Statistical thresholds for tensor PCA (Q2657928)

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Language	Label	Description	Also known as
English	Statistical thresholds for tensor PCA	scientific article

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scholarly article

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Statistical thresholds for tensor PCA (English)

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zbMATH Open document ID

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10.1214/19-AAP1547

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Aukosh Jagannath

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Patrick Lopatto

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The Annals of Applied Probability

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publication date

18 March 2021

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full work available at URL

https://arxiv.org/abs/1812.03403

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https://projecteuclid.org/euclid.aoap/1596528026

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

tensor principal component analysis

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principal component analysis (PCA)

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BBP transition

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spherical spin glasses

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spiked tensor

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spiked matrix

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MaRDI profile type

MaRDI publication profile

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Random Fields and Geometry

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Tensor decompositions for learning latent variable models

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Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices

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Eigenvalues of large sample covariance matrices of spiked population models

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Information-Theoretic Bounds and Phase Transitions in Clustering, Sparse PCA, and Submatrix Localization

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The adaptive interpolation method: a simple scheme to prove replica formulas in Bayesian inference

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Algorithmic thresholds for tensor PCA

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Spectral gap estimates in mean field spin glasses

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The Landscape of the Spiked Tensor Model

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Large deviations of the extreme eigenvalues of random deformations of matrices

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The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices

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On the principal components of sample covariance matrices

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Limits of spiked random matrices. I

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The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations

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The Aizenman-Sims-Starr scheme and Parisi formula for mixed \(p\)-spin spherical models

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Phase transition in the spiked random tensor with Rademacher prior

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Parisi formula, disorder chaos and fluctuation for the ground state energy in the spherical mixed \(p\)-spin models

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Asymptotic mutual information for the balanced binary stochastic block model

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The eigenvalue spectrum of a large symmetric random matrix

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The largest eigenvalue of rank one deformation of large Wigner matrices

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Multispin Ising spin glasses with ferromagnetic interactions

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<i>p</i>> 2 spin glasses with first-order ferromagnetic transitions

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Mutual Information and Minimum Mean-Square Error in Gaussian Channels

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Most Tensor Problems Are NP-Hard

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Fast spectral algorithms from sum-of-squares proofs: tensor decomposition and planted sparse vectors

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Low temperature asymptotics of spherical mean field spin glasses

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On the distribution of the largest eigenvalue in principal components analysis

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Cube root asymptotics

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Exact solution of the gauge symmetric \(p\)-spin glass model on a complete graph

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Fundamental limits of symmetric low-rank matrix estimation

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Constrained low-rank matrix estimation: phase transitions, approximate message passing and applications

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Large deviations for the largest eigenvalue of rank one deformations of Gaussian ensembles

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Envelope Theorems for Arbitrary Choice Sets

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On the Limitation of Spectral Methods: From the Gaussian Hidden Clique Problem to Rank One Perturbations of Gaussian Tensors

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Cavity method in the spherical SK model

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The Sherrington-Kirkpatrick Model

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On the overlap in the multiple spherical SK models

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The largest eigenvalue of small rank perturbations of Hermitian random matrices

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Statistical limits of spiked tensor models

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Optimality and sub-optimality of PCA. I: Spiked random matrix models

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Free energy of the spherical mean field model

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Mean Field Models for Spin Glasses

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