most citedSingular Vectors of Sums of Rectangular Random Matrices and Optimal Estimators of High-Rank Signals: The Extensive Spike Model

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physics.data-an2023★ 10 cited

Singular Vectors of Sums of Rectangular Random Matrices and Optimal Estimators of High-Rank Signals: The Extensive Spike Model

Itamar D. Landau, Gabriel C. Mel, Surya Ganguli

Across many disciplines from neuroscience and genomics to machine learning, atmospheric science and finance, the problems of denoising large data matrices to recover signals obscur…