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The interplay between computational efficiency and statistical accuracy in high-dimensional inference has drawn increasing attention in the literature. In this paper, we study computational and statistical boundaries for submatrix…

Statistics Theory · Mathematics 2020-07-27 T. Tony Cai , Tengyuan Liang , Alexander Rakhlin

This paper investigates the fundamental limits for detecting a high-dimensional sparse matrix contaminated by white Gaussian noise from both the statistical and computational perspectives. We consider $p\times p$ matrices whose rows and…

Statistics Theory · Mathematics 2018-01-03 T. Tony Cai , Yihong Wu

In the context of sparse principal component detection, we bring evidence towards the existence of a statistical price to pay for computational efficiency. We measure the performance of a test by the smallest signal strength that it can…

Statistics Theory · Mathematics 2013-04-29 Quentin Berthet , Philippe Rigollet

In the general submatrix detection problem, the task is to detect the presence of a small $k \times k$ submatrix with entries sampled from a distribution $\mathcal{P}$ in an $n \times n$ matrix of samples from $\mathcal{Q}$. This…

Statistics Theory · Mathematics 2019-06-04 Matthew Brennan , Guy Bresler , Wasim Huleihel

We consider the following detection problem: given a realization of a symmetric matrix ${\mathbf{X}}$ of dimension $n$, distinguish between the hypothesis that all upper triangular variables are i.i.d. Gaussians variables with mean 0 and…

Statistics Theory · Mathematics 2014-11-25 Andrea Montanari , Daniel Reichman , Ofer Zeitouni

This paper studies the problem of detecting the presence of a small dense community planted in a large Erd\H{o}s-R\'enyi random graph $\mathcal{G}(N,q)$, where the edge probability within the community exceeds $q$ by a constant factor.…

Statistics Theory · Mathematics 2015-03-13 Bruce Hajek , Yihong Wu , Jiaming Xu

We consider two closely related problems: planted clustering and submatrix localization. The planted clustering problem assumes that a random graph is generated based on some underlying clusters of the nodes; the task is to recover these…

Machine Learning · Statistics 2015-03-16 Yudong Chen , Jiaming Xu

We study the problem of detecting a structured, low-rank signal matrix corrupted with additive Gaussian noise. This includes clustering in a Gaussian mixture model, sparse PCA, and submatrix localization. Each of these problems is…

Statistics Theory · Mathematics 2017-01-24 Jess Banks , Cristopher Moore , Nicolas Verzelen , Roman Vershynin , Jiaming Xu

One fundamental goal of high-dimensional statistics is to detect or recover planted structure (such as a low-rank matrix) hidden in noisy data. A growing body of work studies low-degree polynomials as a restricted model of computation for…

Statistics Theory · Mathematics 2022-06-22 Tselil Schramm , Alexander S. Wein

We consider the problem of detecting a planted clique of size $k$ in a random graph on $n$ vertices. When the size of the clique exceeds $\Theta(\sqrt{n})$, polynomial-time algorithms for detection proliferate. We study faster -- namely,…

Data Structures and Algorithms · Computer Science 2024-02-09 Jay Mardia , Kabir Aladin Verchand , Alexander S. Wein

In this paper, we study the problems of detection and recovery of hidden submatrices with elevated means inside a large Gaussian random matrix. We consider two different structures for the planted submatrices. In the first model, the…

Information Theory · Computer Science 2023-07-06 Marom Dadon , Wasim Huleihel , Tamir Bendory

We introduce a framework for proving lower bounds on computational problems over distributions against algorithms that can be implemented using access to a statistical query oracle. For such algorithms, access to the input distribution is…

Computational Complexity · Computer Science 2016-08-16 Vitaly Feldman , Elena Grigorescu , Lev Reyzin , Santosh Vempala , Ying Xiao

In recent years, sparse principal component analysis has emerged as an extremely popular dimension reduction technique for high-dimensional data. The theoretical challenge, in the simplest case, is to estimate the leading eigenvector of a…

Statistics Theory · Mathematics 2016-09-29 Tengyao Wang , Quentin Berthet , Richard J. Samworth

We consider the high-dimensional inference problem where the signal is a low-rank symmetric matrix which is corrupted by an additive Gaussian noise. Given a probabilistic model for the low-rank matrix, we compute the limit in the large…

Probability · Mathematics 2017-03-31 Marc Lelarge , Léo Miolane

In many high-dimensional problems, like sparse-PCA, planted clique, or clustering, the best known algorithms with polynomial time complexity fail to reach the statistical performance provably achievable by algorithms free of computational…

Statistics Theory · Mathematics 2025-06-17 Bertrand Even , Christophe Giraud , Nicolas Verzelen

We consider the densest submatrix problem, which seeks the submatrix of fixed size of a given binary matrix that contains the most nonzero entries. This problem is a natural generalization of fundamental problems in combinatorial…

Optimization and Control · Mathematics 2026-03-13 Valentine Olanubi , Phineas Agar , Brendan Ames

Inference problems with conjectured statistical-computational gaps are ubiquitous throughout modern statistics, computer science and statistical physics. While there has been success evidencing these gaps from the failure of restricted…

Computational Complexity · Computer Science 2020-06-30 Matthew Brennan , Guy Bresler

Structural matrix-variate observations routinely arise in diverse fields such as multi-layer network analysis and brain image clustering. While data of this type have been extensively investigated with fruitful outcomes being delivered, the…

Statistics Theory · Mathematics 2022-01-25 Zhongyuan Lyu , Dong Xia

The prototypical high-dimensional statistics problem entails finding a structured signal in noise. Many of these problems exhibit an intriguing phenomenon: the amount of data needed by all known computationally efficient algorithms far…

Computational Complexity · Computer Science 2019-11-19 Matthew Brennan , Guy Bresler , Wasim Huleihel

We study the statistical decision process of detecting the low-rank signal from various signal-plus-noise type data matrices, known as the spiked random matrix models. We first show that the principal component analysis can be improved by…

Statistics Theory · Mathematics 2023-01-18 Ji Hyung Jung , Hye Won Chung , Ji Oon Lee
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