Fundamental limits of detection in the spiked Wigner model

DOI10.1214/19-AOS1826zbMath1450.62073arXiv1806.09588OpenAlexW2810555534MaRDI QIDQ2196197

Ahmed El Alaoui, Michael I. Jordan, Florent Krzakala

Publication date: 28 August 2020

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1806.09588

zbMATH Keywords

hypothesis testingSherrington-Kirkpatrick modelcontiguityrandom matrix modelsspin-glassesreplica-symmetry

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Gaussian processes (60G15) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Hypothesis testing in multivariate analysis (62H15) Central limit and other weak theorems (60F05)

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