相关论文: Fundamental limits of symmetric low-rank matrix es…

We consider the high-dimensional inference problem where the signal is a low-rank 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…

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…

Low-rank matrix recovery problems involving high-dimensional and heterogeneous data appear in applications throughout statistics and machine learning. The contribution of this paper is to establish the fundamental limits of recovery for a…

We study the high-dimensional inference of a rank-one signal corrupted by sparse noise. The noise is modelled as the adjacency matrix of a weighted undirected graph with finite average connectivity in the large size limit. Using the replica…

High-dimensional inference refers to problems of statistical estimation in which the ambient dimension of the data may be comparable to or possibly even larger than the sample size. We study an instance of high-dimensional inference in…

Factorizing low-rank matrices is a problem with many applications in machine learning and statistics, ranging from sparse PCA to community detection and sub-matrix localization. For probabilistic models in the Bayes optimal setting, general…

We consider rank-one symmetric tensor estimation when the tensor is corrupted by Gaussian noise and the spike forming the tensor is a structured signal coming from a generalized linear model. The latter is a mathematically tractable model…

We consider the problem of estimating a rank-one matrix in Gaussian noise under a probabilistic model for the left and right factors of the matrix. The probabilistic model can impose constraints on the factors including sparsity and…

We investigate a generalized framework to estimate a latent low-rank plus sparse tensor, where the low-rank tensor often captures the multi-way principal components and the sparse tensor accounts for potential model mis-specifications or…

Factorizing low-rank matrices has many applications in machine learning and statistics. For probabilistic models in the Bayes optimal setting, a general expression for the mutual information has been proposed using heuristic statistical…

Consider the problem of estimating a low-rank matrix when its entries are perturbed by Gaussian noise. If the empirical distribution of the entries of the spikes is known, optimal estimators that exploit this knowledge can substantially…

We consider the problem of estimating the factors of a low-rank $n \times d$ matrix, when this is corrupted by additive Gaussian noise. A special example of our setting corresponds to clustering mixtures of Gaussians with equal (known)…

The inference of a large symmetric signal-matrix $\mathbf{S} \in \mathbb{R}^{N\times N}$ corrupted by additive Gaussian noise, is considered for two regimes of growth of the rank $M$ as a function of $N$. For sub-linear ranks…

We consider a statistical model for symmetric matrix factorization with additive Gaussian noise in the high-dimensional regime, where the rank of the signal matrix to infer $M$ scales with its size $N$ as $M=\mathrm{o}(\sqrt{\ln N})$.…

We consider the problem of estimating a rank-one nonsymmetric matrix under additive white Gaussian noise. The matrix to estimate can be written as the outer product of two vectors and we look at the special case in which both vectors are…

The problem of matrix sensing, or trace regression, is a problem wherein one wishes to estimate a low-rank matrix from linear measurements perturbed with noise. A number of existing works have studied both convex and nonconvex approaches to…

This paper considers probabilistic estimation of a low-rank matrix from non-linear element-wise measurements of its elements. We derive the corresponding approximate message passing (AMP) algorithm and its state evolution. Relying on…

The information-theoretic limits of community detection have been studied extensively for network models with high levels of symmetry or homogeneity. The contribution of this paper is to study a broader class of network models that allow…

This paper deals with the parametric inference for integrated signals embedded in an additive Gaussian noise and observed at deterministic discrete instants which are not necessarily equidistant. The unknown parameter is multidimensional…

We consider the problem of estimating the covariance matrix of a random signal observed through unknown translations (modeled by cyclic shifts) and corrupted by noise. Solving this problem allows to discover low-rank structures masked by…