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UID:20240519T224239EDT-3860fD4zV3@132.216.177.157
DTSTAMP:20240520T024239Z
DESCRIPTION:Title: Free energy fluctuations of spherical spin glasses near 
 the critical temperature threshold.\n\nAbstract:\n\nOne of the fascinating
  phenomena of spin glasses is the dramatic change in behavior that occurs 
 between the high and low temperature regimes. In addition to its physical 
 meaning\, this phase transition corresponds to a detection threshold with 
 respect to the signal-to-noise ratio in a spiked matrix model. The free en
 ergy of the spherical Sherrington-Kirkpatrick (SSK) model has Gaussian flu
 ctuations at high temperature\, but Tracy-Widom fluctuations at low temper
 ature. A similar phenomenon holds for the bipartite SSK model\, and we sho
 w that\, when the temperature is within a small window around the critical
  temperature\, the free energy fluctuations converge to an independent sum
  of Gaussian and Tracy-Widom random variables (joint work with Han Le). Ou
 r work follows two recent papers that proved similar results for the SSK m
 odel (by Landon and by Johnstone\, Klochkov\, Onatski\, Pavlyshyn). From a
  statistical perspective\, the free energy of SSK and bipartite SSK corres
 pond to log-likelihood ratios for spiked Wigner and spiked Wishart matrice
 s respectively. Analyzing bipartite SSK at critical temperature requires a
  variety of tools including classical random matrix results\, contour inte
 gral techniques\, and a CLT for the log-characteristic polynomial of Wisha
 rt random matrices evaluated near the spectral edge.\n\nSpeaker\n\nElizabe
 th Collins-Woodfin is a postdoc in the probability group at McGill Univers
 ity. Her research involves high-dimensional probability in the context of 
 spin glasses\, random matrix theory\, and stochastic gradient descent. She
  received her PhD from the University of Michigan in 2022\, advised by Jin
 ho Baik.\n
DTSTART:20240412T193000Z
DTEND:20240412T203000Z
LOCATION:Room 1104\, Burnside Hall\, CA\, QC\, Montreal\, H3A 0B9\, 805 rue
  Sherbrooke Ouest
SUMMARY:Elizabeth Collins-Woodfin from McGill University. 
URL:https://www.mcgill.ca/channels/channels/event/elizabeth-collins-woodfin
 -mcgill-university-356650
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