Gaussian likelihood-ratio fluctuation conjecture in the paramagnetic phase
Gaussian likelihood-ratio fluctuation conjecture in the paramagnetic phase
Let be the set of parameter pairs for which the replica-symmetric formula vanishes, and let be its interior. For the likelihood ratio , let denote the null law and the alternative law. Likelihood-ratio Gaussianity conjecture. For every , the log-likelihood ratio satisfies
where the plus sign holds under the null law and the minus sign under the alternative law . This predicts asymptotic normality throughout the interior of the undetectable region, extending the rigorously established region below the BBP threshold; the claim remains open for general priors.
Sources & referencesView supporting material
Primary source
Ahmed El Alaoui and Michael I. Jordan, “Detection limits in the high-dimensional spiked rectangular model”, arXiv:1802.07309 (2018).
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