Notes on computational-to-statistical gaps: predictions using statistical physics

03/29/2018

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by   Afonso S. Bandeira, et al.

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In these notes we describe heuristics to predict computational-to-statistical gaps in certain statistical problems. These are regimes in which the underlying statistical problem is information-theoretically possible although no efficient algorithm exists, rendering the problem essentially unsolvable for large instances. The methods we describe here are based on mature, albeit non-rigorous, tools from statistical physics. These notes are based on a lecture series given by the authors at the Courant Institute of Mathematical Sciences in New York City, on May 16th, 2017.