Gaussian likelihood-ratio fluctuation conjecture in the paramagnetic phase

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

logL(Y;β)N(±14log(1αβ2),12log(1αβ2)),\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.

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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