Approximate message passing algorithms for rotationally invariant matrices
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Publication:2119225
DOI10.1214/21-AOS2101zbMath1486.94026arXiv2008.11892MaRDI QIDQ2119225
Publication date: 23 March 2022
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2008.11892
Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of graph theory (05C90) Random matrices (probabilistic aspects) (60B20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
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Approximate message passing for sparse matrices with application to the equilibria of large ecological Lotka-Volterra systems ⋮ Optimization algorithms for multi-species spherical spin glasses ⋮ A Friendly Tutorial on Mean-Field Spin Glass Techniques for Non-Physicists ⋮ Universality of approximate message passing with semirandom matrices ⋮ Universality of regularized regression estimators in high dimensions ⋮ Optimizing mean field spin glasses with external field ⋮ A tradeoff between false discovery and true positive proportions for sparse high-dimensional logistic regression ⋮ A Unifying Tutorial on Approximate Message Passing
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