Physics for Inference and Optimization
Research Overview
The research goal of the Physics for Inference and Optimization group is understanding, optimizing and predicting relations between the microscopic and macroscopic properties of complex large-scale interacting systems. We pursue this agenda by addressing application-oriented problems of inference and optimization on networks via developing models and algorithms derived combining probabilistic modeling, statistical physics and optimal transport principles.
Our approach is to address this problem with two main research questions that tackle this issue under different angles and together should provide a cohesive and coherent analysis of the problem:
- How can we exploit the distributed character of complex interacting systems to perform network optimization?
- How can we understand the mechanism leading to large-scale pattern emergence and thus perform robust and scalable inference?
The objective is that by answering these questions one can provide a comprehensive analysis of the bigger problem of understanding large-interacting systems in their different aspects.
Our research reflects this interdisciplinary approach and considers:
- Developing theoretical models capable of describing the mechanism driving the optimization or inference problems, assessing their properties and limitations.
- Building efficient and scalable algorithms to apply them leveraging various statistical physics tools such as message-passing techniques, variational inference or matrix product factorization.
- Addressing data-rich open problems involving domain experts from other disciplines. This is stimulated by the ongoing interactions with more empirically-oriented scientists from various disciplines.