We consider the problem of estimating a $p$ -dimensional vector $\beta$ from $n$ observations $Y=X\beta+W$ , where $\beta_{j}\mathop{\sim}^{\mathrm{i.i.d}.}\pi$ for a real-valued distribution $\pi$ with zero mean and unit variance’ $X_{ij}\mathop{\sim}^{\mathrm{i.i.d}.}\mathcal{N}(0,1)$ , and $W_{i}\mathop{\sim}^{\mathrm{i.i.d}.}\mathcal{N}(0,\ \sigma^{2})$ . In the asymptotic regime where $n/p\rightarrow\delta$ and $p/\sigma^{2}\rightarrow$ snr for two fixed constants $\delta,\ \mathsf{snr}\in(0,\ \infty)$ as $p\rightarrow\infty$ , the limiting (normalized) minimum mean-squared error (MMSE) has been characterized by a single-letter (additive Gaussian scalar) channel. In this paper, we show that if the MMSE function of the single-letter channel converges to a step function, then the limiting MMSE of estimating $\beta$ converges to a step function which jumps from 1 to 0 at a critical threshold. Moreover, we establish that the limiting mean-squared error of the (MSE-optimal) approximate message passing algorithm also converges to a step function with a larger threshold, providing evidence for the presence of a computational-statistical gap between the two thresholds.
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Universality for 1d Random Band Matrices: Sigma-Model Approximation
The paper continues the development of the rigorous supersymmetric transfer matrix approach to the random band matrices started in (J Stat Phys 164:1233–1260, 2016; Commun Math Phys 351:1009–1044, 2017). We consider random Hermitian block band matrices consisting of $W\times W$ random Gaussian blocks (parametrized by $j,k \in\Lambda=[1,n]^d\cap \mathbb{Z}^d$) with a
fixed entry's variance $J_{jk}=\delta_{j,k}W^{-1}+\beta\Delta_{j,k}W^{-2}$, $\beta>0$ in each block. Taking the limit $W\to\infty$ with fixed $n$ and $\beta$, we
derive the sigma-model approximation of the second correlation function similar to Efetov's one.
Then, considering the limit $\beta, n\to\infty$, we prove that in the dimension $d=1$ the behaviour of the sigma-model approximation in the bulk of the spectrum, as $\beta\gg n$, is determined by the classical Wigner -- Dyson statistics.
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- Award ID(s):
- 1700009
- NSF-PAR ID:
- 10055605
- Date Published:
- Journal Name:
- Journal of Statistical Physics
- ISSN:
- 0022-4715
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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The paper continues (Shcherbina and Shcherbina in Commun Math Phys 351:1009–1044, 2017); Shcherbina in Commun Math Phys 328:45–82, 2014) which study the behaviour of second correlation function of characteristic polynomials of the special case of $n \times n$ one-dimensional Gaussian Hermitian random band matrices, when the covariance of the elements is determined by the matrix $𝐽=(-W^2\triangle+1)^{-1}$. Applying the transfer matrix approach, we study the case when the bandwidth W is proportional to the threshold $\sqrt{n}$more » « lessAbstract We determine the asymptotics of the number of independent sets of size $\lfloor \beta 2^{d-1} \rfloor$ in the discrete hypercube $Q_d = \{0,1\}^d$ for any fixed $\beta \in (0,1)$ as $d \to \infty$ , extending a result of Galvin for $\beta \in (1-1/\sqrt{2},1)$ . Moreover, we prove a multivariate local central limit theorem for structural features of independent sets in $Q_d$ drawn according to the hard-core model at any fixed fugacity $\lambda>0$ . In proving these results we develop several general tools for performing combinatorial enumeration using polymer models and the cluster expansion from statistical physics along with local central limit theorems.more » « less
- Free Publicly Accessible Full Text
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Accepted Manuscript1.0
- Journal Article:
- https://doi.org/10.1007/s10955-018-1969-1
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