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首页> 外文期刊>The Annals of Statistics: An Official Journal of the Institute of Mathematical Statistics >PHASE TRANSITION IN THE SPIKED RANDOM TENSOR WITH RADEMACHER PRIOR
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PHASE TRANSITION IN THE SPIKED RANDOM TENSOR WITH RADEMACHER PRIOR

机译:在尖刺的随机张量之前的相位过渡与Rademacher先前

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We consider the problem of detecting a deformation from a symmetric Gaussian random p-tensor (p >= 3) with a rank-one spike sampled from the Rademacher prior. Recently, in Lesieur et al. (Barbier, Krzakala, Macris, Miolane and Zdeborova (2017)), it was proved that there exists a critical threshold beta(p) so that when the signal-to-noise ratio exceeds beta(p), one can distinguish the spiked and unspiked tensors and weakly recover the prior via the minimal mean-square-error method. On the other side, Perry, Wein and Bandeira (Perry, Wein and Bandeira (2017)) proved that there exists a beta(p)' < beta(p) such that any statistical hypothesis test cannot distinguish these two tensors, in the sense that their total variation distance asymptotically vanishes, when the signa-to-noise ratio is less than beta(p)'. In this work, we show that beta(p) is indeed the critical threshold that strictly separates the distinguishability and indistinguishability between the two tensors under the total variation distance. Our approach is based on a subtle analysis of the high temperature behavior of the pure p-spin model with Ising spin, arising initially from the field of spin glasses. In particular, we identify the signal-to-noise criticality beta(p) as the critical temperature, distinguishing the high and low temperature behavior, of the Ising pure p-spin mean-field spin glass model.
机译:我们考虑使用从Rademacher采样的秩一峰值从对称高斯随机P-Tensor(P> = 3)检测从对称高斯随机的对称的对称高斯随机p-Tensor(P> = 3)的问题。最近,在Lesieur等人。 (搅拌器,krzakala,宏,miolane和Zdeborova(2017)),证明存在临界阈值β(p),以便当信噪比超过β(p)时,可以区分尖刺和通过最小的平均方误差方法,未加工的张量和弱恢复。另一方面,Perry,Wein和Bandeira(Perry,Wein和Bandeira(2017))证明存在β(p)'

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