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Record W4414631669 · doi:10.48550/arxiv.2504.15558

Dynamical mean-field analysis of adaptive Langevin diffusions: Replica-symmetric fixed point and empirical Bayes

2025· preprint· en· W4414631669 on OpenAlexfundno aff
Justin Ko, Bruno Loureiro, Yue M. Lu, Yandi Shen

Bibliographic record

VenueArXiv.org · 2025
Typepreprint
Languageen
FieldComputer Science
TopicBayesian Methods and Mixture Models
Canadian institutionsnot available
FundersNatural Sciences and Engineering Research Council of CanadaCanada Research ChairsAbdus Salam International Centre for Theoretical PhysicsNational Science Foundation
KeywordsLangevin dynamicsLimit (mathematics)Langevin equationBayesian probabilityPosterior probabilityScalar (mathematics)Dynamical systems theoryTrajectoryKalman filterFixed point

Abstract

fetched live from OpenAlex

In many applications of statistical estimation via sampling, one may wish to sample from a high-dimensional target distribution that is adaptively evolving to the samples already seen. We study an example of such dynamics, given by a Langevin diffusion for posterior sampling in a Bayesian linear regression model with i.i.d. regression design, whose prior continuously adapts to the Langevin trajectory via a maximum marginal-likelihood scheme. Results of dynamical mean-field theory (DMFT) developed in our companion paper establish a precise high-dimensional asymptotic limit for the joint evolution of the prior parameter and law of the Langevin sample. In this work, we carry out an analysis of the equations that describe this DMFT limit, under conditions of approximate time-translation-invariance which include, in particular, settings where the posterior law satisfies a log-Sobolev inequality. In such settings, we show that this adaptive Langevin trajectory converges on a dimension-independent time horizon to an equilibrium state that is characterized by a system of scalar fixed-point equations, and the associated prior parameter converges to a critical point of a replica-symmetric limit for the model free energy. As a by-product of our analyses, we obtain a new dynamical proof that this replica-symmetric limit for the free energy is exact, in models having a possibly misspecified prior and where a log-Sobolev inequality holds for the posterior law.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: none
Teacher disagreement score0.532
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.002
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.003
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.056
GPT teacher head0.333
Teacher spread0.277 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

Study designObservational
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2025
Admission routes1
Has abstractyes

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