132 citations · 305 across the 14 of their papers we have counts for
5 papers · 1 filter
The Maximum Entropy Relaxation Path
Moshe Dubiner, Matan Gavish, Yoram Singer
The relaxed maximum entropy problem is concerned with finding a probability distribution on a finite set that minimizes the relative entropy to a given prior distribution, while sa…
Optimal Shrinkage of Eigenvalues in the Spiked Covariance Model
David L. Donoho, Matan Gavish, Iain M. Johnstone
We show that in a common high-dimensional covariance model, the choice of loss function has a profound effect on optimal estimation. In an asymptotic framework based on the Spiked…
The Optimal Hard Threshold for Singular Values is 4/sqrt(3)
Matan Gavish, David L. Donoho
We consider recovery of low-rank matrices from noisy data by hard thresholding of singular values, where singular values below a prescribed threshold are set to 0. We study the…
Minimax risk of matrix denoising by singular value thresholding
David Donoho, Matan Gavish
An unknown by matrix is to be estimated from noisy measurements , where the noise matrix has i.i.d. Gaussian entries. A popular matrix denoising scheme s…
The Phase Transition of Matrix Recovery from Gaussian Measurements Matches the Minimax MSE of Matrix Denoising
David L. Donoho, Matan Gavish, Andrea Montanari
Let be an unknown by matrix. In matrix recovery, one takes linear measurements of , where $y_i = \Tr(a_i^T X_0)$ and each is a …