Web: http://arxiv.org/abs/1907.11635

June 24, 2022, 1:11 a.m. | Yunzi Ding, Dmitriy Kunisky, Alexander S. Wein, Afonso S. Bandeira

stat.ML updates on arXiv.org arxiv.org

We study the computational cost of recovering a unit-norm sparse principal
component $x \in \mathbb{R}^n$ planted in a random matrix, in either the Wigner
or Wishart spiked model (observing either $W + \lambda xx^\top$ with $W$ drawn
from the Gaussian orthogonal ensemble, or $N$ independent samples from
$\mathcal{N}(0, I_n + \beta xx^\top)$, respectively). Prior work has shown that
when the signal-to-noise ratio ($\lambda$ or $\beta\sqrt{N/n}$, respectively)
is a small constant and the fraction of nonzero entries in the planted vector …

algorithms arxiv math time

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