Subexponential hardness of strong detection below the BBP transition

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Fix constants γ>0\gamma > 0, β>−1\beta > -1, and ρ∈(0,1)\rho \in (0,1). Let N=N(n)N=N(n) satisfy n/N→γn/N \to \gamma as n→∞n \to \infty. In the spiked Wishart model, under Q\mathbb{Q} the observations are independent standard Gaussian vectors, while under P\mathbb{P} a centered Bernoulli spike \bu∼Xρ\bu \sim \mathcal{X}_\rho is drawn and the observations have covariance In+β\bu\bu⊤\bm I_n+\beta\bu\bu^{\top} when this covariance is positive definite. Strong detection means distinguishing P\mathbb{P} from Q\mathbb{Q} with both error probabilities o(1)o(1). Spiked Wishart detection conjecture. For any constants γ>0\gamma > 0, β>−1\beta > -1, ρ∈(0,1)\rho \in (0,1), and η>0\eta > 0 such that β2<γ\beta^2 < \gamma, there is no algorithm of runtime exp⁡(O(n1−η))\exp(O(n^{1-\eta})) that achieves strong detection in the spiked Wishart model with parameters γ,β\gamma,\beta and spike prior Xρ\mathcal{X}_\rho. Below the BBP transition β2=γ\beta^2=\gamma, polynomial-time spectral detection is unavailable, although strong detection can sometimes be achieved by brute force; the conjecture asserts subexponential-time impossibility in this regime.

References

Primary source

Afonso S. Bandeira, Dmitriy Kunisky and Alexander S. Wein, “Average-Case Integrality Gap for Non-Negative Principal Component Analysis”, arXiv:2012.02243 (2020).

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