Related papers: Phase transitions in spiked matrix estimation: inf…
We consider the phase retrieval problem of reconstructing a $n$-dimensional real or complex signal $\mathbf{X}^{\star}$ from $m$ (possibly noisy) observations $Y_\mu = | \sum_{i=1}^n \Phi_{\mu i} X^{\star}_i/\sqrt{n}|$, for a large class of…
A waveform channel is considered where the transmitted signal is corrupted by Wiener phase noise and additive white Gaussian noise. A discrete-time channel model that takes into account the effect of filtering on the phase noise is…
The problem of structured matrix estimation has been studied mostly under strong noise dependence assumptions. This paper considers a general framework of noisy low-rank-plus-sparse matrix recovery, where the noise matrix may come from any…
The problem of infering the top component of a noisy sample covariance matrix with prior information about the distribution of its entries is considered, in the framework of the spiked covariance model. Using the replica method of…
The Wigner time delay is a measure of the time spent by a particle inside the scattering region of an open system. For chaotic systems, the statistics of the individual delay times (whose average is the Wigner time delay) are thought to be…
We consider the linearly transformed spiked model, where observations $Y_i$ are noisy linear transforms of unobserved signals of interest $X_i$: \begin{align*} Y_i = A_i X_i + \varepsilon_i, \end{align*} for $i=1,\ldots,n$. The transform…
This paper considers reconstructing a spectrally sparse signal from a small number of randomly observed time-domain samples. The signal of interest is a linear combination of complex sinusoids at $R$ distinct frequencies. The frequencies…
A waveform channel is considered where the transmitted signal is corrupted by Wiener phase noise and additive white Gaussian noise (AWGN). A discrete-time channel model is introduced that is based on a multi-sample receiver. Tight lower…
In this paper, we study the problem of multivariate shuffled linear regression, where the correspondence between predictors and responses in a linear model is obfuscated by a latent permutation. Specifically, we investigate the model…
The inference of a large symmetric signal-matrix $\mathbf{S} \in \mathbb{R}^{N\times N}$ corrupted by additive Gaussian noise, is considered for two regimes of growth of the rank $M$ as a function of $N$. For sub-linear ranks…
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…
Computing circuits composed of noisy logical gates and their ability to represent arbitrary Boolean functions with a given level of error are investigated within a statistical mechanics setting. Bounds on their performance, derived in the…
In this review article, we discuss connections between the physics of disordered systems, phase transitions in inference problems, and computational hardness. We introduce two models representing the behavior of glassy systems, the spiked…
In phase retrieval we want to recover an unknown signal $\boldsymbol x\in\mathbb C^d$ from $n$ quadratic measurements of the form $y_i = |\langle{\boldsymbol a}_i,{\boldsymbol x}\rangle|^2+w_i$ where $\boldsymbol a_i\in \mathbb C^d$ are…
In particle physics, as in many areas of science, parameter inference relies on simulations to bridge the gap between theory and experiment. Recent developments in simulation-based inference have boosted the sensitivity of analyses;…
A class of robust estimators of scatter applied to information-plus-impulsive noise samples is studied, where the sample information matrix is assumed of low rank; this generalizes the study of (Couillet et al., 2013b) to spiked random…
Phase-transition phenomena in deep learning (grokking, emergent capabilities, and ontological reorganization under context shift) have been studied through several lenses, including representational compression, singular learning theory,…
The problem of estimating a spiked covariance matrix in high dimensions under Frobenius loss, and the parallel problem of estimating the noise in spiked PCA is investigated. We propose an estimator of the noise parameter by minimizing an…
The present manuscript studies signal detection by likelihood ratio tests in a number of spiked random matrix models, including but not limited to Gaussian mixtures and spiked Wishart covariance matrices. We work directly with multi-spiked…
The label noise transition matrix, denoting the transition probabilities from clean labels to noisy labels, is crucial for designing statistically robust solutions. Existing estimators for noise transition matrices, e.g., using either…