The TAP free energy for high-dimensional linear regression

DOI10.1214/22-AAP1874arXiv2203.07539MaRDI QIDQ6109921

Subhabrata Sen, Jiaze Qiu

Publication date: 31 July 2023

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2203.07539

zbMATH Keywords

spin glasseslinear regressionTAP approximation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian problems; characterization of Bayes procedures (62C10) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44)

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