Related papers: Matrix Inference in Growing Rank Regimes
We consider a rank-one symmetric matrix corrupted by additive noise. The rank-one matrix is formed by an $n$-component unknown vector on the sphere of radius $\sqrt{n}$, and we consider the problem of estimating this vector from the…
In this paper, we study the problem of detecting multiple hidden submatrices in a large Gaussian random matrix when the planted signal is inhomogeneous across entries. Under the null hypothesis, the observed matrix has independent and…
We consider rank-one symmetric tensor estimation when the tensor is corrupted by Gaussian noise and the spike forming the tensor is a structured signal coming from a generalized linear model. The latter is a mathematically tractable model…
Modern technologies are producing a wealth of data with complex structures. For instance, in two-dimensional digital imaging, flow cytometry, and electroencephalography, matrix type covariates frequently arise when measurements are obtained…
When recovering an unknown signal from noisy measurements, the computational difficulty of performing optimal Bayesian MMSE (minimum mean squared error) inference often necessitates the use of maximum a posteriori (MAP) inference, a special…
We consider statistical models of estimation of a rank-one matrix (the spike) corrupted by an additive gaussian noise matrix in the sparse limit. In this limit the underlying hidden vector (that constructs the rank-one matrix) has a number…
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…
It is well known that the class of rotation invariant algorithms are suboptimal even for learning sparse linear problems when the number of examples is below the "dimension" of the problem. This class includes any gradient descent trained…
Noisy matrix completion has attracted significant attention due to its applications in recommendation systems, signal processing and image restoration. Most existing works rely on (weighted) least squares methods under various low-rank…
In this paper, we derive new closed-form expressions for the gradient of the mutual information with respect to arbitrary parameters of the two-user multiple access channel (MAC). The derived relations generalize the fundamental relation…
We consider tensor factorizations using a generative model and a Bayesian approach. We compute rigorously the mutual information, the Minimal Mean Squared Error (MMSE), and unveil information-theoretic phase transitions. In addition, we…
This paper studies the inference about linear functionals of high-dimensional low-rank matrices. While most existing inference methods would require consistent estimation of the true rank, our procedure is robust to rank misspecification,…
We present a unified large system analysis of linear receivers for a class of random matrix channels. The technique unifies the analysis of both the minimum-mean-squared-error (MMSE) receiver and the adaptive least-squares (ALS) receiver,…
We study here the so-called spiked Wigner and Wishart models, where one observes a low-rank matrix perturbed by some Gaussian noise. These models encompass many classical statistical tasks such as sparse PCA, submatrix localization,…
Networks of strongly-coupled neurons with random connectivity exhibit chaotic, asynchronous fluctuations. In previous work, we showed that when endowed with an additional low-rank connectivity consisting of the outer product of orthogonal…
Recent work has generalized several results concerning the well-understood spiked Wigner matrix model of a low-rank signal matrix corrupted by additive i.i.d. Gaussian noise to the inhomogeneous case, where the noise has a variance profile.…
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…
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…
In array processing, a common problem is to estimate the angles of arrival of $K$ deterministic sources impinging on an array of $M$ antennas, from $N$ observations of the source signal, corrupted by gaussian noise. The problem reduces to…
We consider a $d$-dimensional continuous martingale $X(t)$ with quadratic variation matrix $\langle X\rangle_t=\int_0^t \Sigma(s)\,ds$ and develop tests for the rank of its spot covariance matrix $\Sigma(t)$, $t\in[0,1]$. The process $X$ is…