On the annealed VC entropy for margin classifiers: A statistical mechanics study

Using techniques from Statistical Physics, the annealed VC entropy for hyperplanes in high dimensional spaces is calculated as a function of the margin for a spherical Gaussian distribution of inputs.

Statistical mechanics of low-density parity check error-correcting codes over Galois fields

A variation of low-density parity check (LDPC) error-correcting codes defined over Galois fields (GF(q)) is investigated using statistical physics. A code of this type is characterised by a sparse random parity check matrix composed of C non-zero elements per column. We examine the dependence of the code performance on the value of q, for finite and infinite C values, both in terms of the thermodynamical transition point and the practical decoding phase characterised by the existence of a unique (ferromagnetic) solution. We find different q-dependence in the cases of C = 2 and C ≥ 3; the analytical solutions are in agreement with simulation results, providing a quantitative measure to the improvement in performance obtained using non-binary alphabets.

Statistical mechanics of typical set decoding

The performance of "typical set (pairs) decoding" for ensembles of Gallager's linear code is investigated using statistical physics. In this decoding method, errors occur, either when the information transmission is corrupted by atypical noise, or when multiple typical sequences satisfy the parity check equation as provided by the received corrupted codeword. We show that the average error rate for the second type of error over a given code ensemble can be accurately evaluated using the replica method, including the sensitivity to message length. Our approach generally improves the existing analysis known in the information theory community, which was recently reintroduced in IEEE Trans. Inf. Theory 45, 399 (1999), and is believed to be the most accurate to date. © 2002 The American Physical Society.

Statistical mechanics of broadcast channels using low-density parity-check codes

We investigate the use of Gallager's low-density parity-check (LDPC) codes in a degraded broadcast channel, one of the fundamental models in network information theory. Combining linear codes is a standard technique in practical network communication schemes and is known to provide better performance than simple time sharing methods when algebraic codes are used. The statistical physics based analysis shows that the practical performance of the suggested method, achieved by employing the belief propagation algorithm, is superior to that of LDPC based time sharing codes while the best performance, when received transmissions are optimally decoded, is bounded by the time sharing limit.

Sparsely spread CDMA - A statistical mechanics-based analysis

Sparse code division multiple access (CDMA), a variation on the standard CDMA method in which the spreading (signature) matrix contains only a relatively small number of nonzero elements, is presented and analysed using methods of statistical physics. The analysis provides results on the performance of maximum likelihood decoding for sparse spreading codes in the large system limit. We present results for both cases of regular and irregular spreading matrices for the binary additive white Gaussian noise channel (BIAWGN) with a comparison to the canonical (dense) random spreading code. © 2007 IOP Publishing Ltd.

Physics-inspired methods for networking and communications

Advances in statistical physics relating to our understanding of large-scale complex systems have recently been successfully applied in the context of communication networks. Statistical mechanics methods can be used to decompose global system behavior into simple local interactions. Thus, large-scale problems can be solved or approximated in a distributed manner with iterative lightweight local messaging. This survey discusses how statistical physics methodology can provide efficient solutions to hard network problems that are intractable by classical methods. We highlight three typical examples in the realm of networking and communications. In each case we show how a fundamental idea of statistical physics helps solve the problem in an efficient manner. In particular, we discuss how to perform multicast scheduling with message passing methods, how to improve coding using the crystallization process, and how to compute optimal routing by representing routes as interacting polymers.

Efficient algorithm for routing optimization via statistical mechanics

Many practical routing algorithms are heuristic, adhoc and centralized, rendering generic and optimal path configurations difficult to obtain. Here we study a scenario whereby selected nodes in a given network communicate with fixed routers and employ statistical physics methods to obtain optimal routing solutions subject to a generic cost. A distributive message-passing algorithm capable of optimizing the path configuration in real instances is devised, based on the analytical derivation, and is greatly simplified by expanding the cost function around the optimized flow. Good algorithmic convergence is observed in most of the parameter regimes. By applying the algorithm, we study and compare the pros and cons of balanced traffic configurations to that of consolidated traffic, which provides important implications to practical communication and transportation networks. Interesting macroscopic phenomena are observed from the optimized states as an interplay between the communication density and the cost functions used. © 2013 IEEE.

Finite connectivity systems as error-correcting codes

We investigate the performance of parity check codes using the mapping onto spin glasses proposed by Sourlas. We study codes where each parity check comprises products of K bits selected from the original digital message with exactly C parity checks per message bit. We show, using the replica method, that these codes saturate Shannon's coding bound for K?8 when the code rate K/C is finite. We then examine the finite temperature case to asses the use of simulated annealing methods for decoding, study the performance of the finite K case and extend the analysis to accommodate different types of noisy channels. The analogy between statistical physics methods and decoding by belief propagation is also discussed.

