Matrix Denoising with Doubly Heteroscedastic Noise: Fundamental Limits and Optimal Spectral Methods

22 May 2024

Papers citing "Matrix Denoising with Doubly Heteroscedastic Noise: Fundamental Limits and Optimal Spectral Methods"

7 / 7 papers shown

Title
On the phase diagram of extensive-rank symmetric matrix denoising beyond rotational invariance Jean Barbier Francesco Camilli Justin Ko Koki Okajima 21 5 0 04 Nov 2024
High-dimensional analysis of ridge regression for non-identically distributed data with a variance profile Jérémie Bigot Issa-Mbenard Dabo Camille Male 24 4 0 29 Mar 2024
Spectral Phase Transition and Optimal PCA in Block-Structured Spiked models Pierre Mergny Justin Ko Florent Krzakala 23 2 0 06 Mar 2024
Deflated HeteroPCA: Overcoming the curse of ill-conditioning in heteroskedastic PCA Yuchen Zhou Yuxin Chen 30 4 0 10 Mar 2023
The price of ignorance: how much does it cost to forget noise structure in low-rank matrix estimation? Jean Barbier Tianqi Hou Marco Mondelli Manuel Sáenz 22 14 0 20 May 2022
Approximate Message Passing for orthogonally invariant ensembles: Multivariate non-linearities and spectral initialization Xinyi Zhong Tianhao Wang Zhou-Yang Fan 22 20 0 05 Oct 2021
Hypothesis Testing in High-Dimensional Regression under the Gaussian Random Design Model: Asymptotic Theory Adel Javanmard Andrea Montanari 99 160 0 17 Jan 2013