The Role of Rank in Mismatched Low-Rank Symmetric Matrix Estimation

Panpan Niu, Yuhao Liu, Teng Fu +3

We investigate the performance of a Bayesian statistician tasked with recovering a rank-\(k\) signal matrix \(\bS \bS^{\top} \in \mathbb{R}^{n \times n}\), corrupted by element-wis…