Related papers: Detection limits in the high-dimensional spiked re…

We study high-dimensional asymptotic performance limits of binary supervised classification problems where the class conditional densities are Gaussian with unknown means and covariances and the number of signal dimensions scales faster…

Exotic dark matter together with the vacuum energy (associated with the cosmological constant) seem to dominate in the Universe. Thus its direct detection is central to particle physics and cosmology. Supersymmetry provides a natural dark…

We study the problem of community detection in hypergraphs under a stochastic block model. Similarly to how the stochastic block model in graphs suggests studying spiked random matrices, our model motivates investigating statistical and…

We study stochastic convex optimization under infinite noise variance. Specifically, when the stochastic gradient is unbiased and has uniformly bounded $(1+\kappa)$-th moment, for some $\kappa \in (0,1]$, we quantify the convergence rate of…

Posterior sampling with the spike-and-slab prior [MB88], a popular multimodal distribution used to model uncertainty in variable selection, is considered the theoretical gold standard method for Bayesian sparse linear regression [CPS09,…

We provide a rigorous random matrix theory analysis of spiked cross-covariance models where the signals across two high-dimensional data channels are partially aligned. These models are motivated by multi-modal learning and form the…

We consider the problem of estimating a large rank-one tensor ${\boldsymbol u}^{\otimes k}\in({\mathbb R}^{n})^{\otimes k}$, $k\ge 3$ in Gaussian noise. Earlier work characterized a critical signal-to-noise ratio $\lambda_{Bayes}= O(1)$…

We study community detection in the contextual stochastic block model arXiv:1807.09596 [cs.SI], arXiv:1607.02675 [stat.ME]. In arXiv:1807.09596 [cs.SI], the second author studied this problem in the setting of sparse graphs with…

For a generalization of Johnstone's spiked model, a covariance matrix with eigenvalues all one but $M$ of them, the number of features $N$ comparable to the number of samples $n: N=N(n), M=M(n), \gamma^{-1} \leq \frac{N}{n} \leq \gamma$…

We study efficient optimization of the Hamiltonians of multi-species spherical spin glasses. Our results characterize the maximum value attained by algorithms that are suitably Lipschitz with respect to the disorder through a variational…

Across many disciplines from neuroscience and genomics to machine learning, atmospheric science and finance, the problems of denoising large data matrices to recover signals obscured by noise, and of estimating the structure of these…

The talk presented at ICMP 97 focused on the scaling limits of critical percolation models, and some other systems whose salient features can be described by collections of random lines. In the scaling limit we keep track of features seen…

This paper proposes a new approach to address the problem of unmeasured confounding in spatial designs. Spatial confounding occurs when some confounding variables are unobserved and not included in the model, leading to distorted…

In this paper, we study the convergent limits and rates of the eigenvalues and eigenvectors for spiked sample covariance matrices whose spectrum can have multiple bulk components. Our model is an extension of Johnstone's spiked covariance…

We investigate an \(n\)-vector model over \(k\) sites with generic pairwise interactions and spherical constraints. The model is a lifting of the Ising model whereby the support of the spin is lifted to a hypersphere. We show that the…

In this paper, we study the detection boundary for minimax hypothesis testing in the context of high-dimensional, sparse binary regression models. Motivated by genetic sequencing association studies for rare variant effects, we investigate…

The problem of establishing out-of-sample bounds for the values of an unkonwn ground-truth function is considered. Kernels and their associated Hilbert spaces are the main formalism employed herein along with an observational model where…

The Boson peak (BP), an excess of vibrational density of states, is ubiquitous for amorphous materials and is believed to hold the key to understanding the dynamics of glass and glass transition. Previous studies have established an energy…

We consider the problem of community detection from the joint observation of a high-dimensional covariate matrix and $L$ sparse networks, all encoding noisy, partial information about the latent community labels of $n$ subjects. In the…

The search for physics beyond the Standard Model (BSM) at collider experiments requires model-independent strategies to avoid missing possible discoveries of unexpected signals. Anomaly detection (AD) techniques offer a promising approach…