2026
Column Thresholding for Sparse Spiked Wigner Models: Improved Signal Strength Requirements
ICML 2026poster
We study the sparse spiked Wigner model, where the goal is to recover an $s$-sparse unit vector $\symbfit{u} \in \mathbb{R}^d$ from a noisy observation $\symbfit{Y} = \beta \symbfit{u} \symbfit{u}^\top + \symbfit{W}$. While the information-theoretic threshold is $\beta = \widetilde{\Omega}(\sqrt{s})…