Efficient reductions from a Gaussian source with applications to statistical-computational tradeoffs

📅 2025-10-08
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This paper addresses the fundamental problem of efficiently generating approximate samples from a target distribution (Q_ heta) given a single Gaussian observation with unknown mean ( heta), and leverages this to establish computational complexity lower bounds for high-dimensional statistical models. We propose a generic reduction framework based on Gaussian sources, enabling the first computationally efficient reductions to non-Gaussian location models (e.g., generalized normal, t-distributions) and nonlinear (k)-sparse generalized linear models (including phase retrieval). Key contributions include: (i) a rigorous characterization of the statistical–computational gap in (k)-sparse phase retrieval, resolving the conjecture of Cai et al. by showing the tight transition from (k) to (k^2); (ii) establishing computational equivalence among symmetric mixture linear regression, sparse rank-one submatrix detection, and generalized linear models; and (iii) validating the universality of Gaussian lower bounds and deriving exact sharp phase transition thresholds across multiple model classes.

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📝 Abstract
Given a single observation from a Gaussian distribution with unknown mean $ heta$, we design computationally efficient procedures that can approximately generate an observation from a different target distribution $Q_{ heta}$ uniformly for all $ heta$ in a parameter set. We leverage our technique to establish reduction-based computational lower bounds for several canonical high-dimensional statistical models under widely-believed conjectures in average-case complexity. In particular, we cover cases in which: 1. $Q_{ heta}$ is a general location model with non-Gaussian distribution, including both light-tailed examples (e.g., generalized normal distributions) and heavy-tailed ones (e.g., Student's $t$-distributions). As a consequence, we show that computational lower bounds proved for spiked tensor PCA with Gaussian noise are universal, in that they extend to other non-Gaussian noise distributions within our class. 2. $Q_{ heta}$ is a normal distribution with mean $f( heta)$ for a general, smooth, and nonlinear link function $f:mathbb{R} ightarrow mathbb{R}$. Using this reduction, we construct a reduction from symmetric mixtures of linear regressions to generalized linear models with link function $f$, and establish computational lower bounds for solving the $k$-sparse generalized linear model when $f$ is an even function. This result constitutes the first reduction-based confirmation of a $k$-to-$k^2$ statistical-to-computational gap in $k$-sparse phase retrieval, resolving a conjecture posed by Cai et al. (2016). As a second application, we construct a reduction from the sparse rank-1 submatrix model to the planted submatrix model, establishing a pointwise correspondence between the phase diagrams of the two models that faithfully preserves regions of computational hardness and tractability.
Problem

Research questions and friction points this paper is trying to address.

Develop efficient procedures to transform Gaussian observations into target distributions
Establish computational lower bounds for high-dimensional statistical models
Prove universality of computational barriers across non-Gaussian noise distributions
Innovation

Methods, ideas, or system contributions that make the work stand out.

Efficient Gaussian-to-non-Gaussian distribution transformation technique
Universal computational lower bounds for high-dimensional statistical models
Reduction-based confirmation of statistical-computational gaps
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