韩国裸舞

Title: Hamilton-Jacobi equations for statistical inference problems

Abstract: We present the Hamilton--Jacobi equation approach to a class of high dimensional statistical inference problems. We start by introducing the model of matrix tensor products, the free energy associated with them, and motivation for studying their high-dimensional limit. Then, we sketch the basic setup of the Hamilton--Jacobi equation approach. Lastly, I discuss the application of this approach to models with multiple hidden layers. This is based on joint work with Hong-Bin Chen, and Jean-Christophe Mourrat.

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