activity
20152026
most citedOptimality and Sub-optimality of PCA I: Spiked Random Matrix Models

78 citations · 436 across the 33 of their papers we have counts for

collaborators
Showing math.STShow all

18 papers · 1 filter

math.ST2026

From Weak to Strong Testing in Gaussian Models

Ansh Nagda, Alexander S. Wein

We study the computational complexity of hypothesis testing in the spiked Wigner model, a prototypical model for detecting low-rank structure in a large random matrix. Below the "B…

math.ST2024

Statistical inference of a ranked community in a directed graph

Dmitriy Kunisky, Daniel A. Spielman, Alexander S. Wein +1

We study the problem of detecting or recovering a planted ranked subgraph from a directed graph, an analog for directed graphs of the well-studied planted dense subgraph model. We…

math.ST2024★ 1 cited

Tensor cumulants for statistical inference on invariant distributions

Dmitriy Kunisky, Cristopher Moore, Alexander S. Wein

Many problems in high-dimensional statistics appear to have a statistical-computational gap: a range of values of the signal-to-noise ratio where inference is information-theoretic…

math.ST2024★ 1 cited

Information-Theoretic Thresholds for Planted Dense Cycles

Cheng Mao, Alexander S. Wein, Shenduo Zhang

We study a random graph model for small-world networks which are ubiquitous in social and biological sciences. In this model, a dense cycle of expected bandwidth , representin…

math.ST2023

Precise Error Rates for Computationally Efficient Testing

Ankur Moitra, Alexander S. Wein

We revisit the fundamental question of simple-versus-simple hypothesis testing with an eye towards computational complexity, as the statistically optimal likelihood ratio test is o…

math.ST2023★ 2 cited

Detection-Recovery Gap for Planted Dense Cycles

Cheng Mao, Alexander S. Wein, Shenduo Zhang

Planted dense cycles are a type of latent structure that appears in many applications, such as small-world networks in social sciences and sequence assembly in computational biolog…

math.ST2022

Is it easier to count communities than find them?

Cynthia Rush, Fiona Skerman, Alexander S. Wein +1

Random graph models with community structure have been studied extensively in the literature. For both the problems of detecting and recovering community structure, an interesting…

math.ST2022★ 6 cited

Equivalence of Approximate Message Passing and Low-Degree Polynomials in Rank-One Matrix Estimation

Andrea Montanari, Alexander S. Wein

We consider the problem of estimating an unknown parameter vector , given noisy observations ${\boldsymbol Y} = {\boldsymbol θ}{\boldsymbol θ}^{\to…

math.ST2022★ 11 cited

The Franz-Parisi Criterion and Computational Trade-offs in High Dimensional Statistics

Afonso S. Bandeira, Ahmed El Alaoui, Samuel B. Hopkins +3

Many high-dimensional statistical inference problems are believed to possess inherent computational hardness. Various frameworks have been proposed to give rigorous evidence for su…

math.ST2021★ 7 cited

Optimal Spectral Recovery of a Planted Vector in a Subspace

Cheng Mao, Alexander S. Wein

Recovering a planted vector in an -dimensional random subspace of is a generic task related to many problems in machine learning and statistics, such as dicti…

math.ST2020★ 50 cited

Computational Barriers to Estimation from Low-Degree Polynomials

Tselil Schramm, Alexander S. Wein

One fundamental goal of high-dimensional statistics is to detect or recover planted structure (such as a low-rank matrix) hidden in noisy data. A growing body of work studies low-d…

math.ST2020★ 5 cited

The Average-Case Time Complexity of Certifying the Restricted Isometry Property

Yunzi Ding, Dmitriy Kunisky, Alexander S. Wein +1

In compressed sensing, the restricted isometry property (RIP) on sensing matrices (where ) guarantees efficient reconstruction of sparse vectors. A matrix has t…

math.ST2020★ 3 cited

Computationally efficient sparse clustering

Matthias Löffler, Alexander S. Wein, Afonso S. Bandeira

We study statistical and computational limits of clustering when the means of the centres are sparse and their dimension is possibly much larger than the sample size. Our theoretic…

math.ST2019★ 14 cited

Notes on Computational Hardness of Hypothesis Testing: Predictions using the Low-Degree Likelihood Ratio

Dmitriy Kunisky, Alexander S. Wein, Afonso S. Bandeira

These notes survey and explore an emerging method, which we call the low-degree method, for predicting and understanding statistical-versus-computational tradeoffs in high-dimensio…

math.ST2019★ 19 cited

Subexponential-Time Algorithms for Sparse PCA

Yunzi Ding, Dmitriy Kunisky, Alexander S. Wein +1

We study the computational cost of recovering a unit-norm sparse principal component planted in a random matrix, in either the Wigner or Wishart spiked model (…

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…

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…

math.ST2016★ 47 cited

Optimality and Sub-optimality of PCA for Spiked Random Matrices and Synchronization

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, in which a prominent eigenvector is planted into a random matrix. These d…