activity
20152019
most citedOptimality and Sub-optimality of PCA I: Spiked Random Matrix Models

78 citations · 265 across the 6 of their papers we have counts for

collaborators

9 papers

stat.ML2019★ 8 cited

Overcomplete Independent Component Analysis via SDP

Anastasia Podosinnikova, Amelia Perry, Alexander Wein +3

We present a novel algorithm for overcomplete independent components analysis (ICA), where the number of latent sources k exceeds the dimension p of observed variables. Previous al…

math.ST2018★ 78 cited

Optimality and Sub-optimality of PCA I: Spiked Random Matrix Models

Amelia Perry, Alexander S. Wein, Afonso S. Bandeira +1

A central problem of random matrix theory is to understand the eigenvalues of spiked random matrix models, introduced by Johnstone, in which a prominent eigenvector (or "spike") is…

stat.ML2018

Notes on computational-to-statistical gaps: predictions using statistical physics

Afonso S. Bandeira, Amelia Perry, Alexander S. Wein

In these notes we describe heuristics to predict computational-to-statistical gaps in certain statistical problems. These are regimes in which the underlying statistical problem is…

math.ST2017★ 66 cited

Estimation under group actions: recovering orbits from invariants

Afonso S. Bandeira, Ben Blum-Smith, Joe Kileel +3

We study a class of orbit recovery problems in which we observe independent copies of an unknown element of , each linearly acted upon by a random element of some gro…

cs.IT2017

The sample complexity of multi-reference alignment

Amelia Perry, Jonathan Weed, Afonso S. Bandeira +2

The growing role of data-driven approaches to scientific discovery has unveiled a large class of models that involve latent transformations with a rigid algebraic constraint. Three…

math.PR2017

Statistical limits of spiked tensor models

Amelia Perry, Alexander S. Wein, Afonso S. Bandeira

We study the statistical limits of both detecting and estimating a rank-one deformation of a symmetric random Gaussian tensor. We establish upper and lower bounds on the critical s…