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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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Gorde:
Xehetasun bibliografikoak
Egile Nagusiak: Donoho, David L., Gavish, Matan, Montanari, Andrea
Formatua: Artigo
Hizkuntza:Inglês
Argitaratua: National Academy of Sciences 2013
Gaiak:
Sarrera elektronikoa: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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