  We study the problem of detecting a structured, low-rank signal matrix
corrupted with additive Gaussian noise. This includes clustering in a Gaussian
mixture model, sparse PCA, and submatrix localization. Each of these problems
is conjectured to exhibit a sharp information-theoretic threshold, below which
the signal is too weak for any algorithm to detect. We derive upper and lower
bounds on these thresholds by applying the first and second moment methods to
the likelihood ratio between these "planted models" and null models where the
signal matrix is zero. Our bounds differ by at most a factor of root two when
the rank is large (in the clustering and submatrix localization problems, when
the number of clusters or blocks is large) or the signal matrix is very sparse.
Moreover, our upper bounds show that for each of these problems there is a
significant regime where reliable detection is information- theoretically
possible but where known algorithms such as PCA fail completely, since the
spectrum of the observed matrix is uninformative. This regime is analogous to
the conjectured 'hard but detectable' regime for community detection in sparse
graphs.
