Phase transitions of spectral initialization for high-dimensional non-convex estimation

DOI10.1093/imaiai/iaz020zbMath1470.94049arXiv1702.06435OpenAlexW2962714615MaRDI QIDQ5006529

Gen Li, Yue M. Lu

Publication date: 16 August 2021

Published in: Information and Inference: A Journal of the IMA (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1702.06435

zbMATH Keywords

phase transitionnon-convex optimizationspiked covariance modelsignal estimationspectral initialization

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Estimation in multivariate analysis (62H12) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (3)

Approximate message passing with spectral initialization for generalized linear models* ⋮ Complex phase retrieval from subgaussian measurements ⋮ A Spectral Estimation Framework for Phase Retrieval via Bregman Divergence Minimization

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