






















We argue that Hamilton-Jacobi equations provide a convenient and intuitive approach for studying the large-scale behavior of mean-field disordered systems. This point of view is illustrated on the problem of inference of a rank-one matrix. We compute the large-scale limit of the free energy by showing that it satisfies an approximate Hamilton-Jacobi equation with asymptotically vanishing viscosity parameter and error term.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。