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The phase transition of matrix recovery from Gaussian measurements matches the minimax MSE of matrix denoising
Let [Image: see text] be an unknown M by N matrix. In matrix recovery, one takes [Image: see text] linear measurements [Image: see text] of [Image: see text], where [Image: see text] and each [Image: see text] is an M by N matrix. A popular approach for matrix recovery is nuclear norm minimization (...
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| Main Authors: | , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
National Academy of Sciences
2013
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3666686/ https://ncbi.nlm.nih.gov/pubmed/23650360 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1073/pnas.1306110110 |
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