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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

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Showing 2019Show all

5 papers · 1 filter

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 (…

cs.DS2019

The Kikuchi Hierarchy and Tensor PCA

Alexander S. Wein, Ahmed El Alaoui, Cristopher Moore

For the tensor PCA (principal component analysis) problem, we propose a new hierarchy of increasingly powerful algorithms with increasing runtime. Our hierarchy is analogous to the…

cs.DS2019

Computational Hardness of Certifying Bounds on Constrained PCA Problems

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

Given a random symmetric matrix drawn from the Gaussian orthogonal ensemble (GOE), we consider the problem of certifying an upper bound on the maximum…

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…