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Planted directed polymer: Inferring a random walk from noisy images.

Sun Woo P Kim1, Austen Lamacraft2

  • 1King's College London, Department of Physics, Strand, London WC2R 2LS, United Kingdom.

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|March 19, 2025
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Summary
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We introduce a planted directed polymer model for inferring random walker paths from noisy data. On a Cayley tree, a phase transition occurs where path inference becomes impossible as noise increases.

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Area of Science:

  • Statistical Physics
  • Machine Learning
  • Information Theory

Background:

  • The directed polymer model is a fundamental concept in statistical physics.
  • Bayesian inference is crucial for reconstructing hidden states from noisy observations.
  • Hidden Markov models provide a framework for sequential data analysis.

Purpose of the Study:

  • To introduce and analyze the planted directed polymer model.
  • To investigate the behavior of random walkers inferred from noisy image data.
  • To explore phase transitions in Bayesian inference for hidden Markov models.

Main Methods:

  • Formulation as a nonlinear Bayesian inference problem.
  • Generalization of the directed polymer problem in statistical physics.
  • Numerical investigations and analytical arguments for one-dimensional walkers.
  • Application of directed polymer methods to Cayley tree structures.

Main Results:

  • No phase transition was observed for a one-dimensional walker.
  • A phase transition was identified on a Cayley tree with decreasing signal-to-noise ratio.
  • Inference becomes impossible at the transition, with path overlap dropping from one to zero.

Conclusions:

  • The planted directed polymer model offers new insights into hidden state inference.
  • The presence or absence of phase transitions depends on the underlying structure (1D vs. Cayley tree).
  • Decreasing signal-to-noise ratio critically impacts the reliability of path inference.