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High-dimensional random landscapes: From typical to large deviations

Valentina Ros

SciPost Phys. Lect. Notes 102 (2025) · published 13 October 2025

Part of the 2024-07: Theory of Large Deviations and Applications Collection in the Les Houches Summer School Lecture Notes Series.

Abstract

We discuss tools and concepts that emerge when studying high-dimensional random landscapes, i.e., random functions on high-dimensional spaces. As an illustrative example, we consider an inference problem in two forms: low-rank matrix estimation (case 1) and low-rank tensor estimation (case 2). We show how to map the inference problem onto the optimization problem of a high-dimensional landscape, which exhibits distinct geometrical properties in the two cases. We discuss methods for characterizing typical realizations of these landscapes and their optimization through local dynamics. We conclude by highlighting connections between the landscape problem and large deviation theory.


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