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stat.ML2024
Fundamental limits of Non-Linear Low-Rank Matrix Estimation
Pierre Mergny, Justin Ko, Florent Krzakala +1
We consider the task of estimating a low-rank matrix from non-linear and noisy observations. We prove a strong universality result showing that Bayes-optimal performances are chara…
stat.ML2023★ 1 cited
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…