Sourav Chatterjee

  1. Disorder chaos and multiple valleys in spin glasses

    Authors: Sourav Chatterjee
    Subjects: Probability
    Abstract

    We prove that the Sherrington-Kirkpatrick model of spin glasses is chaotic under small perturbations of the couplings at any temperature in the absence of an external field. The result is proved for two kinds of perturbations: (a) distorting the couplings via Ornstein-Uhlenbeck flows, and (b) replacing a small fraction of the couplings by independent copies. We further prove that the S-K model exhibits multiple valleys in its energy landscape, i.e. there are many states with near-minimal energy that are mutually nearly orthogonal.

  2. Estimating and Understanding Exponential Random Graph Models.

    Authors: Sourav Chatterjee, Persi Diaconis
    Subjects: Probability
    Abstract

    We introduce a new method for estimating the parameters of exponential random
    graph models. The method is based on a large-deviations approximation to the
    normalizing constant shown to be consistent using theory developed by
    Chatterjee and Varadhan. The theory explains a host of difficulties encountered
    by applied workers: many distinct models have essentially the same MLE,
    rendering the problems "practically" ill-posed. We give the first rigorous
    proofs of "degeneracy" observed in these models. Here, almost all graphs have
    essentially no edges or are essentially complete.

  3. Properties of Uniform Doubly Stochastic Matrices.

    Authors: Sourav Chatterjee, Persi Diaconis, Allan Sly
    Subjects: Probability
    Abstract

    We investigate the properties of uniform doubly stochastic random matrices,
    that is non-negative matrices conditioned to have their rows and columns sum to
    1. The rescaled marginal distributions are shown to converge to exponential
    distributions and indeed even large sub-matrices of side-length
    $o(n^{1/2-\epsilon})$ behave like independent exponentials. We determine the
    limiting empirical distribution of the singular values the the matrix. Finally
    the mixing time of the associated Markov chains is shown to be exactly 2 with
    high probability.

  4. Probabilistic methods for discrete nonlinear Schr\"odinger equations.

    Authors: Sourav Chatterjee, Kay Kirkpatrick
    Subjects: Analysis of PDEs
    Abstract

    Using techniques from probability theory, we show that the thermodynamics of
    the focusing cubic discrete nonlinear Schrodinger equation (NLS) are exactly
    solvable in dimensions three and higher. A number of explicit formulas are
    derived. The probabilistic results, combined with dynamical information, prove
    the existence and typicality of solutions to the discrete NLS with highly
    stable localized modes that are sometimes called discrete breathers.

  5. Spectral clustering and the high-dimensional Stochastic Block Model.

    Authors: Sourav Chatterjee, Bin Yu, Karl Rohe
    Subjects: Machine Learning
    Abstract

    Networks or graphs can easily represent a diverse set of data sources that
    are characterized by interacting units or actors. Social networks, representing
    people who communicate with each other, are one example. Communities or
    clusters of highly connected actors form an essential feature in the structure
    of several empirical networks. Spectral clustering is a popular and
    computationally feasible method to discover these communities. The Stochastic
    Block Model (Holland et al., 1983) is a social network model with well defined
    communities; each node is a member of one community.

  6. Random graphs with a given degree sequence.

    Authors: Sourav Chatterjee, Persi Diaconis, Allan Sly
    Subjects: Probability
    Abstract

    Large graphs are sometimes studied through their degree sequences (power law
    or regular graphs). We study graphs that are uniformly chosen with a given
    degree sequence. Under mild conditons, it is shown that sequences of such
    graphs have graph limits in the sense of Lovasz and Szegedy with identifiable
    limits. This allows simple determination of other features such as the number
    of triangles. The argument proceeds by studying a natural exponential model
    having the degree sequence as a sufficient statistic.

  7. Central limit theorem for first-passage percolation time across thin cylinders.

    Authors: Sourav Chatterjee, Partha S. Dey
    Subjects: Probability
    Abstract

    We prove that first-passage percolation times across thin cylinders of the
    form $[0,n]\times [-h_n,h_n]^{d-1}$ obey Gaussian central limit theorems as
    long as $h_n$ grows slower than $n^{1/(d+1)}$. It is an open question as to
    what is the fastest that $h_n$ can grow so that a Gaussian CLT still holds. We
    conjecture that $n^{1/(d+1)}$ is the right answer for $d\ge 2$.

  8. The Ghirlanda-Guerra identities without averaging.

    Authors: Sourav Chatterjee
    Subjects: Probability
    Abstract

    The Ghirlanda-Guerra identities are one of the most mysterious features of
    spin glasses. We prove the GG identities in a large class of models that
    includes the Edwards-Anderson model, the random field Ising model, and the
    Sherrington-Kirkpatrick model in the presence of a random external field.
    Previously, the GG identities were rigorously proved only `on average' over a
    range of temperatures or under small perturbations.

  9. Consistent estimates of deformed isotropic Gaussian random fields on the plane.

    Authors: Sourav Chatterjee, Ethan Anderes
    Subjects: gr. Statistics
    Abstract

    This paper proves fixed domain asymptotic results for estimating a smooth
    invertible transformation $f:\Bbb{R}^2\to\Bbb{R}^2$ when observing the deformed
    random field $Z\circ f$ on a dense grid in a bounded, simply connected domain
    $\Omega$, where $Z$ is assumed to be an isotropic Gaussian random field on
    $\Bbb{R}^2$. The estimate $\hat{f}$ is constructed on a simply connected domain
    $U$, such that $\overline{U}\subset\Omega$ and is defined using kernel smoothed
    quadratic variations, Bergman projections and results from quasiconformal
    theory.

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