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math.PR2022★ 2 cited
Low-rank Matrix Estimation with Inhomogeneous Noise
Alice Guionnet, Justin Ko, Florent Krzakala +1
We study low-rank matrix estimation for a generic inhomogeneous output channel through which the matrix is observed. This generalizes the commonly considered spiked matrix model wi…
math.PR2022★ 3 cited
Spherical Integrals of Sublinear Rank
Jonathan Husson, Justin Ko
We consider the asymptotics of -dimensional spherical integrals when . We prove that the -dimensional spherical integrals are approximately the products of -d…