Threshold for fitting a centered ellipsoid to Gaussian points
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Given n independent standard Gaussian vectors xᵢ∈Rᵈ, is there a positive semidefinite matrix S satisfying xᵢᵀSxᵢ=d for every i? The predicted high-probability fitting threshold is n/d²=1/4, with separate below- and above-threshold regimes.
Why it matters and what counts as progress
Why it matters: A sharp threshold identifies when Gaussian quadratic constraints admit a common positive semidefinite fitting form.
What counts as progress: Prove existence when limsup n/d²<1/4 and nonexistence when liminf n/d²>1/4, or analyze the critical window.
How the problem developed
- 2013 · Conjecture [1]
James Saunderson, Pablo A. Parrilo and Alan S. Willsky Conjectured a sharp fitting transition near n=d²/4 for independent Gaussian points, based on numerical evidence.
- 12 Jul 2023 · Partial result [2]
Aaron Potechin, Paxton Turner, Prayaag Venkat and Alexander Wein Constructed fitting ellipsoids for about d²/polylog(d) Gaussian points, approaching but not reaching the conjectured scale.
- 10 Aug 2026 · Reported claim [3]
Theodor Misiakiewicz and Garrett G. Wen Proved the sharp Gaussian threshold at n/d²=1/4, with bounded positive eigenvalues below threshold and no spectral restriction on the infeasibility result above it.
AI contribution
The sharp SAT/UNSAT phase transition in random ellipsoid fitting
For n independent standard Gaussian points in R^d, a positive semidefinite S with x_iᵀSx_i=d for every i exists with high probability when limsup n/d²<1/4 and fails to exist with high probability when liminf n/d²>1/4.
Sources
- Saunderson, Parrilo and Willsky, Diagonal and low-rank decompositions and fitting ellipsoids to random points
- Potechin, Turner, Venkat and Wein, Near-optimal fitting of ellipsoids to random points
- Misiakiewicz and Wen, The sharp SAT/UNSAT phase transition in random ellipsoid fitting
- The sharp SAT/UNSAT phase transition in random ellipsoid fitting
- Pith AI review of the ellipsoid-fitting proof
Website timeline
Publication dates and editorial changes.
GPT-assisted proof reports a sharp ellipsoid-fitting threshold