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The mighty force: statistical inference and high-dimensional statistics (2205.00750v1)
Published 2 May 2022 in cond-mat.dis-nn, cond-mat.stat-mech, cs.IT, and math.IT
Abstract: This is a review to appear as a contribution to the edited volume "Spin Glass Theory & Far Beyond - Replica Symmetry Breaking after 40 Years", World Scientific. It showcases a selection of contributions from the spin glass community at large to high-dimensional statistics, by focusing on three important graph-based models and methodologies having deeply impacted the field: inference of graphs (a.k.a. direct coupling analysis), inference from graphs (the community detection problem), and the dynamic cavity method, which in particular allows for inference from graphs encoding causal relations.
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