177 citations · 872 across the 49 of their papers we have counts for
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Estimating rank-one matrices with mismatched prior and noise: universality and large deviations
Alice Guionnet, Justin Ko, Florent Krzakala +1
We prove a universality result that reduces the free energy of rank-one matrix estimation problems in the setting of mismatched prior and noise to the computation of the free energ…
Full large deviation principles for the largest eigenvalue of sub-Gaussian Wigner matrices
Nicholas A. Cook, Raphael Ducatez, Alice Guionnet
We establish precise upper-tail asymptotics and large deviation principles for the rightmost eigenvalue of Wigner matrices with sub-Gaussian entries. In contrast to the case…
Matrix models at low temperature
Alice Guionnet, Édouard Maurel-Segala
In this article we investigate the behavior of multi-matrix unitary invariant models under a potential when the inverse temperature becomes very large. We first prov…
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…
Bernoulli Random Matrices
Alice Guionnet
Random Matrix theory has become a field on its own with a breadth of new results, techniques, and ideas in the last thirty years. In these proceedings of the 8ECM 2021, I illustrat…
Large Deviations Asymptotics of Rectangular Spherical Integral
Alice Guionnet, Jiaoyang Huang
In this article we study the Dyson Bessel process, which describes the evolution of singular values of rectangular matrix Brownian motions, and prove a large deviation principle fo…