2 papers
math.PR2026
Mixing times of Langevin dynamics for spiked matrix models
Reza Gheissari, Curtis Grant, Tianmin Yu
We investigate the Langevin dynamics for Wigner matrices with a spherical spike, in the regime where the signal-to-noise ratio is large, but order one. For large, order-, s…
math.ST2025
Pseudo-Maximum Likelihood Theory for High-Dimensional Rank One Inference
Curtis Grant, Aukosh Jagannath, Justin Ko
We develop a pseudo-likelihood theory for rank one matrix estimation problems in the high dimensional limit. We prove a variational principle for the limiting pseudo-maximum likeli…