Distinguishability and Recovery for a Doubly Sparse Spiked Wigner Model
We study distinguishability and recovery of a sparse rank-one signal in a spiked Wigner model with independently sparse noise through a variety of algorithms and parameter regimes. The signal and noise have separate sparsity parameters, while the signal-to-noise ratio (SNR) remains of constant order as the matrix size grows. For sub-Gaussian noise and spikes whose nonzero coordinates are bounded away from zero, a leave-one-out quadratic thresholding procedure (a generalization of Ding et al., 2024) identifies the support. Sign synchronization yields exact recovery for a Rademacher spike, and spectral refinement yields strong recovery. The quadratic thresholding search parameter gives an e...
| Authors | Ioana Dumitriu, JD Flynn, Zhichao Wang |
|---|---|
| Primary category | stat.ML |
| Published | 16 October 2026 |
| Last updated at source | 16 October 2026 |
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