NeurIPS 2020

All-or-nothing statistical and computational phase transitions in sparse spiked matrix estimation

Meta Review

The authors consider the recovery problem for spiked Wigner model, and they prove a sharp phase transition in the mutual information of the spike and the data and also that the mean-square error of AMP algorithm exhibits a phase transition that is different from the transition of the mutual information. Several suggestions for improvement are given in the reviews. Overall, the paper is a theoretical paper with nontrivial technical contribution, the results are of interest to Neurips community, and they are well presented.