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math.ST2018
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…