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We prove the equivalent of the Baik, Ben Arous, P\'ech\'e (2004) phenomenon for a novel, doubly sparse model where both the Wigner noise matrix and signal vector(s) are sparse. Specifically, we consider a deformed sub-Gaussian sparse Wigner…

Probability · Mathematics 2026-03-16 Ioana Dumitriu , JD Flynn , Zhichao Wang

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

An understanding of pulsar timing noise offers the potential to improve the timing precision of a large number of pulsars as well as facilitating our understanding of pulsar magnetospheres. For some sources, timing noise is attributable to…

High Energy Astrophysical Phenomena · Physics 2018-02-07 B. Shaw , B. W. Stappers , P. Weltevrede

This paper provides a unified framework for analyzing tensor estimation problems that allow for nonlinear observations, heteroskedastic noise, and covariate information. We study a general class of high-dimensional models where each…

Information Theory · Computer Science 2025-06-10 Riccardo Rossetti , Galen Reeves

We propose a model to account for the observed ESR-like signal at the Larmor frequency in the current noise STM experiments identifying spin centers on various substrates. The theoretical understanding of this phenomenon, which allows for…

Mesoscale and Nanoscale Physics · Physics 2014-02-19 Alvaro Caso , Baruch Horovitz , Liliana Arrachea

We propose Selective Multiple Power Iterations (SMPI), a new algorithm to address the important Tensor PCA problem that consists in recovering a spike $\bf{v_0}^{\otimes k}$ corrupted by a Gaussian noise tensor $\bf{Z} \in…

Machine Learning · Computer Science 2021-12-24 Mohamed Ouerfelli , Mohamed Tamaazousti , Vincent Rivasseau

Tipping points (TP) are abrupt transitions between metastable states in complex systems, most often described by a bifurcation or crisis of a multistable system induced by a slowly changing control parameter. An avenue for predicting TPs in…

Chaotic Dynamics · Physics 2025-11-07 Johannes Lohmann , Georg A. Gottwald

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…

Statistics Theory · Mathematics 2018-04-03 Debapratim Banerjee , Zongming Ma

In this paper we consider the problem of detecting statistically significant sequential patterns in multi-neuronal spike trains. These patterns are characterized by ordered sequences of spikes from different neurons with specific delays…

Neurons and Cognition · Quantitative Biology 2008-08-28 P. S. Sastry , K. P. Unnikrishnan

Free tensors are tensors which, after a change of bases, have free support: any two distinct elements of its support differ in at least two coordinates. They play a distinguished role in the theory of bilinear complexity, in particular in…

We consider the problem of estimating a rank-one perturbation of a Wigner matrix in a setting of low signal-to-noise ratio. This serves as a simple model for principal component analysis in high dimensions. The mutual information per…

Information Theory · Computer Science 2018-09-25 Ahmed El Alaoui , Florent Krzakala

Classification of possible quantum spin liquid (QSL) states of interacting spin-1/2's in two dimensions has been a fascinating topic of condensed matter for decades, resulting in enormous progress in our understanding of low-dimensional…

Strongly Correlated Electrons · Physics 2016-09-28 Hyunyong Lee , Jung Hoon Han

The transition between distinct phases of matter is characterized by the nature of fluctuations near the critical point. We demonstrate that noise spectroscopy can not only diagnose the presence of a phase transition, but can also determine…

Quantum Physics · Physics 2023-08-24 Francisco Machado , Eugene A. Demler , Norman Y. Yao , Shubhayu Chatterjee

We study the statistical problem of estimating a rank-one sparse tensor corrupted by additive Gaussian noise, a model also known as sparse tensor PCA. We show that for Bernoulli and Bernoulli-Rademacher distributed signals and \emph{for…

Statistics Theory · Mathematics 2020-09-08 Jonathan Niles-Weed , Ilias Zadik

Estimating the number of spikes in a spiked model is an important problem in many areas such as signal processing. Most of the classical approaches assume a large sample size $n$ whereas the dimension $p$ of the observations is kept small.…

Statistics Theory · Mathematics 2014-06-04 Damien Passemier , Jian-Feng Yao

The sequential analysis of the problem of joint signal detection and signal-to-noise ratio (SNR) estimation for a linear Gaussian observation model is considered. The problem is posed as an optimization setup where the goal is to minimize…

Information Theory · Computer Science 2017-01-20 M. Fauß , K. G. Nagananda , A. M. Zoubir , H. V. Poor

Phase slips are topological fluctuation events that carry the superconducting order-parameter field between distinct current carrying states. Owing to these phase slips low-dimensional superconductors acquire electrical resistance. In…

We develop methodology and theory for the detection of a phase transition in a time-series of high-dimensional random matrices. In the model we study, at each time point \( t = 1,2,\ldots \), we observe a deformed Wigner matrix \(…

Statistics Theory · Mathematics 2025-07-08 Nina Dörnemann , Piotr Kokoszka , Tim Kutta , Sunmin Lee

By using the wavelet transformation (WT), we have analyzed the response of an ensemble of $N$ (=1, 10, 100 and 500) Hodgkin-Huxley (HH) neurons to {\it transient} $M$-pulse spike trains ($M=1-3$) with independent Gaussian noises. The…

Disordered Systems and Neural Networks · Physics 2009-11-07 Hideo Hasegawa

We study the phase transition phenomenon inherent in the shuffled (permuted) regression problem, which has found numerous applications in databases, privacy, data analysis, etc. In this study, we aim to precisely identify the locations of…

Machine Learning · Statistics 2023-11-01 Hang Zhang , Ping Li
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