Dependent latents with infinite correlation exponent
Determine whether approximate message passing can weakly recover the hidden spike v* in the spiked cumulant model when the latent variables (λ, ν) are statistically dependent but have correlation exponent k* = ∞, meaning E[λ^k ν] = 0 for all finite k, in the high-dimensional limit with n, d → ∞ and n = Θ(d).
References
We finally remark that \cref{res:bo-weak} does not explicitly provide negative results in the case of $k\star = +\infty$. We argue in \cref{app:BO} that if the latent variables are independent, AMP does not weakly recover $\mathbf{v}\star$ for any $n = \mathcal{O}(d)$, as can be expected based on results of . The more subtle case of dependent latents with $k\star = +\infty$ is more elusive, and its analysis is left for future work.