physics relies on the existence of decompositions of measures into mixtures of product-like components, where the goal is to attain a decomposition into measures whose entropy is close to that of the original measure, yet with small correlations between...
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Veröffentlicht in: | Probability theory and related fields 2020-04, Vol.176 (3-4), p.737-755 |
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Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | The analysis of various models in statistical physics relies on the existence of decompositions of measures into mixtures of product-like components, where the goal is to attain a decomposition into measures whose entropy is close to that of the original measure, yet with small correlations between coordinates. We prove a related general result: For every measure
μ
on
R
n
and every
ε
>
0
, there exists a decomposition
μ
=
∫
μ
θ
d
m
(
θ
)
such that
H
(
μ
)
-
E
θ
∼
m
H
(
μ
θ
)
≤
Tr
(
Cov
(
μ
)
)
ε
and
E
θ
∼
m
Cov
(
μ
θ
)
⪯
Id
/
ε
. As an application, we derive a general bound for the mean-field approximation of Ising and Potts models, which is in a sense dimension free, in both continuous and discrete settings. In particular, for an Ising model on
{
±
1
}
n
or on
[
-
1
,
1
]
n
, we show that the deficit between the mean-field approximation and the free energy is at most
C
1
+
p
p
n
‖
J
‖
S
p
p
1
+
p
for all
p
>
0
, where
‖
J
‖
S
p
denotes the Schatten-
p
norm of the interaction matrix. For the case
p
=
2
, this recovers the result of Jain et al. (Mean-field approximation, convex hierarchies, and the optimality of correlation rounding: a unified perspective.
arXiv:1808.07226
,
2018
), but for an optimal choice of
p
it often allows to get almost dimension-free bounds. |
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ISSN: | 0178-8051 1432-2064 |
DOI: | 10.1007/s00440-019-00924-2 |