Fundamental limits of symmetric low-rank matrix estimation
نویسندگان
چکیده
منابع مشابه
Fundamental limits of symmetric low-rank matrix estimation
We consider the high-dimensional inference problem where the signal is a low-rank symmetric matrix which is corrupted by an additive Gaussian noise. Given a probabilistic model for the low-rank matrix, we compute the limit in the large dimension setting for the mutual information between the signal and the observations, as well as the matrix minimum mean square error, while the rank of the sign...
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ژورنال
عنوان ژورنال: Probability Theory and Related Fields
سال: 2018
ISSN: 0178-8051,1432-2064
DOI: 10.1007/s00440-018-0845-x