Fundamental limits of detection in the spiked Wigner model (Q2196197)
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scientific article; zbMATH DE number 7241572
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| English | Fundamental limits of detection in the spiked Wigner model |
scientific article; zbMATH DE number 7241572 |
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Fundamental limits of detection in the spiked Wigner model (English)
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28 August 2020
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One of the fundamental tasks in machine learning is low-rank information extraction from a noise-corrupted data matrix. This paper deals with the fundamental limits of spike detection in the rank-one spiked Wigner model. It is proved that the logarithm of the likelihood ratio has Gaussian fluctuations below the reconstruction threshold.
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contiguity
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hypothesis testing
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Sherrington-Kirkpatrick model
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replica-symmetry
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random matrix models
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spin-glasses
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0.8089017271995544
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0.8005329966545105
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0.7800256013870239
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0.7699087858200073
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0.7608415484428406
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