Minimax optimal seriation in polynomial time

Autor: Issartel, Yann, Giraud, Christophe, Verzelen, Nicolas
Rok vydání: 2024
Předmět:
Druh dokumentu: Working Paper
Popis: We consider the statistical seriation problem, where the statistician seeks to recover a hidden ordering from a noisy observation of a permuted Robinson matrix. In this paper, we tightly characterize the minimax rate for this problem of matrix reordering when the Robinson matrix is bi-Lipschitz, and we also provide a polynomial time algorithm achieving this rate; thereby answering two open questions of [Giraud et al., 2021]. Our analysis further extends to broader classes of similarity matrices.
Databáze: arXiv