We study mean-field variational Bayesian inference using the TAP approach, for Z2-synchronization as a prototypical example of a high-dimensional Bayesian model. We show that for any signal strength $\lambda > 1$ (the weak-recovery threshold), there exists a unique local minimizer of the TAP free energy functional near the mean of the Bayes posterior law. Furthermore, the TAP free energy in a local neighborhood of this minimizer is strongly convex. Consequently, a natural-gradient/mirror-descent algorithm achieves linear convergence to this minimizer from a local initialization, which may be obtained by a finite number of iterates of Approximate Message Passing (AMP). This provides a rigorous foundation for variational inference in high dimensions via minimization of the TAP free energy. We also analyze the finite-sample convergence of AMP, showing that AMP is asymptotically stable at the TAP minimizer for any $\lambda > 1$, and is linearly convergent to this minimizer from a spectral initialization for sufficiently large $\lambda$. Such a guarantee is stronger than results obtainable by state evolution analyses, which only describe a fixed number of AMP iterations in the infinite-sample limit. Our proofs combine the Kac-Rice formula and Sudakov-Fernique Gaussian comparison inequality to analyze the complexity of critical points that satisfy strong convexity and stability conditions within their local neighborhoods.
翻译:我们使用TAP方法研究地表变异性贝叶斯的推论,用Z2-同步算法作为高维贝叶斯模型的原型示例。我们显示,对于任何信号强度为$\lambda > 1美元(弱回收阈值)的任何信号,在靠近Bayes后方法律的平均值附近,存在着一个独特的当地最小化TAP免费能源功能。此外,在这种最小化器的当地附近地区,TAP免费能源非常稳定。因此,自然渐变/日光源算法从本地初始化的有限数量中,从相对最小化的高度趋同到这个最小化的最小化。 相对稳定化,可以通过Apropbl 消息(AMP) 的有限数量获得一个严格的基础,通过最小化TAP免费能源法的最小化结果,而这种稳定化的精确度只能从我们初始化的精确度分析中直线线化到最小化的最小化。