186 citations · 896 across the 70 of their papers we have counts for
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math.PR2019
Extending the Parisi formula along a Hamilton-Jacobi equation
Jean-Christophe Mourrat, Dmitry Panchenko
We study the free energy of mixed -spin spin glass models enriched with an additional magnetic field given by the canonical Gaussian field associated with a Ruelle probability c…
math.PR2019★ 10 cited
Parisi's formula is a Hamilton-Jacobi equation in Wasserstein space
Jean-Christophe Mourrat
Parisi's formula is a self-contained description of the infinite-volume limit of the free energy of mean-field spin glass models. We show that this quantity can be recast as the so…
math.PR2019★ 9 cited
Hamilton-Jacobi equations for finite-rank matrix inference
Jean-Christophe Mourrat
We compute the large-scale limit of the free energy associated with the problem of inference of a finite-rank matrix. The method follows the principle put forward in arXiv:1811.014…