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Presented By: Student Analysis Seminar - Department of Mathematics

Student Analysis Seminar: Signal detection in the spiked Wigner matrix model

Han Le

east hall 4096 east hall 4096
east hall 4096
In this talk, we consider a spiked matrix model of the form: signal plus Wigner noise. The spectral properties of this model have been extensively studied, and a spectral threshold has been identified: above this threshold, the largest eigenvalue contains information about the signal, while below it, the eigenvalue is uninformative. We then examine a class of signals for which a phase transition in the statistical test for the presence of a signal occurs strictly before this spectral threshold. An introduction to the fundamentals of hypothesis testing and spin glass theory will also be provided.
east hall 4096 east hall 4096
east hall 4096

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