English

Phase transition in the spiked random tensor with Rademacher prior

Probability 2017-12-12 v2 Information Theory Mathematical Physics math.IT math.MP Statistics Theory Statistics Theory

Abstract

We consider the problem of detecting a deformation from a symmetric Gaussian random pp-tensor (p3)(p\geq 3) with a rank-one spike sampled from the Rademacher prior. Recently in Lesieur et al. (2017), it was proved that there exists a critical threshold βp\beta_p so that when the signal-to-noise ratio exceeds βp\beta_p, one can distinguish the spiked and unspiked tensors and weakly recover the prior via the minimal mean-square-error method. On the other side, Perry, Wein, and Bandeira (2017) proved that there exists a βp<βp\beta_p'<\beta_p such that any statistical hypothesis test can not distinguish these two tensors, in the sense that their total variation distance asymptotically vanishes, when the signa-to-noise ratio is less than βp\beta_p'. In this work, we show that βp\beta_p is indeed the critical threshold that strictly separates the distinguishability and indistinguishability between the two tensors under the total variation distance. Our approach is based on a subtle analysis of the high temperature behavior of the pure pp-spin model with Ising spin, arising initially from the field of spin glasses. In particular, we identify the signal-to-noise criticality βp\beta_p as the critical temperature, distinguishing the high and low temperature behavior, of the Ising pure pp-spin mean-field spin glass model.

Keywords

Cite

@article{arxiv.1712.01777,
  title  = {Phase transition in the spiked random tensor with Rademacher prior},
  author = {Wei-Kuo Chen},
  journal= {arXiv preprint arXiv:1712.01777},
  year   = {2017}
}

Comments

41 pages, 1 figure, major revision on the abstract and introduction, new references added