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math.PR2021★ 2 cited
Free energy of multi-layer generalized linear models
Hong-Bin Chen, Jiaming Xia
We compute the high-dimensional limit of the free energy associated with a multi-layer generalized linear model. Under certain technical assumptions, we identify the limit in terms…
math.PR2021★ 5 cited
Statistical inference of finite-rank tensors
Hong-Bin Chen, Jean-Christophe Mourrat, Jiaming Xia
We consider a general statistical inference model of finite-rank tensor products. For any interaction structure and any order of tensor products, we identify the limit free energy…