An inference problem in a mismatched setting: a spin-glass model with Mattis interaction

The Wigner spiked model in a mismatched setting is studied with the finite temperature Statistical Mechanics approach through its representation as a Sherrington-Kirkpatrick model with added Mattis interaction. The exact solution of the model with Ising spins is rigorously proved to be given by a variational principle on two order parameters, the Parisi overlap distribution and the Mattis magnetization. The latter is identified by an ordinary variational principle and turns out to concentrate in the thermodynamic limit. The solution leads to the computation of the Mean Square Error of the mismatched reconstruction. The Gaussian signal distribution case is investigated and the corresponding phase diagram is identified.