The Overlap Gap Property in Principal Submatrix Recovery
summary
Model: n×n Gaussian matrix with an nρ×nρ planted submatrix of mean λ/n. Information-theoretic boundary shows approximate recovery threshold at λ about 2√(1/ρ · log(1/ρ)), while a naive spectral method needs λ ≳ 1/ρ. A Parisi‑style variational limit for a restricted likelihood reveals a non‑monotonic overlap curve (an overlap gap property) for intermediate λ ≈ ρ^{-1/2+α}, and that local Markov chains started near random overlap take exponential time to reach good overlap.
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chapters (8)
- 0:00Introduction
- 0:52Premise
- 1:44Structural Evidence
- 7:03The Problem
- 10:12Restricted likelihood
- 25:20Local Markov chains
- 27:10Scaling regimes
- 29:10Random optimization
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