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In this paper, we study the power iteration algorithm for the spiked tensor model, as introduced in [44]. We give necessary and sufficient conditions for the convergence of the power iteration algorithm. When the power iteration algorithm…

Statistics Theory · Mathematics 2020-12-29 Jiaoyang Huang , Daniel Z. Huang , Qing Yang , Guang Cheng

A wide variety of physical systems ranging from the firing of neurons to eutrophication of lakes to the presence of Arctic summer sea ice exhibit a phenomenon known as tipping. In mathematical models, tipping can be caused by bifurcations,…

Dynamical Systems · Mathematics 2018-03-14 Alanna Hoyer-Leitzel , Alice Nadeau , Andrew Roberts , Andrew Steyer

In this paper, we consider the singular values and singular vectors of low rank perturbations of large rectangular random matrices, in the regime the matrix is "long": we allow the number of rows (columns) to grow polynomially in the number…

Probability · Mathematics 2021-10-22 Gérard Ben Arous , Daniel Zhengyu Huang , Jiaoyang Huang

We study the fundamental limits of detecting the presence of an additive rank-one perturbation, or spike, to a Wigner matrix. When the spike comes from a prior that is i.i.d. across coordinates, we prove that the log-likelihood ratio of the…

Probability · Mathematics 2020-06-11 Ahmed El Alaoui , Florent Krzakala , Michael I. Jordan

We consider the problem of detecting the presence of a signal in a rank-one spiked Wigner model. For general non-Gaussian noise, assuming that the signal is drawn from the Rademacher prior, we prove that the log likelihood ratio (LR) of the…

Statistics Theory · Mathematics 2024-12-19 Hye Won Chung , Jiho Lee , Ji Oon Lee

Spike-sorting techniques attempt to classify a series of noisy electrical waveforms according to the identity of the neurons that generated them. Existing techniques perform this classification ignoring several properties of actual neurons…

Quantitative Methods · Quantitative Biology 2007-05-23 Christophe Pouzat

This paper studies the deflation algorithm when applied to estimate a low-rank symmetric spike contained in a large tensor corrupted by additive Gaussian noise. Specifically, we provide a precise characterization of the large-dimensional…

Machine Learning · Statistics 2023-04-21 Mohamed El Amine Seddik , José Henrique de Morais Goulart , Maxime Guillaud

We discuss the inhomogeneous spiked Wigner model, a theoretical framework recently introduced to study structured noise in various learning scenarios, through the prism of random matrix theory, with a specific focus on its spectral…

Machine Learning · Statistics 2024-09-06 Pierre Mergny , Justin Ko , Florent Krzakala

We study symmetric spiked matrix models with respect to a general class of noise distributions. Given a rank-1 deformation of a random noise matrix, whose entries are independently distributed with zero mean and unit variance, the goal is…

Data Structures and Algorithms · Computer Science 2022-02-22 Jingqiu Ding , Samuel B. Hopkins , David Steurer

Spin noise spectroscopy is emerging as a powerful technique for studying the dynamics of various spin systems also beyond their thermal equilibrium and linear response. Here, we study spin fluctuations of room-temperature neutral atoms in a…

Atomic Physics · Physics 2021-07-21 V. Guarrera , R. Gartman , G. Bevilacqua , W. Chalupczak

The entrainment (or locking) phenomenon, by which an oscillator adapts its natural rhythm to an external periodic signal, is well-known in physics, chemistry, biology, etc.; however, controlling an stochastic nonlinear system with a…

Optics · Physics 2019-02-20 J Tiana-Alsina , C Quintero-Quiroz , M. C. Torrent , C Masoller

Spiking neuronal networks are usually simulated with three main simulation schemes: the classical time-driven and event-driven schemes, and the more recent hybrid scheme. All three schemes evolve the state of a neuron through a series of…

Neurons and Cognition · Quantitative Biology 2018-01-24 Jeyashree Krishnan , PierGianLuca Porta Mana , Moritz Helias , Markus Diesmann , Edoardo Di Napoli

Many problems in high-dimensional statistics appear to have a statistical-computational gap: a range of values of the signal-to-noise ratio where inference is information-theoretically possible, but (conjecturally) computationally…

Statistics Theory · Mathematics 2024-04-30 Dmitriy Kunisky , Cristopher Moore , Alexander S. Wein

Principal component analysis (PCA) aims at estimating the direction of maximal variability of a high-dimensional dataset. A natural question is: does this task become easier, and estimation more accurate, when we exploit additional…

Information Theory · Computer Science 2014-06-19 Andrea Montanari , Emile Richard

Motivated by multimodal estimation, we study a multi-view spiked Wigner model in which several noisy matrix observations contain correlated latent spikes. We derive a spectral estimator for the latent spikes by linearizing approximate…

Probability · Mathematics 2026-05-20 Xiaodong Yang , Subhabrata Sen , Yue M. Lu

We consider a stochastic model describing the spiking activity of a countable set of neurons spatially organized into a homogeneous tree of degree $d$, $d \geq 2$; the degree of a neuron is just the number of connections it has. Roughly,…

Probability · Mathematics 2022-05-17 A. M. B. Nascimento

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…

Disordered Systems and Neural Networks · Physics 2022-12-07 David Gamarnik , Cristopher Moore , Lenka Zdeborová

Phase transitions in spin glass type systems and, more recently, in related computational problems have gained broad interest in disparate arenas. In the current work, we focus on the "community detection" problem when cast in terms of a…

Physics and Society · Physics 2013-11-11 Dandan Hu , Peter Ronhovde , Zohar Nussinov

We study the problem of detecting the presence of a single unknown spike in a rectangular data matrix, in a high-dimensional regime where the spike has fixed strength and the aspect ratio of the matrix converges to a finite limit. This…

Statistics Theory · Mathematics 2018-06-18 Ahmed El Alaoui , Michael I. Jordan

This paper is concerned with the problem of recovering a structured signal from a relatively small number of corrupted random measurements. Sharp phase transitions have been numerically observed in practice when different convex programming…

Information Theory · Computer Science 2021-01-05 Zhongxing Sun , Wei Cui , Yulong Liu