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math.PR2020★ 1 cited
On -Gaussian-Grothendieck problem
Wei-Kuo Chen, Arnab Sen
For and being a matrix of i.i.d. standard Gaussian entries, we study the -limit of the -Gaussian-Grothendieck problem defined as \…
math.PR2020
Universality of Approximate Message Passing Algorithms
Wei-Kuo Chen, Wai-Kit Lam
We consider a broad class of Approximate Message Passing (AMP) algorithms defined as a Lipschitzian functional iteration in terms of an random symmetric matrix . We…