Approximate Message Passing for sparse matrices with application to the equilibria of large ecological Lotka-Volterra systems
Résumé
This paper is divided into two parts. The first part is devoted to the study
of a class of Approximate Message Passing (AMP) algorithms which are widely
used in the fields of statistical physics, machine learning, or communication
theory. The AMP algorithms studied in this part are those where the measurement
matrix has independent elements, up to the symmetry constraint when this matrix
is symmetric, with a variance profile that can be sparse. The AMP problem is
solved by adapting the approach of Bayati, Lelarge, and Montanari (2015) to
this matrix model.
The Lotka-Volterra (LV) model is the standard model for studying the dynamical
behavior of large dimensional ecological food chains. The second part of this
paper is focused on the study of the statistical distribution of the globally
stable equilibrium vector of a LV system in the situation where the random
symmetric interaction matrix among the living species is sparse, and in the
regime of large dimensions. This equilibirium vector is the solution of a
Linear Complementarity Problem, which distribution is shown to be characterized
through the AMP approach developed in the first part. In the large dimensional
regime, this distribution is close to a mixture of a large number of truncated
Gaussians.
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