No Arabic abstract
We present an encoding of a polynomial system into vanishing and non-vanishing constraints on almost-principal minors of a symmetric, principally regular matrix, such that the solvability of the system over some field is equivalent to the satisfiability of the constraints over that field. This implies two complexity results about Gaussian conditional independence structures. First, all real algebraic numbers are necessary to construct inhabitants of non-empty Gaussian statistical models defined by conditional independence and dependence constraints. This gives a negative answer to a question of Petr v{S}imev{c}ek. Second, we prove that the implication problem for Gaussian CI is polynomial-time equivalent to the existential theory of the reals.
Consider a standard white Wishart matrix with parameters $n$ and $p$. Motivated by applications in high-dimensional statistics and signal processing, we perform asymptotic analysis on the maxima and minima of the eigenvalues of all the $m times m$ principal minors, under the asymptotic regime that $n,p,m$ go to infinity. Asymptotic results concerning extreme eigenvalues of principal minors of real Wigner matrices are also obtained. In addition, we discuss an application of the theoretical results to the construction of compressed sensing matrices, which provides insights to compressed sensing in signal processing and high dimensional linear regression in statistics.
In this paper, we study the asymptotic behavior of the extreme eigenvalues and eigenvectors of the spiked covariance matrices, in the supercritical regime. Specifically, we derive the joint distribution of the extreme eigenvalues and the generalized components of their associated eigenvectors in this regime.
Consider the problem of estimating a low-rank matrix when its entries are perturbed by Gaussian noise. If the empirical distribution of the entries of the spikes is known, optimal estimators that exploit this knowledge can substantially outperform simple spectral approaches. Recent work characterizes the asymptotic accuracy of Bayes-optimal estimators in the high-dimensional limit. In this paper we present a practical algorithm that can achieve Bayes-optimal accuracy above the spectral threshold. A bold conjecture from statistical physics posits that no polynomial-time algorithm achieves optimal error below the same threshold (unless the best estimator is trivial). Our approach uses Approximate Message Passing (AMP) in conjunction with a spectral initialization. AMP algorithms have proved successful in a variety of statistical estimation tasks, and are amenable to exact asymptotic analysis via state evolution. Unfortunately, state evolution is uninformative when the algorithm is initialized near an unstable fixed point, as often happens in low-rank matrix estimation. We develop a new analysis of AMP that allows for spectral initializations. Our main theorem is general and applies beyond matrix estimation. However, we use it to derive detailed predictions for the problem of estimating a rank-one matrix in noise. Special cases of this problem are closely related---via universality arguments---to the network community detection problem for two asymmetric communities. For general rank-one models, we show that AMP can be used to construct confidence intervals and control false discovery rate. We provide illustrations of the general methodology by considering the cases of sparse low-rank matrices and of block-constant low-rank matrices with symmetric blocks (we refer to the latter as to the `Gaussian Block Model).
Considered is the multiplicative semigroup of ratios of products of principal minors bounded over all positive definite matrices. A long history of literature identifies various elements of this semigroup, all of which lie in a sub-semigroup generated by Hadamard-Fischer inequalities. Via cone-theoretic techniques and the patterns of nullity among positive semidefinite matrices, a semigroup containing all bounded ratios is given. This allows the complete determination of the semigroup of bounded ratios for 4-by-4 positive definite matrices, whose 46 generators include ratios not implied by Hadamard-Fischer and ratios not bounded by 1. For n > 4 it is shown that the containment of semigroups is strict, but a generalization of nullity patterns, of which one example is given, is conjectured to provide a finite determination of all bounded ratios.
We study the log-rank conjecture from the perspective of point-hyperplane incidence geometry. We formulate the following conjecture: Given a point set in $mathbb{R}^d$ that is covered by constant-sized sets of parallel hyperplanes, there exists an affine subspace that accounts for a large (i.e., $2^{-{operatorname{polylog}(d)}}$) fraction of the incidences. Alternatively, our conjecture may be interpreted linear-algebraically as follows: Any rank-$d$ matrix containing at most $O(1)$ distinct entries in each column contains a submatrix of fractional size $2^{-{operatorname{polylog}(d)}}$, in which each column contains one distinct entry. We prove that our conjecture is equivalent to the log-rank conjecture. Motivated by the connections above, we revisit well-studied questions in point-hyperplane incidence geometry without structural assumptions (i.e., the existence of partitions). We give an elementary argument for the existence of complete bipartite subgraphs of density $Omega(epsilon^{2d}/d)$ in any $d$-dimensional configuration with incidence density $epsilon$. We also improve an upper-bound construction of Apfelbaum and Sharir (SIAM J. Discrete Math. 07), yielding a configuration whose complete bipartite subgraphs are exponentially small and whose incidence density is $Omega(1/sqrt d)$. Finally, we discuss various constructions (due to others) which yield configurations with incidence density $Omega(1)$ and bipartite subgraph density $2^{-Omega(sqrt d)}$. Our framework and results may help shed light on the difficulty of improving Lovetts $tilde{O}(sqrt{operatorname{rank}(f)})$ bound (J. ACM 16) for the log-rank conjecture; in particular, any improvement on this bound would imply the first bipartite subgraph size bounds for parallel $3$-partitioned configurations which beat our generic bounds for unstructured configurations.