Explore the intersection of statistical physics and high-dimensional computation in this lecture by Florent Krzakala and Lenka Zdeborova. Delve into topics such as sampling, minimization, random financial models, and the replica method. Learn about the replica symmetric assumption, ex extremum, and algorithmic approaches. Gain insights into probability, geometry, and computation in high dimensions through practical exercises and a Q&A session.
Statistical Physics and Computation in High Dimension
Overview
Syllabus
Introduction
Sampling
Minimize
Random Financial Model
Replicameter
How does it work
Computation
Replica symmetric assumption
Ex extremum
Algorithm
Exercise
QA
Taught by
Simons Institute
