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arxiv: 1712.01777 · v2 · pith:BHV4GFHQnew · submitted 2017-12-05 · 🧮 math.PR · cs.IT· math-ph· math.IT· math.MP· math.ST· stat.TH

Phase transition in the spiked random tensor with Rademacher prior

classification 🧮 math.PR cs.ITmath-phmath.ITmath.MPmath.STstat.TH
keywords betaspincriticalpriortemperaturetensorsbehaviordistance
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We consider the problem of detecting a deformation from a symmetric Gaussian random $p$-tensor $(p\geq 3)$ with a rank-one spike sampled from the Rademacher prior. Recently in Lesieur et al. (2017), it was proved that there exists a critical threshold $\beta_p$ so that when the signal-to-noise ratio exceeds $\beta_p$, one can distinguish the spiked and unspiked tensors and weakly recover the prior via the minimal mean-square-error method. On the other side, Perry, Wein, and Bandeira (2017) proved that there exists a $\beta_p'<\beta_p$ such that any statistical hypothesis test can not distinguish these two tensors, in the sense that their total variation distance asymptotically vanishes, when the signa-to-noise ratio is less than $\beta_p'$. In this work, we show that $\beta_p$ is indeed the critical threshold that strictly separates the distinguishability and indistinguishability between the two tensors under the total variation distance. Our approach is based on a subtle analysis of the high temperature behavior of the pure $p$-spin model with Ising spin, arising initially from the field of spin glasses. In particular, we identify the signal-to-noise criticality $\beta_p$ as the critical temperature, distinguishing the high and low temperature behavior, of the Ising pure $p$-spin mean-field spin glass model.

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