Gaussian likelihood-ratio fluctuation conjecture in the paramagnetic phase

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Let Γ\Gamma be the set of parameter pairs (α,β)(\alpha,\beta) for which the replica-symmetric formula vanishes, and let Γ′\Gamma' be its interior. For the likelihood ratio L(Y;β)L(\bm{Y};\beta), let P0\mathbb{P}_0 denote the null law and Pβ\mathbb{P}_\beta the alternative law. Likelihood-ratio Gaussianity conjecture. For every (α,β)\inGamma′(\alpha,\beta)\inGamma', the log-likelihood ratio satisfies

log⁡L(Y;β)⇝N(±14log⁡(1−αβ2),−12log⁡(1−αβ2)),\log L(\bm{Y};\beta)\rightsquigarrow {\mathcal{N}}\left(\pm \frac{1}{4}\log(1-\alpha\beta^2),-\frac{1}{2}\log(1-\alpha\beta^2)\right),

where the plus sign holds under the null law P0\mathbb{P}_0 and the minus sign under the alternative law Pβ\mathbb{P}_\beta. 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.

References

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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