Differentiability and overlap concentration in optimal Bayesian inference

Abstract

In this short note, we consider models of optimal Bayesian inference of finite-rank tensor products. We add to the model a linear channel parametrized by $h$. We show that at every interior differentiable point $h$ of the free energy (associated with the model), the overlap concentrates at the gradient of the free energy and the minimum mean-square error converges to a related limit. In other words, the model is replica-symmetric at every differentiable point. At any signal-to-noise ratio, such points $h$ form a full-measure set (hence $h=0$ belongs to the closure of these points). For a sufficiently low signal-to-noise ratio, we show that every interior point is a differentiable point.

17 pages