Cauchy noise loss for stochastic optimization of random matrix models via free deterministic equivalents (Q2287214)
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| Language | Label | Description | Also known as |
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| English | Cauchy noise loss for stochastic optimization of random matrix models via free deterministic equivalents |
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Cauchy noise loss for stochastic optimization of random matrix models via free deterministic equivalents (English)
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20 January 2020
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The main contribution of this paper is a parameter optimization method for random matrix models. A dimensionality recovery method for the signal-plus-noise model is proposed. Numerical experiments are included to demonstrate the efficiency of the proposed theory.
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random matrix theory
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free probability theory
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stochastic optimization
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rank estimation
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dimensionality recovery
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