most citedOptimal Algorithms for the Inhomogeneous Spiked Wigner Model

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Optimal Algorithms for the Inhomogeneous Spiked Wigner Model

Aleksandr Pak, Justin Ko, Florent Krzakala

In this paper, we study a spiked Wigner problem with an inhomogeneous noise profile. Our aim in this problem is to recover the signal passed through an inhomogeneous low-rank matri…