Notes on Computational Hardness of Hypothesis Testing: Predictions using the Low-Degree Likelihood Ratio
July 26, 2019 Β· Declared Dead Β· π arXiv.org
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Authors
Dmitriy Kunisky, Alexander S. Wein, Afonso S. Bandeira
arXiv ID
1907.11636
Category
math.ST
Cross-listed
cs.CC,
cs.DS,
stat.ML
Citations
165
Venue
arXiv.org
Last Checked
2 months ago
Abstract
These notes survey and explore an emerging method, which we call the low-degree method, for predicting and understanding statistical-versus-computational tradeoffs in high-dimensional inference problems. In short, the method posits that a certain quantity -- the second moment of the low-degree likelihood ratio -- gives insight into how much computational time is required to solve a given hypothesis testing problem, which can in turn be used to predict the computational hardness of a variety of statistical inference tasks. While this method originated in the study of the sum-of-squares (SoS) hierarchy of convex programs, we present a self-contained introduction that does not require knowledge of SoS. In addition to showing how to carry out predictions using the method, we include a discussion investigating both rigorous and conjectural consequences of these predictions. These notes include some new results, simplified proofs, and refined conjectures. For instance, we point out a formal connection between spectral methods and the low-degree likelihood ratio, and we give a sharp low-degree lower bound against subexponential-time algorithms for tensor PCA.
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