Community detection and stochastic block models: recent developments
E Abbe - Journal of Machine Learning Research, 2018 - jmlr.org
The stochastic block model (SBM) is a random graph model with planted clusters. It is widely
employed as a canonical model to study clustering and community detection, and provides …
employed as a canonical model to study clustering and community detection, and provides …
Statistical physics of inference: Thresholds and algorithms
L Zdeborová, F Krzakala - Advances in Physics, 2016 - Taylor & Francis
Many questions of fundamental interest in today's science can be formulated as inference
problems: some partial, or noisy, observations are performed over a set of variables and the …
problems: some partial, or noisy, observations are performed over a set of variables and the …
Fundamental limits in structured principal component analysis and how to reach them
How do statistical dependencies in measurement noise influence high-dimensional
inference? To answer this, we study the paradigmatic spiked matrix model of principal …
inference? To answer this, we study the paradigmatic spiked matrix model of principal …
A unifying tutorial on approximate message passing
Over the last decade or so, Approximate Message Passing (AMP) algorithms have become
extremely popular in various structured high-dimensional statistical problems. Although the …
extremely popular in various structured high-dimensional statistical problems. Although the …
Sampling with flows, diffusion, and autoregressive neural networks from a spin-glass perspective
Recent years witnessed the development of powerful generative models based on flows,
diffusion, or autoregressive neural networks, achieving remarkable success in generating …
diffusion, or autoregressive neural networks, achieving remarkable success in generating …
Fundamental limits of symmetric low-rank matrix estimation
We consider the high-dimensional inference problem where the signal is a low-rank
symmetric matrix which is corrupted by an additive Gaussian noise. Given a probabilistic …
symmetric matrix which is corrupted by an additive Gaussian noise. Given a probabilistic …
False discoveries occur early on the lasso path
In regression settings where explanatory variables have very low correlations and there are
relatively few effects, each of large magnitude, we expect the Lasso to find the important …
relatively few effects, each of large magnitude, we expect the Lasso to find the important …
Approximate message passing algorithms for rotationally invariant matrices
Z Fan - The Annals of Statistics, 2022 - projecteuclid.org
Approximate Message Passing algorithms for rotationally invariant matrices Page 1 The
Annals of Statistics 2022, Vol. 50, No. 1, 197–224 https://doi.org/10.1214/21-AOS2101 © …
Annals of Statistics 2022, Vol. 50, No. 1, 197–224 https://doi.org/10.1214/21-AOS2101 © …
Mutual information for symmetric rank-one matrix estimation: A proof of the replica formula
Factorizing low-rank matrices has many applications in machine learning and statistics. For
probabilistic models in the Bayes optimal setting, a general expression for the mutual …
probabilistic models in the Bayes optimal setting, a general expression for the mutual …
The power of sum-of-squares for detecting hidden structures
We study planted problems-finding hidden structures in random noisy inputs-through the
lens of the sum-of-squares semidefinite programming hierarchy (SoS). This family of …
lens of the sum-of-squares semidefinite programming hierarchy (SoS). This family of …