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Poster

On the Limitation of Spectral Methods: From the Gaussian Hidden Clique Problem to Rank-One Perturbations of Gaussian Tensors

Andrea Montanari · Daniel Reichman · Ofer Zeitouni

210 C #87

Abstract: We consider the following detection problem: given a realization of asymmetric matrix X of dimension n, distinguish between the hypothesisthat all upper triangular variables are i.i.d. Gaussians variableswith mean 0 and variance 1 and the hypothesis that there is aplanted principal submatrix B of dimension L for which all upper triangularvariables are i.i.d. Gaussians with mean 1 and variance 1, whereasall other upper triangular elements of X not in B are i.i.d.Gaussians variables with mean 0 and variance 1. We refer to this asthe `Gaussian hidden clique problem'. When L=(1+ϵ)n (ϵ>0), it is possible to solve thisdetection problem with probability 1on(1) by computing thespectrum of X and considering the largest eigenvalue of X.We prove that whenL<(1ϵ)n no algorithm that examines only theeigenvalues of Xcan detect the existence of a hiddenGaussian clique, with error probability vanishing as n.The result above is an immediate consequence of a more general result on rank-oneperturbations of k-dimensional Gaussian tensors.In this context we establish a lower bound on the criticalsignal-to-noise ratio below which a rank-one signal cannot be detected.

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