{"paper":{"title":"Information-theoretic limits and approximate message-passing for high-dimensional time series","license":"http://creativecommons.org/licenses/by/4.0/","headline":"","cross_cats":["cond-mat.dis-nn","math.IT","math.ST","stat.TH"],"primary_cat":"cs.IT","authors_text":"Daria Tieplova, Jean Barbier, Samriddha Lahiry","submitted_at":"2025-01-23T12:45:33Z","abstract_excerpt":"High-dimensional time series appear in many scientific setups, demanding a nuanced approach to model and analyze the underlying dependence structure. Theoretical advancements so far often rely on stringent assumptions regarding the sparsity of the underlying signal. In non-sparse regimes, analyses have primarily focused on linear regression models with the design matrix having independent rows. In this paper, we expand the scope by investigating a high-dimensional time series model wherein the number of features grows proportionally to the number of sampling points, without assuming sparsity i"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2501.13625","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2501.13625/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}