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
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Abstract
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Abstract:
We consider the following detection problem: given a realization of asymmetric matrix of dimension , distinguish between the hypothesisthat all upper triangular variables are i.i.d. Gaussians variableswith mean 0 and variance and the hypothesis that there is aplanted principal submatrix of dimension for which all upper triangularvariables are i.i.d. Gaussians with mean and variance , whereasall other upper triangular elements of not in are i.i.d.Gaussians variables with mean 0 and variance . We refer to this asthe `Gaussian hidden clique problem'. When (), it is possible to solve thisdetection problem with probability by computing thespectrum of and considering the largest eigenvalue of .We prove that when no algorithm that examines only theeigenvalues of can detect the existence of a hiddenGaussian clique, with error probability vanishing as .The result above is an immediate consequence of a more general result on rank-oneperturbations of -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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