Inflation with a graceful exit in a random landscape

We develop a stochastic description of small-field inflationary histories with a graceful exit in a random potential whose Hessian is a Gaussian random matrix as a model of the unstructured part of the string landscape. The dynamical evolution in such a random potential from a small-field inflation region towards a viable late-time de Sitter (dS) minimum maps to the dynamics of Dyson Brownian motion describing the relaxation of non-equilibrium eigenvalue spectra in random matrix theory. We analytically compute the relaxation probability in a saddle point approximation of the partition function of the eigenvalue distribution of the Wigner ensemble describing the mass matrices of the critical points. When applied to small-field inflation in the landscape, this leads to an exponentially strong bias against small-field ranges and an upper bound $N\ll 10$ on the number of light fields $N$ participating during inflation from the non-observation of negative spatial curvature.Comment: Published versio

Generalized Direct Sampling for Hierarchical Bayesian Models

We develop a new method to sample from posterior distributions in hierarchical models without using Markov chain Monte Carlo. This method, which is a variant of importance sampling ideas, is generally applicable to high-dimensional models involving large data sets. Samples are independent, so they can be collected in parallel, and we do not need to be concerned with issues like chain convergence and autocorrelation. Additionally, the method can be used to compute marginal likelihoods

Inapproximability for Antiferromagnetic Spin Systems in the Tree Non-Uniqueness Region

A remarkable connection has been established for antiferromagnetic 2-spin systems, including the Ising and hard-core models, showing that the computational complexity of approximating the partition function for graphs with maximum degree D undergoes a phase transition that coincides with the statistical physics uniqueness/non-uniqueness phase transition on the infinite D-regular tree. Despite this clear picture for 2-spin systems, there is little known for multi-spin systems. We present the first analog of the above inapproximability results for multi-spin systems. The main difficulty in previous inapproximability results was analyzing the behavior of the model on random D-regular bipartite graphs, which served as the gadget in the reduction. To this end one needs to understand the moments of the partition function. Our key contribution is connecting: (i) induced matrix norms, (ii) maxima of the expectation of the partition function, and (iii) attractive fixed points of the associated tree recursions (belief propagation). The view through matrix norms allows a simple and generic analysis of the second moment for any spin system on random D-regular bipartite graphs. This yields concentration results for any spin system in which one can analyze the maxima of the first moment. The connection to fixed points of the tree recursions enables an analysis of the maxima of the first moment for specific models of interest. For k-colorings we prove that for even k, in the tree non-uniqueness region (which corresponds to k<D) it is NP-hard, unless NP=RP, to approximate the number of colorings for triangle-free D-regular graphs. Our proof extends to the antiferromagnetic Potts model, and, in fact, to every antiferromagnetic model under a mild condition

RISE: An Incremental Trust-Region Method for Robust Online Sparse Least-Squares Estimation

Many point estimation problems in robotics, computer vision, and machine learning can be formulated as instances of the general problem of minimizing a sparse nonlinear sum-of-squares objective function. For inference problems of this type, each input datum gives rise to a summand in the objective function, and therefore performing online inference corresponds to solving a sequence of sparse nonlinear least-squares minimization problems in which additional summands are added to the objective function over time. In this paper, we present Robust Incremental least-Squares Estimation (RISE), an incrementalized version of the Powell's Dog-Leg numerical optimization method suitable for use in online sequential sparse least-squares minimization. As a trust-region method, RISE is naturally robust to objective function nonlinearity and numerical ill-conditioning and is provably globally convergent for a broad class of inferential cost functions (twice-continuously differentiable functions with bounded sublevel sets). Consequently, RISE maintains the speed of current state-of-the-art online sparse least-squares methods while providing superior reliability.United States. Office of Naval Research (Grant N00014-12-1-0093)United States. Office of Naval Research (Grant N00014-11-1-0688)United States. Office of Naval Research (Grant N00014-06-1-0043)United States. Office of Naval Research (Grant N00014-10-1-0936)United States. Air Force Research Laboratory (Contract FA8650-11-C-7137

An Efficient Approach for Computing Optimal Low-Rank Regularized Inverse Matrices

Standard regularization methods that are used to compute solutions to ill-posed inverse problems require knowledge of the forward model. In many real-life applications, the forward model is not known, but training data is readily available. In this paper, we develop a new framework that uses training data, as a substitute for knowledge of the forward model, to compute an optimal low-rank regularized inverse matrix directly, allowing for very fast computation of a regularized solution. We consider a statistical framework based on Bayes and empirical Bayes risk minimization to analyze theoretical properties of the problem. We propose an efficient rank update approach for computing an optimal low-rank regularized inverse matrix for various error measures. Numerical experiments demonstrate the benefits and potential applications of our approach to problems in signal and image processing.Comment: 24 pages, 11 figure