Advanced mean field methods:theory and practice

A major problem in modern probabilistic modeling is the huge computational complexity involved in typical calculations with multivariate probability distributions when the number of random variables is large. Because exact computations are infeasible in such cases and Monte Carlo sampling techniques may reach their limits, there is a need for methods that allow for efficient approximate computations. One of the simplest approximations is based on the mean field method, which has a long history in statistical physics. The method is widely used, particularly in the growing field of graphical models. Researchers from disciplines such as statistical physics, computer science, and mathematical statistics are studying ways to improve this and related methods and are exploring novel application areas. Leading approaches include the variational approach, which goes beyond factorizable distributions to achieve systematic improvements; the TAP (Thouless-Anderson-Palmer) approach, which incorporates correlations by including effective reaction terms in the mean field theory; and the more general methods of graphical models. Bringing together ideas and techniques from these diverse disciplines, this book covers the theoretical foundations of advanced mean field methods, explores the relation between the different approaches, examines the quality of the approximation obtained, and demonstrates their application to various areas of probabilistic modeling.

Typical performance of gallager-type error-correcting codes

The performance of Gallager's error-correcting code is investigated via methods of statistical physics. In this method, the transmitted codeword comprises products of the original message bits selected by two randomly-constructed sparse matrices; the number of non-zero row/column elements in these matrices constitutes a family of codes. We show that Shannon's channel capacity is saturated for many of the codes while slightly lower performance is obtained for others which may be of higher practical relevance. Decoding aspects are considered by employing the TAP approach which is identical to the commonly used belief-propagation-based decoding.

On-line learning in neural networks

On-line learning is one of the most powerful and commonly used techniques for training large layered networks and has been used successfully in many real-world applications. Traditional analytical methods have been recently complemented by ones from statistical physics and Bayesian statistics. This powerful combination of analytical methods provides more insight and deeper understanding of existing algorithms and leads to novel and principled proposals for their improvement. This book presents a coherent picture of the state-of-the-art in the theoretical analysis of on-line learning. An introduction relates the subject to other developments in neural networks and explains the overall picture. Surveys by leading experts in the field combine new and established material and enable non-experts to learn more about the techniques and methods used. This book, the first in the area, provides a comprehensive view of the subject and will be welcomed by mathematicians, scientists and engineers, whether in industry or academia.

Gaussian processes for classification: mean field algorithms:mean-field algorithms

We derive a mean field algorithm for binary classification with Gaussian processes which is based on the TAP approach originally proposed in Statistical Physics of disordered systems. The theory also yields an approximate leave-one-out estimator for the generalization error which is computed with no extra computational cost. We show that from the TAP approach, it is possible to derive both a simpler 'naive' mean field theory and support vector machines (SVM) as limiting cases. For both mean field algorithms and support vectors machines, simulation results for three small benchmark data sets are presented. They show 1. that one may get state of the art performance by using the leave-one-out estimator for model selection and 2. the built-in leave-one-out estimators are extremely precise when compared to the exact leave-one-out estimate. The latter result is a taken as a strong support for the internal consistency of the mean field approach.

Tighter decoding reliability bound for Gallager's error-correcting code

Statistical physics is employed to evaluate the performance of error-correcting codes in the case of finite message length for an ensemble of Gallager's error correcting codes. We follow Gallager's approach of upper-bounding the average decoding error rate, but invoke the replica method to reproduce the tightest general bound to date, and to improve on the most accurate zero-error noise level threshold reported in the literature. The relation between the methods used and those presented in the information theory literature are explored.

Public key cryptography and error correcting codes as Ising models

We employ the methods of statistical physics to study the performance of Gallager type error-correcting codes. In this approach, the transmitted codeword comprises Boolean sums of the original message bits selected by two randomly-constructed sparse matrices. We show that a broad range of these codes potentially saturate Shannon's bound but are limited due to the decoding dynamics used. Other codes show sub-optimal performance but are not restricted by the decoding dynamics. We show how these codes may also be employed as a practical public-key cryptosystem and are of competitive performance to modern cyptographical methods.

Weight vs magnetization enumerator for Gallager codes

We propose a method to determine the critical noise level for decoding Gallager type low density parity check error correcting codes. The method is based on the magnetization enumerator (¸M), rather than on the weight enumerator (¸W) presented recently in the information theory literature. The interpretation of our method is appealingly simple, and the relation between the different decoding schemes such as typical pairs decoding, MAP, and finite temperature decoding (MPM) becomes clear. Our results are more optimistic than those derived via the methods of information theory and are in excellent agreement with recent results from another statistical physics approach.