Understanding the dynamics of message passing algorithms: a free probability heuristics
arXiv:2002.02533 · doi:10.5506/APhysPolB.51.1673
Abstract
We use freeness assumptions of random matrix theory to analyze the dynamical behavior of inference algorithms for probabilistic models with dense coupling matrices in the limit of large systems. For a toy Ising model, we are able to recover previous results such as the property of vanishing effective memories and the analytical convergence rate of the algorithm.
11 pages, 2 figures. Presented at the conference "Random Matrix Theory: Applications in the Information Era'' 2019 Kraków