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Sampling from mean-field Gibbs measures via diffusion processes

Ahmed El Alaoui, Andrea Montanari and Mark Sellke

Vol. 6 (2025), No. 3, 961–1022
Abstract

We consider Ising mixed p-spin glasses at high temperature and without external field, and study the problem of sampling from the Gibbs distribution μ in polynomial time. We develop a new sampling algorithm with complexity of the same order as evaluating the gradient of the Hamiltonian and, in particular, at most linear in the input size. We prove that, at sufficiently high temperature, it produces samples from a distribution μalg which is close in normalized Wasserstein distance to μ. Namely, there exists a coupling of μ and μalg such that if (x,xalg ) {1,+1}n ×{1,+1}n is a pair drawn from this coupling, then n1 𝔼 {xxalg 22} = on(1). For the case of the Sherrington–Kirkpatrick model, and in combination with a result proved by Celentano (2024), our algorithm succeeds in the full replica-symmetric phase. Previously, Adhikari, Brennecke, Xu and Yau (2024) and Anari, Jain, Koehler, Pham and Vuong (2024) showed that Glauber dynamics succeeds in sampling under a stronger assumption on the temperature. (However, these works prove sampling in total variation distance.)

We complement this result with a negative one for sampling algorithms satisfying a certain “stability” property, which is verified by many standard techniques. No stable algorithm can approximately sample at temperatures below the onset of shattering, even under the normalized Wasserstein metric. Further, no algorithm can sample at temperatures below the onset of replica-symmetry breaking.

Our sampling method implements a discretized version of a diffusion process that has become recently popular in machine learning under the name of “denoising diffusion”. We derive the same process from the general construction of stochastic localization. Implementing the diffusion process requires us to efficiently approximate the mean of the tilted measure. To this end, we use an approximate message passing algorithm that, as we prove, achieves sufficiently accurate mean estimation.

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Keywords
spin glass, sampling algorithm, stochastic localization, denoising diffusion
Mathematical Subject Classification
Primary: 82B44, 82C44
Secondary: 68Q17, 68Q87
Milestones
Received: 29 May 2024
Revised: 29 May 2024
Accepted: 21 May 2025
Published: 21 July 2025
Authors
Ahmed El Alaoui
Department of Statistics and Data Science
Cornell University
Ithaca, NY
United States
Andrea Montanari
Department of Statistics and Department of Mathematics
Stanford University
Palo Alto, CA
United States
Mark Sellke
Department of Statistics
Harvard University
Cambridge, MA
United States