Spectral preprocessing and initialization make standard AMP robust to small principal-minor adversarial corruptions in spiked matrices, yielding tilde-O(sqrt(ε)) closeness to the clean AMP output for several AMP variants.
author Venkataramanan, R
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A high-dimensional Newey-Powell heteroscedasticity test is developed via expectile regression with limiting distribution and asymptotic power obtained through approximate message passing in the n/p to delta regime.
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Easy, robust approximate message passing for planted spike models
Spectral preprocessing and initialization make standard AMP robust to small principal-minor adversarial corruptions in spiked matrices, yielding tilde-O(sqrt(ε)) closeness to the clean AMP output for several AMP variants.
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High-dimensional Newey-Powell Test Via Approximate Message Passing
A high-dimensional Newey-Powell heteroscedasticity test is developed via expectile regression with limiting distribution and asymptotic power obtained through approximate message passing in the n/p to delta regime.